# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001193125-25-252379
**Filing Date:** 2025-10
**Character Count:** 1727030
**Document Hash:** 078ecd80ad0682ae5e83ed9e0bbb4b75
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-252379.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0001193125-25-252379

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20250831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04367
- **FILM NUMBER:** 251421439

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

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

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

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

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

## Series and Classes Contracts Data

### Multi-Manager Total Return Bond Strategies Fund (Series ID: S000036205)

| Class ID   | Class Name                                                          | Ticker Symbol   |
|:---|:---|:---|
| C000179755 | Multi-Manager Total Return Bond Strategies Fund Institutional Class | CTRZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

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

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

- **a. Name of Series:** Multi-Manager Total Return Bond Strategies Fund

- **b. EDGAR series identifier (if any):** S000036205

- **c. LEI of Series:** 8DID67HJNOBUIXV71679

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $15162090497.46

**Total Liabilities:** $1649949782.44

**Net Assets:** $13512140715.02

**Delayed Delivery Securities:** $1475563907.29

**Stand-by Commitments:** $1761725.98

**Cash Not Reported:** $1255903.84

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 341998.646400000000 | **1-Year:** 126765.418900000000 | **5-Year:** 677604.036399999000 | **10-Year:** 687028.583500000000 | **30-Year:** 2131499.731899990000

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

- **3-Month:** -8361.667300000000 | **1-Year:** 40775.324100000000 | **5-Year:** 198291.461900000000 | **10-Year:** 535208.411800000000 | **30-Year:** 297721.700700000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000179755 | 1.64%                | -0.23%               | 1.17%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7334586.11             | $146514389.40                              |
| Month 2  | $94503.04                | $-61459013.45                              |
| Month 3  | $22016795.66             | $77750294.05                               |

**Designated Index Information**

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

- **Index Identifier:** LEH_AGG

### Schedule of Portfolio Investments

| Name                                                             | Title                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CIGNA GROUP                                                      | CIGNA GROUP                                                             | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2012000 | PA      | $1899985.45    | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD CIFC_19-6A                                      | CIFC_19-6A                                                              | CUSIP: 12555XAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2000000 | PA      | $2003134.00    | 0.01%             | 2037-07-16      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_19-R5                                              | CIM_19-R5                                                               | CUSIP: 12558RAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1100000 | PA      | $1025815.56    | 0.01%             | 2059-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_19-J2                                              | CIM_19-J2                                                               | CUSIP: 12558TBD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     760344 | PA      | $691811.65     | 0.01%             | 2049-10-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      67000 | PA      | $63514.19      | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5731935.05    | 0.04%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1912000 | PA      | $1920450.05    | 0.01%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    7175000 | PA      | $7067155.94    | 0.05%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_22-ATH2                        | CSMC_22-ATH2                                                            | CUSIP: 12665WAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5023164 | PA      | $5016167.09    | 0.04%             | 2067-05-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_24-CBM                                  | COMM_24-CBM                                                             | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2115000 | PA      | $2150840.37    | 0.02%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_24-CBM                                  | COMM_24-CBM                                                             | CUSIP: 12674GAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1278009.88    | 0.01%             | 2041-12-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| COOPR RESIDENTIAL MORTGAGE TRUST COOPR_25-CES2                   | COOPR_25-CES2                                                           | CUSIP: 12674UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6671068 | PA      | $6714716.46    | 0.05%             | 2060-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                              | CRH SMW FINANCE DAC                                                     | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |     980000 | PA      | $1011212.02    | 0.01%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                       | CABOT CORPORATION                                                       | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1789955.36    | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYST INC                                          | CADENCE DESIGN SYSTEMS INC                                              | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    1087000 | PA      | $1093191.53    | 0.01%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC                                               | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2862278.09    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                     | CAIXABANK SA                                                            | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     620000 | PA      | $644344.39     | 0.00%             | 2030-03-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                     | CAIXABANK SA                                                            | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    3875000 | PA      | $3922504.91    | 0.03%             | 2031-07-03      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH                                 | California Health Facilities Financing Authority                        | CUSIP: 13032UB31<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    1740000 | PA      | $1198996.24    | 0.01%             | 2051-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8196337 | PA      | $6879596.59    | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1281475 | PA      | $1076411.96    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                          | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4342494 | PA      | $3771934.70    | 0.03%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                          | CUSIP: 31418DTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1463891 | PA      | $1282161.47    | 0.01%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5136051 | PA      | $4286815.32    | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                          | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2242912 | PA      | $1950925.38    | 0.01%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     451199 | PA      | $341115.06     | 0.00%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2790249 | PA      | $2333575.77    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DWU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7385331 | PA      | $6742144.67    | 0.05%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15478414 | PA      | $12391626.23   | 0.09%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                                          | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3647239 | PA      | $3133574.59    | 0.02%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2360478 | PA      | $1782187.12    | 0.01%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13645907 | PA      | $10923159.79   | 0.08%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12272512 | PA      | $10281387.09   | 0.08%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9753432 | PA      | $8142182.23    | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1826704 | PA      | $1379175.77    | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12366880 | PA      | $10346249.24   | 0.08%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418E2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5571166 | PA      | $5773564.41    | 0.04%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1826855 | PA      | $1456105.47    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   25229947 | PA      | $20127734.27   | 0.15%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13412623 | PA      | $10677045.84   | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2520609 | PA      | $2104482.65    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12396304 | PA      | $10767409.59   | 0.08%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8715265 | PA      | $7931867.58    | 0.06%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   25395836 | PA      | $22058763.93   | 0.16%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   65399741 | PA      | $54430863.94   | 0.40%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EP46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6611270 | PA      | $6783841.28    | 0.05%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   30928665 | PA      | $30632294.45   | 0.23%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EQS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     671900 | PA      | $707641.29     | 0.01%             | 2053-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ES35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   22917302 | PA      | $22061194.08   | 0.16%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ES68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4040333 | PA      | $4143425.20    | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION BAFC_06-D                    | BAFC_06-D                                                               | CUSIP: 058933AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     521548 | PA      | $465173.99     | 0.00%             | 2036-05-20      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION BAFC_07-C                    | BAFC_07-C                                                               | CUSIP: 059522AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1126676 | PA      | $1038548.91    | 0.01%             | 2047-05-20      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                         | BANCO NACIONAL DE PANAMA                                                | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | NUSS              | PA        |     875000 | PA      | $754510.16     | 0.01%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                                                      | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    4000000 | PA      | $4149351.12    | 0.03%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-X2                    | AFFRM_24-X2                                                             | CUSIP: 00833QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6800000 | PA      | $6818745.56    | 0.05%             | 2029-12-17      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-X2                    | AFFRM_24-X2                                                             | CUSIP: 00833QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6300000 | PA      | $6328660.59    | 0.05%             | 2029-12-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-A                     | AFFRM_24-A                                                              | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1235000 | PA      | $1242001.09    | 0.01%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-A                     | AFFRM_24-A                                                              | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4690000 | PA      | $4716587.14    | 0.03%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-A                     | AFFRM_24-A                                                              | CUSIP: 00834BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $503844.85     | 0.00%             | 2029-02-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-A                     | AFFRM_24-A                                                              | CUSIP: 00834BAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $504300.50     | 0.00%             | 2029-02-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| AGL CLO 11 LTD AGL_21-11A                                        | AGL_21-11A                                                              | CUSIP: 00851TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12200000 | PA      | $12204489.60   | 0.09%             | 2034-04-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                            | AIR LEASE CORPORATION                                                   | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     465000 | PA      | $459240.05     | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                              | ANTARES HOLDINGS LP                                                     | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2068870.52    | 0.02%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                              | ANTARES HOLDINGS LP                                                     | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2033600.87    | 0.02%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                            | ANTERO RESOURCES CORP                                                   | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1510805.64    | 0.01%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | ELEVANCE HEALTH INC                                                     | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1219000 | PA      | $1240018.08    | 0.01%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | ELEVANCE HEALTH INC                                                     | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2131000 | PA      | $2146258.39    | 0.02%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                     | ANTERO MIDSTREAM PARTNERS/FIN                                           | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1385948.71    | 0.01%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                         | AON CORP / AON GLOBAL HOLDINGS PLC                                      | CUSIP: 03740LAC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    4495000 | PA      | $4025363.43    | 0.03%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                            | AON NORTH AMERICA INC                                                   | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     461000 | PA      | $467415.84     | 0.00%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                            | AON NORTH AMERICA INC                                                   | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     997000 | PA      | $1026126.66    | 0.01%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APA CORP (US)                                                    | APA CORP (US)                                                           | CUSIP: 03743QAS7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    5818000 | PA      | $5522596.33    | 0.04%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO APID_16-24                                            | APID_16-24A                                                             | CUSIP: 03759CAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2900000 | PA      | $2904387.70    | 0.02%             | 2030-10-20      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                             | APPALACHIAN POWER CO                                                    | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    6920000 | PA      | $7167340.37    | 0.05%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLEBEES FUNDING LLC / IHOP FUNDING LLC DIN_23-1                | DIN_23-1A                                                               | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2798023.64    | 0.02%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| APPLEBEES FUNDING LLC / IHOP FUNDING LLC DIN_25-1                | DIN_25-1A                                                               | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9265000 | PA      | $9297628.55    | 0.07%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                    | APPLOVIN CORP                                                           | CUSIP: 03831WAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1811000 | PA      | $1850396.93    | 0.01%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                    | APPLOVIN CORP                                                           | CUSIP: 03831WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1517185.38    | 0.01%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST AQFIT_20-AA                                   | AQFIT_20-AA                                                             | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     185838 | PA      | $179336.19     | 0.00%             | 2046-07-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST AQFIT_21-A                                    | AQFIT_21-A                                                              | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     817790 | PA      | $758846.10     | 0.01%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD ARCLO_21-FL4     | ARCLO_21-FL4                                                            | CUSIP: 03880RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250000 | PA      | $3249390.30    | 0.02%             | 2036-11-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST AMMST_21-MF2         | AMMST_21-MF2                                                            | CUSIP: 03881VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18000000 | PA      | $15985521.00   | 0.12%             | 2054-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-2 PASS THROUGH TRUSTS                     | AMERICAN AIRLINES 16-2 AA PTT                                           | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     378161 | PA      | $363963.12     | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 PASS THROUGH TRUSTS                     | AMERICAN AIRLINES 2017-2 AA PTT                                         | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1050976 | PA      | $1004845.92    | 0.01%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                         | ARCH CAPITAL FINANCE LLC                                                | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     970000 | PA      | $876764.15     | 0.01%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ARCHES BUYER INC                                                        | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     745000 | PA      | $724487.30     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-1 PASS THROUGH TRUSTS                     | AMERICAN AIRLINES 2016-1 CLASS AA                                       | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     326003 | PA      | $317837.87     | 0.00%             | 2029-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-2 PASS THROUGH TRUSTS                     | AMERICAN AIRLINES 2015-2 CLASS AA                                       | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      55641 | PA      | $54404.07      | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | ANCESTRY.COM INC TLB 3.25                                               | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |     251511 | PA      | $251727.47     | 0.00%             | 2027-12-06      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                       | ARCOSA INC                                                              | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1048456.75    | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                                             | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     546000 | PA      | $580822.21     | 0.00%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                                             | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     546000 | PA      | $571182.04     | 0.00%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4210000 | PA      | $4309329.69    | 0.03%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     564000 | PA      | $573875.31     | 0.00%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_24-1              | AMCAR_24-1                                                              | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3165000 | PA      | $3196898.14    | 0.02%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                         | AMERICAN ASSETS TRUST LP                                                | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    3115000 | PA      | $2811439.43    | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION                                              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     555000 | PA      | $503448.35     | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION                                              | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     477000 | PA      | $419862.23     | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | AMERICAN AXLE & MANUFACTURING INC                                       | CUSIP: 02406PAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $601625.10     | 0.00%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_25-2           | ACAR_25-2                                                               | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2280000 | PA      | $2295358.54    | 0.02%             | 2031-03-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_23-4           | ACAR_23-4                                                               | CUSIP: 02530CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     129137 | PA      | $129201.43     | 0.00%             | 2028-02-14      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-2              | AMCAR_23-2                                                              | CUSIP: 03065UAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4505000 | PA      | $4593868.78    | 0.03%             | 2029-07-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-3              | AMCAR_21-3                                                              | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2800307 | PA      | $2765268.71    | 0.02%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_22-1              | AMCAR_22-1                                                              | CUSIP: 03066TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     821191 | PA      | $819566.89     | 0.01%             | 2027-04-19      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1              | AMCAR_23-1                                                              | CUSIP: 03067BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3130000 | PA      | $3160565.39    | 0.02%             | 2028-03-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMEDIATE LLC                                 | AMERITEX HOLDCO INTERMEDIATE LLC                                        | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     745000 | PA      | $769211.81     | 0.01%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                      | CENCORA INC                                                             | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     810000 | PA      | $819035.10     | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP                                             | AMERIGAS PARTNERS LP                                                    | CUSIP: 030981AM6<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |    1033000 | PA      | $1066139.54    | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP                                             | AMERIGAS PARTNERS LP/AMERIGAS FINA                                      | CUSIP: 030981AP9<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |     709000 | PA      | $742342.17     | 0.01%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                                                               | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     345000 | PA      | $268280.55     | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OSMOSIS BUYER LTD                                                | OSMOSIS BUYER LIMITED TLB 3.00                                          | CUSIP: 00132UAP9<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     251520 | PA      | $251532.92     | 0.00%             | 2028-07-31      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                        | AIG GLOBAL FUNDING                                                      | CUSIP: 00138CAN8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    2990000 | PA      | $2982513.58    | 0.02%             | 2025-09-22      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                        | COREBRIDGE GLOBAL FUNDING                                               | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    3815000 | PA      | $3928346.74    | 0.03%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                                                               | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2931000 | PA      | $2830519.80    | 0.02%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                                                               | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     217000 | PA      | $207926.62     | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN MONEY MANAGEMENT CORPORATION AMMC_24-30                 | AMMC_24-30A                                                             | CUSIP: 03165UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5250000 | PA      | $5264080.50    | 0.04%             | 2037-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN MONEY MANAGEMENT CORPORATION AMMC_25-31                 | AMMC_25-31A                                                             | CUSIP: 03166GAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3270000 | PA      | $3280140.27    | 0.02%             | 2038-02-20      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE                                                   | AMN HEALTHCARE INC                                                      | CUSIP: 00175PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3220551.30    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN MONEY MANAGEMENT CORPORATION AMMC_22-25                 | AMMC_22-25A                                                             | CUSIP: 00177GAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    8670000 | PA      | $8682510.81    | 0.06%             | 2035-04-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN MONEY MANAGEMENT CORPORATION AMMC_24-28                 | AMMC_24-28A                                                             | CUSIP: 03166HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    4670000 | PA      | $4689203.04    | 0.03%             | 2037-07-20      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                    | AMPHENOL CORPORATION                                                    | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    5110000 | PA      | $5159542.70    | 0.04%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_20-5A                                | BCC_20-5A                                                               | CUSIP: 05683FBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    7160000 | PA      | $7159928.40    | 0.05%             | 2034-04-20      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN MONEY MANAGEMENT CORPORATION AMMC_23-26                 | AMMC_23-26                                                              | CUSIP: 00177RAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2201790.80    | 0.02%             | 2036-04-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL LTD (LONDON BRANCH)                         | ANZ NEW ZEALAND INTL LTD/LONDON                                         | CUSIP: 00182EBU2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    4595000 | PA      | $4758065.11    | 0.04%             | 2028-08-14      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD ARES_24-2                                           | ARES_24-2A                                                              | CUSIP: 00190YBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   12110000 | PA      | $12110072.66   | 0.09%             | 2034-10-28      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| AREIT CRE TRUST AREIT_24-CRE9                                    | AREIT_24-CRE9                                                           | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1720832 | PA      | $1724058.60    | 0.01%             | 2041-05-17      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| AMSTED IND INC                                                   | AMSTED INDUSTRIES INCORPORATED                                          | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1627854.72    | 0.01%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                 | AMWINS GROUP INC TLB 2.25                                               | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     410162 | PA      | $409838.31     | 0.00%             | 2032-01-30      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4611000 | PA      | $4581747.73    | 0.03%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                                             | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     455000 | PA      | $469264.57     | 0.00%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| AREIT CRE TRUST AREIT_25-CRE10                                   | AREIT_25-CRE10                                                          | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5000005.00    | 0.04%             | 2029-12-17      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                                | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      98000 | PA      | $93617.73      | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                                             | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2563000 | PA      | $2556287.02    | 0.02%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10992000 | PA      | $10821286.77   | 0.08%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   12585000 | PA      | $11358565.34   | 0.08%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10475000 | PA      | $9276086.22    | 0.07%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                               | ANALOG DEVICES INC                                                      | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    5315000 | PA      | $5355650.81    | 0.04%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD ANCHC_                                 | ANCHC_16-8A                                                             | CUSIP: 03329KAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   11500000 | PA      | $11502081.50   | 0.09%             | 2034-10-27      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC                                      | CUSIP: 035240AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     532000 | PA      | $500227.08     | 0.00%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                   | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2930000 | PA      | $2864691.98    | 0.02%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3320000 | PA      | $3240184.96    | 0.02%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2135000 | PA      | $2088405.89    | 0.02%             | N/A             | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                           | GOLDMAN SACHS BANK USA                                                  | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    1012000 | PA      | $1016563.71    | 0.01%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                           | GOLDMAN SACHS BANK USA                                                  | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    4680000 | PA      | $4714126.71    | 0.03%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC INC.                                           | GOLUB CAPITAL BDC INC                                                   | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4014099.29    | 0.03%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC INC.                                           | GOLUB CAPITAL BDC INC                                                   | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     310000 | PA      | $317333.15     | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                                | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     319000 | PA      | $306899.13     | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                                | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7580000 | PA      | $6563287.14    | 0.05%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                                | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    4480000 | PA      | $2978187.85    | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                                | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1706000 | PA      | $1127616.67    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                                | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     350000 | PA      | $240763.60     | 0.00%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                                                | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     957000 | PA      | $962676.87     | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                   | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     320000 | PA      | $302192.35     | 0.00%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                   | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1402439.94    | 0.01%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ARIZONA BILTMORE TRUST ARZ_24-BILT                               | ARZ_24-BILT                                                             | CUSIP: 00218TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1540962.90    | 0.01%             | 2029-06-11      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                        | AMERICAN AIRLINES/AADVANTAGE                                            | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1050000 | PA      | $1056109.83    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     562000 | PA      | $557651.57     | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INC                                | AMERICAN TRANSMISSION SYSTEMS INC                                       | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2648000 | PA      | $2355094.64    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                    | TOPBUILD CORP                                                           | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $954651.23     | 0.01%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                    | B&G FOODS INC                                                           | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1769091.03    | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                        | TORONTO-DOMINION BANK/THE                                               | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1158000 | PA      | $1203086.31    | 0.01%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                        | TORONTO-DOMINION BANK/THE                                               | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   10565000 | PA      | $10689887.97   | 0.08%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_24-2                             | GCAR_24-2A                                                              | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3445000 | PA      | $3478493.32    | 0.03%             | 2028-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_24-3                             | GCAR_24-3A                                                              | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1850000 | PA      | $1863266.35    | 0.01%             | 2029-01-16      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| TOTAL PLAY TELECOMUNICACIONES SAPI DE CV                         | TOTAL PLAY TELECOMUNICACIONES SAPI                                      | CUSIP: 89157PAD0<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |    1841500 | PA      | $1797768.96    | 0.01%             | 2032-12-31      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                         | TOTALENERGIES CAPITAL SA                                                | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     222000 | PA      | $212487.10     | 0.00%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_24-CES6                           | TPMT_24-CES6                                                            | CUSIP: 891947AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12723352 | PA      | $12836999.69   | 0.10%             | 2064-11-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| TOYOTA MTR CORP                                                  | TOYOTA MOTOR CORPORATION                                                | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    1942000 | PA      | $1961218.96    | 0.01%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-1           | AASET_25-1                                                              | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1603499 | PA      | $1643797.46    | 0.01%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1193000 | PA      | $1155565.97    | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                | TRACTOR SUPPLY COMPANY                                                  | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    3885000 | PA      | $3405691.52    | 0.03%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                         | TOYOTA MOTOR CREDIT CORP                                                | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     609000 | PA      | $644861.04     | 0.00%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                         | TOYOTA MOTOR CREDIT CORP                                                | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     839000 | PA      | $851693.97     | 0.01%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                         | TOYOTA MOTOR CREDIT CORP                                                | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1216000 | PA      | $1224851.21    | 0.01%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_17-2A                                | BCC_17-2A                                                               | CUSIP: 05683HBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7033089.00    | 0.05%             | 2037-07-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY FINANCE INC                               | BAIN CAPITAL SPECIALTY FINANCE INC                                      | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    2935000 | PA      | $2860790.73    | 0.02%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY FINANCE INC                               | BAIN CAPITAL SPECIALTY FINANCE INC                                      | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1034046.61    | 0.01%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOJANGLES ISSUER LLC BOJA_24-1                                   | BOJA_24-1A                                                              | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $718321.94     | 0.01%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OPERATIONS USA INC                             | GRIFOLS USA INC TLB 2.0                                                 | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     612116 | PA      | $610714.21     | 0.00%             | 2027-11-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST GCAR_25-2                      | GCAR_25-2                                                               | CUSIP: 37989BAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1355000 | PA      | $1374847.63    | 0.01%             | 2031-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-3                      | GSAR_24-3A                                                              | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2016923 | PA      | $2038216.69    | 0.02%             | 2029-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-2                      | GSAR_24-2A                                                              | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     565386 | PA      | $571903.45     | 0.00%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-4    | GMCAR_23-4                                                              | CUSIP: 379930AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2881534.60    | 0.02%             | 2029-04-16      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_25-3                 | GMALT_25-3                                                              | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3550000 | PA      | $3561259.89    | 0.03%             | 2028-08-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| GOAL CAPITAL FUNDING TRUST GOAL_06-1                             | GOAL_06-1                                                               | CUSIP: 38021BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     291375 | PA      | $276949.38     | 0.00%             | 2042-08-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                    | B&G FOODS INC                                                           | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1696681.16    | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC                                                         | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     690000 | PA      | $665733.46     | 0.00%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                  | GOAT HOLDCO LLC                                                         | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     695000 | PA      | $707604.49     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD GLM_20-8                   | GLM_20-8A                                                               | CUSIP: 38136NAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   10550000 | PA      | $10564031.50   | 0.08%             | 2034-10-20      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC                                                         | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    1428000 | PA      | $1472702.44    | 0.01%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                                                  | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1905000 | PA      | $1882658.64    | 0.01%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                                                 | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     415000 | PA      | $373051.10     | 0.00%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_13-H14                                                             | CUSIP: 38375B3N0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     118763 | PA      | $118709.61     | 0.00%             | 2063-06-20      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_13-H17                                                             | CUSIP: 38375B3Y6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      19254 | PA      | $19271.40      | 0.00%             | 2063-07-20      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-H19             | GNMA_13-H19                                                             | CUSIP: 38375B5N8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     119514 | PA      | $119694.78     | 0.00%             | 2063-08-20      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST HGVT_22-2A                          | HGVT_22-2A                                                              | CUSIP: 43283GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     106734 | PA      | $107604.88     | 0.00%             | 2037-01-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON WORLDWIDE FIN TLB4 2.0                                           | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    2082792 | PA      | $2085312.12    | 0.02%             | 2030-11-08      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H18                                                      | GNMA_13-H18                                                             | CUSIP: 38375B7F3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       9760 | PA      | $9759.86       | 0.00%             | 2063-07-20      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-H17             | GNMA_10-H17                                                             | CUSIP: 38375BEL2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       1399 | PA      | $1400.94       | 0.00%             | 2060-07-20      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-H26             | GNMA_10-H26                                                             | CUSIP: 38375BGS5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      11725 | PA      | $11719.22      | 0.00%             | 2058-08-20      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H02                                                      | GNMA_13-H02                                                             | CUSIP: 38375BH21<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      35838 | PA      | $35762.95      | 0.00%             | 2062-12-20      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| HOMES TRUST HOMES_25-NQM1                                        | HOMES_25-NQM1                                                           | CUSIP: 43761DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7929357 | PA      | $7972376.60    | 0.06%             | 2070-01-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                               | HONDA MOTOR CO LTD                                                      | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    8767000 | PA      | $8849457.03    | 0.07%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_13-H05            | GNMA_13-H05                                                             | CUSIP: 38375BL75<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       1916 | PA      | $1896.72       | 0.00%             | 2062-02-20      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H08                                                      | GNMA_13-H08                                                             | CUSIP: 38375BN32<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      23774 | PA      | $23715.85      | 0.00%             | 2063-03-20      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     680000 | PA      | $608852.57     | 0.00%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $999061.79     | 0.01%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                         | AES CORPORATION (THE)                                                   | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     864000 | PA      | $884485.34     | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H08                                                      | GNMA_13-H08                                                             | CUSIP: 38375BN99<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     305337 | PA      | $304007.77     | 0.00%             | 2063-03-20      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H20             | GNMA_12-H20                                                             | CUSIP: 38375BVQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      18002 | PA      | $18024.87      | 0.00%             | 2062-09-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                         | AES CORPORATION (THE)                                                   | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    1363000 | PA      | $1403537.37    | 0.01%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     687000 | PA      | $678158.89     | 0.01%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H21             | GNMA_12-H21                                                             | CUSIP: 38375BWA6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |         98 | PA      | $98.55         | 0.00%             | 2061-05-20      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H21             | GNMA_12-H21                                                             | CUSIP: 38375BWC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |         88 | PA      | $87.71         | 0.00%             | 2061-05-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                   | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    3128000 | PA      | $3145944.10    | 0.02%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                   | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2402000 | PA      | $2457742.77    | 0.02%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     424000 | PA      | $408649.67     | 0.00%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     923000 | PA      | $812035.91     | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                               | HONDA MOTOR CO LTD                                                      | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    3189000 | PA      | $3205914.78    | 0.02%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                      | HONEYWELL INTERNATIONAL INC                                             | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     453000 | PA      | $456011.34     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H25             | GNMA_12-H25                                                             | CUSIP: 38375BXY3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      28125 | PA      | $27579.97      | 0.00%             | 2061-12-20      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| GNMA_14-H05                                                      | GNMA_14-H05                                                             | CUSIP: 38375UDR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1363802 | PA      | $42891.58      | 0.00%             | 2064-02-20      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                                                  | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1552114.83    | 0.01%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                                                  | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     348000 | PA      | $260992.13     | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_14-H14                                                             | CUSIP: 38375ULS7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2401215 | PA      | $59919.92      | 0.00%             | 2064-06-20      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_14-H20                                                             | CUSIP: 38375UQW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     157929 | PA      | $10371.22      | 0.00%             | 2064-10-20      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4329000 | PA      | $4223700.09    | 0.03%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $908382.54     | 0.01%             | 2042-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-38              | GNMA_11-38                                                              | CUSIP: 38376GL32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     686875 | PA      | $4725.98       | 0.00%             | 2053-04-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-104             | GNMA_09-104                                                             | CUSIP: 38376JJZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1047715 | PA      | $1070256.35    | 0.01%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                      | HONEYWELL INTERNATIONAL INC                                             | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    1527000 | PA      | $1550294.63    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                         | HOST HOTELS & RESORTS LP                                                | CUSIP: 44107TAW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     520000 | PA      | $519431.09     | 0.00%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1564000 | PA      | $1614731.71    | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     620000 | PA      | $630002.49     | 0.00%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-52              | GNMA_21-52                                                              | CUSIP: 38380RJ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10039764 | PA      | $516808.90     | 0.00%             | 2063-04-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-33              | GNMA_21-33                                                              | CUSIP: 38380RVE7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7519804 | PA      | $481112.54     | 0.00%             | 2062-10-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                                              | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1081000 | PA      | $1067744.09    | 0.01%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                            | ACCENTURE CAPITAL INC                                                   | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    1994000 | PA      | $1986143.64    | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-1               | GNMA_18-1                                                               | CUSIP: 38380UE82<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4647507 | PA      | $3754717.37    | 0.03%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-53              | GNMA_18-53                                                              | CUSIP: 38380V6D8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     597841 | PA      | $581305.53     | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP. ACE_06-OP1                                  | ACE_06-OP1                                                              | CUSIP: 00442PAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6241070 | PA      | $5737996.09    | 0.04%             | 2036-04-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                     | ACRISURE LLC                                                            | CUSIP: 00489LAL7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     970000 | PA      | $1006506.64    | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-H04             | GNMA_18-H04                                                             | CUSIP: 38380VPL9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     745707 | PA      | $743946.03     | 0.01%             | 2068-03-20      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-115             | GNMA_18-115                                                             | CUSIP: 38380XR74<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1233946 | PA      | $1109329.77    | 0.01%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147             | GNMA_18-147                                                             | CUSIP: 38381AFV3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4076733 | PA      | $3892986.80    | 0.03%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA_19-6                                                        | GNMA_19-6                                                               | CUSIP: 38381BH98<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6241338 | PA      | $618623.32     | 0.00%             | 2049-01-20      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| GNMA_19-13                                                       | GNMA_19-13                                                              | CUSIP: 38381BPA6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7422326 | PA      | $911008.82     | 0.01%             | 2049-01-20      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-163             | GNMA_21-163                                                             | CUSIP: 38381D2H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10801058 | PA      | $595747.49     | 0.00%             | 2064-03-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-145             | GNMA_21-145                                                             | CUSIP: 38381DK58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2437519 | PA      | $121108.37     | 0.00%             | 2061-07-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-151             | GNMA_21-151                                                             | CUSIP: 38381DM23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10043526 | PA      | $631241.61     | 0.00%             | 2063-04-16      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                         | ISRAEL ELECTRIC CORP LTD                                                | CUSIP: 006000244<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    2200000 | PA      | $2163363.53    | 0.02%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                  | ADAPTHEALTH LLC                                                         | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1465086.03    | 0.01%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                  | ADAPTHEALTH LLC                                                         | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     925000 | PA      | $875762.66     | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                        | ADOBE INC                                                               | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1717337.48    | 0.01%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-106             | GNMA_21-106                                                             | CUSIP: 38381DMB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9111834 | PA      | $598929.05     | 0.00%             | 2063-04-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-133             | GNMA_21-133                                                             | CUSIP: 38381DXB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11512429 | PA      | $767426.60     | 0.01%             | 2063-07-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC                                     | ARDAGH PACKAGING FIN PLC/HLDGS USA                                      | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | IE        |     500000 | PA      | $480604.37     | 0.00%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC                                     | ARDAGH PACKAGING FIN PLC/HLDGS USA                                      | CUSIP: 03969AAP5<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | IE        |     325000 | PA      | $141693.19     | 0.00%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-132             | GNMA_21-132                                                             | CUSIP: 38381DZE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11574046 | PA      | $787683.25     | 0.01%             | 2063-04-16      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-17              | GNMA_22-17                                                              | CUSIP: 38381EVR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6044255 | PA      | $335132.21     | 0.00%             | 2064-06-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                         | TOYOTA MOTOR CREDIT CORP                                                | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     707000 | PA      | $730951.04     | 0.01%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                         | TOYOTA MOTOR CREDIT CORP                                                | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1691000 | PA      | $1730200.45    | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                                                  | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1395000 | PA      | $1490824.18    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | ECOPETROL SA                                                            | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     750000 | PA      | $762529.13     | 0.01%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC                                     | ARDAGH PACKAGING FIN PLC/HLDGS USA                                      | CUSIP: 03969AAR1<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | IE        |    3000000 | PA      | $1320061.21    | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARES COMMERCIAL MORTGAGE TRUST ARES1_25-IND3                     | ARES1_25-IND3                                                           | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3530000 | PA      | $3533309.38    | 0.03%             | 2027-04-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-43              | GNMA_22-43                                                              | CUSIP: 38381EWF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12428104 | PA      | $655072.95     | 0.00%             | 2061-09-16      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-92              | GNMA_22-92                                                              | CUSIP: 38381HET4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10758146 | PA      | $596034.63     | 0.00%             | 2064-02-16      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PRIVATE CREDIT FUND                                | GOLUB CAPITAL PRIVATE CREDIT FUND                                       | CUSIP: 38179RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     875000 | PA      | $878319.98     | 0.01%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOOD_21-3CS                                                      | GOOD_21-3CS                                                             | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2360098 | PA      | $1883706.20    | 0.01%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ARES COMMERCIAL MORTGAGE TRUST ARES1_25-IND3                     | ARES1_25-IND3                                                           | CUSIP: 039955AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2999999.70    | 0.02%             | 2027-04-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| ARDN_25-ARCP-A                                                   | ARDN_25-ARCP                                                            | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4993514.00    | 0.04%             | 2035-06-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                   | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2752256.46    | 0.02%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                   | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    6505000 | PA      | $6586648.98    | 0.05%             | 2028-05-09      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-67              | GNMA_09-67                                                              | CUSIP: 38373AZP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1416129 | PA      | $1431084.61    | 0.01%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA_03-72                                                       | GNMA_03-72                                                              | CUSIP: 38374BQR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     142434 | PA      | $142092.43     | 0.00%             | 2045-11-16      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| GNMA_19-30                                                       | GNMA_19-30                                                              | CUSIP: 38381R6Q7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12158562 | PA      | $1307329.88    | 0.01%             | 2049-03-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                | HEALTHPEAK OP LLC DD .85                                                | CUSIP: 42250UAD4<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              | CORP              | US        |    1111954 | PA      | $1098054.13    | 0.01%             | 2027-02-22      | Variable      | 5.26%                 | No            |                  3 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   13020000 | PA      | $12306041.37   | 0.09%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| CITICORP MORTGAGE SECURITIES CMS                                 | CMSI_07-8                                                               | CUSIP: 17312DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     167829 | PA      | $172622.02     | 0.00%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | CGCMT_15-GC31                                                           | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     331192 | PA      | $325300.14     | 0.00%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | CGCMT_15-GC35                                                           | CUSIP: 17324KAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4218018 | PA      | $4194727.62    | 0.03%             | 2048-11-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                         | HOST HOTELS & RESORTS LP                                                | CUSIP: 44107TBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     802000 | PA      | $798402.30     | 0.01%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                         | HOST HOTELS & RESORTS LP                                                | CUSIP: 44107TBD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5215000 | PA      | $5358804.55    | 0.04%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                | HEALTHPEAK OP LLC DD .85                                                | CUSIP: 42250UAE2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              | CORP              | US        |    1111954 | PA      | $1098054.13    | 0.01%             | 2027-08-20      | Variable      | 5.26%                 | No            |                  3 | On Loan: No      |
| HEALTHPEAK OP LLC                                                | HEALTHPEAK OP LLC DD .85                                                | CUSIP: 42250UAF9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              | CORP              | US        |    2244162 | PA      | $2188058.05    | 0.02%             | 2029-03-01      | Variable      | 5.29%                 | No            |                  3 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC                                    | FIRST CITIZENS BANCSHARES INC                                           | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     274000 | PA      | $275587.74     | 0.00%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ASSET BA                                 | FFML_06-FF18                                                            | CUSIP: 32029AAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1028104 | PA      | $939744.15     | 0.01%             | 2037-12-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ASSET BACKED CERTIFICATES FFML_07-FF2    | FFML_07-FF2                                                             | CUSIP: 32029GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2970909 | PA      | $1393586.05    | 0.01%             | 2037-03-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MORTGAGE PASS-THROUGH TRUST FHASI_07-AR1           | FHASI_07-AR1                                                            | CUSIP: 32053EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     197239 | PA      | $78058.94      | 0.00%             | 2037-05-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| HECLA MIN CO                                                     | HECLA MINING COMPANY                                                    | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     374000 | PA      | $378741.01     | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                       | HEICO CORP                                                              | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    1436000 | PA      | $1475543.76    | 0.01%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                     | HELIOS SOFTWARE HOLDINGS/ION CORP                                       | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |     546000 | PA      | $560868.72     | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HELMERICH AND PAYNE INC                                          | HELMERICH AND PAYNE INC                                                 | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    4120000 | PA      | $3965996.33    | 0.03%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | HERC HOLDINGS ESCROW INC                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1196821.66    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | HERC HOLDINGS ESCROW INC                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     525000 | PA      | $550565.78     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                             | HERCULES CAPITAL INC                                                    | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    3675000 | PA      | $3590048.78    | 0.03%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                             | HERCULES CAPITAL INC                                                    | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     805000 | PA      | $816934.09     | 0.01%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC                                                        | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1032142.15    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                | CISCO SYSTEMS INC                                                       | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1062000 | PA      | $1099154.69    | 0.01%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                     | HUDSON PACIFIC PROPERTIES LP                                            | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    3463000 | PA      | $3312798.06    | 0.02%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                     | HUDSON PACIFIC PROPERTIES LP                                            | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     590000 | PA      | $499725.76     | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | ECOPETROL SA                                                            | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     212000 | PA      | $185907.79     | 0.00%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | ECOPETROL SA                                                            | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    4080000 | PA      | $4419899.52    | 0.03%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | ELEVANCE HEALTH INC                                                     | CUSIP: 28622HAA9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     489000 | PA      | $489109.48     | 0.00%             | 2026-02-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO LTD AWPT_13-1A                                     | AWPT_13-1A                                                              | CUSIP: 28623FAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5100000 | PA      | $5100000.00    | 0.04%             | 2038-07-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY THE                                              | HERSHEY COMPANY THE                                                     | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    2189000 | PA      | $2250081.40    | 0.02%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                       | HERTZ_22-2A                                                             | CUSIP: 42806MAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3830000 | PA      | $3704950.12    | 0.03%             | 2028-06-26      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| TRALEE CDO LTD TRAL_21-7A                                        | TRAL_21-7A                                                              | CUSIP: 89288CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    9250000 | PA      | $9255966.25    | 0.07%             | 2034-04-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                        | TRANSCANADA PIPELINES LIMITED                                           | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     185000 | PA      | $191588.06     | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                        | TRANSCANADA PIPELINES LTD                                               | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1332000 | PA      | $1353844.53    | 0.01%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                       | TRANSCONTINENTAL GAS PIPE LINE CO                                       | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4875000 | PA      | $4100652.84    | 0.03%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                     | HUDSON PACIFIC PROPERTIES LP                                            | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      55000 | PA      | $53835.50      | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS HY_19-30HY                                          | HY_19-30HY                                                              | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2160000 | PA      | $2055549.10    | 0.02%             | 2039-07-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-3                       | HERTZ_23-3A                                                             | CUSIP: 42806MCA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4660000 | PA      | $4738127.23    | 0.04%             | 2028-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                           | HERTZ_24-1A                                                             | CUSIP: 42806MCK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3815000 | PA      | $3882359.17    | 0.03%             | 2029-01-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                        | HESS CORPORATION                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    1562000 | PA      | $1565893.28    | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                    | HEWLETT PACKARD ENTERPRISE CO                                           | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    1536000 | PA      | $1547646.23    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HUDSONS BAY SIMON JV TRUST HBCT_15-HB7                           | HBCT_15-HB7                                                             | CUSIP: 44422PAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     362236 | PA      | $361888.89     | 0.00%             | 2034-08-05      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| HUDSONS BAY SIMON JV TRUST HBCT_                                 | HBCT_15-HB10                                                            | CUSIP: 44422PBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1820000 | PA      | $1817780.51    | 0.01%             | 2034-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                       | TRANSCONTINENTAL GAS PIPE LINE CO                                       | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     447000 | PA      | $425434.29     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                                                           | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     775000 | PA      | $800152.16     | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                    | HEWLETT PACKARD ENTERPRISE CO                                           | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    2514000 | PA      | $2317588.61    | 0.02%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN                                         | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1124048.94    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                            | BANQUE FEDERATIVE DU CREDIT MUTUEL                                      | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    1431000 | PA      | $1443768.36    | 0.01%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                            | BANQUE FEDERATIVE DU CREDIT MUTUEL                                      | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    1732000 | PA      | $1734100.16    | 0.01%             | 2026-01-26      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN                                         | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2252612.05    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN                                         | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1039776.75    | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC TLJ 2.5                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     513605 | PA      | $513928.82     | 0.00%             | 2031-02-28      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                   | TRANSOCEAN INC                                                          | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     266250 | PA      | $281789.90     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                   | TRANSOCEAN INC                                                          | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     645000 | PA      | $623892.05     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-3                | TMIR_21-3                                                               | CUSIP: 89600HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     237722 | PA      | $238368.91     | 0.00%             | 2034-02-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                            | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     325000 | PA      | $381612.98     | 0.00%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                            | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     594000 | PA      | $650513.09     | 0.00%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                                 | UFC HOLDINGS LLC TLB4 2.25                                              | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     272614 | PA      | $273254.28     | 0.00%             | 2031-11-21      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-C10                       | UBSCM_18-C10                                                            | CUSIP: 90276FAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4698987 | PA      | $4650706.15    | 0.03%             | 2051-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US FOODS INC                                                            | CUSIP: 90290MAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $708204.21     | 0.01%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US BANCORP                                                              | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2973188.47    | 0.02%             | N/A             | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_23-10                             | JPMMT_23-10                                                             | CUSIP: 465986AR8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     972951 | PA      | $975824.36     | 0.01%             | 2054-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_23-6                              | JPMMT_23-6                                                              | CUSIP: 465989AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     910367 | PA      | $923382.66     | 0.01%             | 2053-12-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO LTD AWPT_25-18                                     | AWPT_25-18A                                                             | CUSIP: 28623JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10015970.00   | 0.07%             | 2038-03-28      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO LTD AWPT_21-12                                     | AWPT_21-12A                                                             | CUSIP: 28623MAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30000000 | PA      | $30072030.00   | 0.22%             | 2037-04-20      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| US BANK NATIONAL ASSOCIATION                                     | US BANK NA                                                              | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    6815000 | PA      | $6833106.53    | 0.05%             | 2027-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                                                   | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     669000 | PA      | $669597.03     | 0.00%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HENDR_13-3A                                                      | HENDR_13-3A                                                             | CUSIP: 46617LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1161655 | PA      | $1098711.29    | 0.01%             | 2073-01-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| HENDR_14-2A                                                      | HENDR_14-2A                                                             | CUSIP: 46618AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1441541 | PA      | $1290560.56    | 0.01%             | 2073-01-17      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                                                   | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     877000 | PA      | $879616.66     | 0.01%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                                                   | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    3560000 | PA      | $3518009.05    | 0.03%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPALT_07-S1                                                      | JPALT_07-S1                                                             | CUSIP: 466275AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1747954 | PA      | $1680151.44    | 0.01%             | 2047-04-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_21-MH | JPMCC_21-MHC                                                            | CUSIP: 466330AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1700000 | PA      | $1700531.25    | 0.01%             | 2038-04-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                                                   | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2116000 | PA      | $1981498.99    | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| USCAR_25-1A-A3-MTGE                                              | USCAR_25-1A                                                             | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     670000 | PA      | $676717.55     | 0.01%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_1                                 | JPMMT_15-3                                                              | CUSIP: 46644MAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     306514 | PA      | $288292.63     | 0.00%             | 2045-05-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURI                                 | JPMBB_15-C30                                                            | CUSIP: 46644UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     189583 | PA      | $189031.86     | 0.00%             | 2048-07-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (REPUBLIC OF)                                                   | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     293248 | PA      | $189750.76     | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (REPUBLIC OF)                                                   | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     513185 | PA      | $276403.99     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_18-WP | JPMCC_18-WPT                                                            | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13000000 | PA      | $12350000.00   | 0.09%             | 2033-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURI                                 | JPMDB_16-C4                                                             | CUSIP: 46646RAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5094949 | PA      | $4969687.25    | 0.04%             | 2049-12-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                                                   | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    3295000 | PA      | $3281414.96    | 0.02%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL                                               | ATLAS LUXCO 4 SARL/ALLIED UNIV                                          | CUSIP: 049362AA4<br>LEI: 549300ONXPZT3KQZDR65 | Long             | DBT              | CORP              | LU        |    1910000 | PA      | $1866994.67    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                | CISCO SYSTEMS INC                                                       | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1194000 | PA      | $1145297.64    | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                | CISCO SYSTEMS INC                                                       | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1691000 | PA      | $1745554.08    | 0.01%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $1968547.24    | 0.01%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10345000 | PA      | $10189587.93   | 0.08%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (REPUBLIC OF)                                                   | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     586497 | PA      | $310811.38     | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (REPUBLIC OF)                                                   | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      73312 | PA      | $38616.33      | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (REPUBLIC OF)                                                   | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      80093 | PA      | $40459.51      | 0.00%             | 2030-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (REPUBLIC OF)                                                   | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     299297 | PA      | $118246.45     | 0.00%             | 2034-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1404000 | PA      | $1414523.78    | 0.01%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2352000 | PA      | $2216049.64    | 0.02%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (REPUBLIC OF)                                                   | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     252927 | PA      | $130946.10     | 0.00%             | 2035-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | UNION PACIFIC CORPORATION                                               | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     151000 | PA      | $101078.82     | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      52000 | PA      | $34732.59      | 0.00%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6990000 | PA      | $6891116.94    | 0.05%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                           | ADVANCE AUTO PARTS INC                                                  | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1086228.96    | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                       | AERCAP IRELAND CAPITAL DAC                                              | CUSIP: 00774MAG0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    1889000 | PA      | $1888419.94    | 0.01%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | HUMANA INC                                                              | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     922000 | PA      | $949726.81     | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | HUMANA INC                                                              | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1791956.78    | 0.01%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     190000 | PA      | $167153.58     | 0.00%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12742000 | PA      | $12522422.32   | 0.09%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                       | AERCAP IRELAND CAP/AERCAP GLOBAL                                        | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     445000 | PA      | $435789.28     | 0.00%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                       | AERCAP IRELAND CAP/AERCAP GLOBAL                                        | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    5655000 | PA      | $5439333.30    | 0.04%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM ELFI_23-A                             | ELFI_23-A                                                               | CUSIP: 28628DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3480474 | PA      | $3638453.55    | 0.03%             | 2048-02-04      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 39 LTD ELM39_25-2A                                   | ELM39_25-2A                                                             | CUSIP: 289910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   19000000 | PA      | $19074176.00   | 0.14%             | 2038-04-17      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7675000 | PA      | $6941958.99    | 0.05%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2227000 | PA      | $2106106.95    | 0.02%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | UNION PACIFIC CORPORATION                                               | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      41000 | PA      | $27703.01      | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | UNION PACIFIC CORPORATION                                               | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      83000 | PA      | $74957.40      | 0.00%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 30 LTD ELM30_24-6A                                   | ELM30_24-6A                                                             | CUSIP: 29001JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   14000000 | PA      | $14043050.00   | 0.10%             | 2037-07-17      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ELM11_21-4A                                                      | ELM11_21-4A                                                             | CUSIP: 29002LAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3270000 | PA      | $3275532.84    | 0.02%             | 2038-01-20      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1633000 | PA      | $1586288.56    | 0.01%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $5126341.44    | 0.04%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND LTD ATCLO_23-21                           | ATCLO_23-21A                                                            | CUSIP: 04940QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |    7500000 | PA      | $7517827.50    | 0.06%             | 2035-07-20      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND LTD ATCLO_24-23A                          | ATCLO_24-23A                                                            | CUSIP: 04942HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25000000 | PA      | $25091025.00   | 0.19%             | 2037-07-20      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | UNION PACIFIC CORPORATION                                               | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     857000 | PA      | $872268.71     | 0.01%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST 2020-1                        | UNITED AIR 2020-1 A PTT                                                 | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     277320 | PA      | $283246.11     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                | CISCO SYSTEMS INC                                                       | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     400000 | PA      | $409408.04     | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                | CISCO SYSTEMS INC                                                       | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1233162.41    | 0.01%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                                 | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    2081000 | PA      | $2005917.20    | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE OF                                     | BRITISH COLUMBIA (PROVINCE OF)                                          | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    2000000 | PA      | $2419193.13    | 0.02%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                              | UNITED AIRLINES INC                                                     | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2766465.20    | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                              | UNITED AIRLINES INC                                                     | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     727000 | PA      | $716141.38     | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                              | UNITED AIR 2023-1 A PTT                                                 | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    4472663 | PA      | $4581708.72    | 0.03%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | UNITED MEXICAN STATES                                                   | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     250000 | PA      | $240907.79     | 0.00%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XFEM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14702996 | PA      | $12358751.88   | 0.09%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140XGTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3987808 | PA      | $3779000.24    | 0.03%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                                          | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1081000 | PA      | $951998.77     | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                                          | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     987000 | PA      | $942351.79     | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIT EDUCATION LOAN TRUST 2007-1                                  | CITEL_07-1                                                              | CUSIP: 17284LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     224465 | PA      | $200335.78     | 0.00%             | 2042-06-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC                           | CITADEL SECURITIES GLOBAL HOLDINGS                                      | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1267774.82    | 0.01%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2158217.76    | 0.02%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4120000 | PA      | $4045191.72    | 0.03%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                                          | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     470000 | PA      | $485985.14     | 0.00%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES) (GO                                      | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2117000 | PA      | $2227940.76    | 0.02%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO IX LTD ELMW9_21-2                                    | ELMW9_21-2A                                                             | CUSIP: 29003UAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6520000 | PA      | $6535576.28    | 0.05%             | 2038-04-20      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 40 LTD ELM40_25-3                                    | ELM40_25-3A                                                             | CUSIP: 29004FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   20000000 | PA      | $20029720.00   | 0.15%             | 2038-03-22      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     885000 | PA      | $905950.65     | 0.01%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1215387.76    | 0.01%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1096471.39    | 0.01%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     610000 | PA      | $644473.95     | 0.00%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | CGCMT_16-GC37                                                           | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2875000 | PA      | $2857085.59    | 0.02%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | CGCMT_16-C2                                                             | CUSIP: 17291CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2420000 | PA      | $2153733.45    | 0.02%             | 2049-08-10      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY LP                               | ATLAS WAREHOUSE LENDING CO LP                                           | CUSIP: 049463AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2244000 | PA      | $2286227.10    | 0.02%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY LP                               | ATLAS WAREHOUSE LENDING CO LP                                           | CUSIP: 049463AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2272581.26    | 0.02%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                     | EMBECTA CORP                                                            | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     900000 | PA      | $844867.50     | 0.01%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                | EMERALD DEBT MERGER SUB LLC                                             | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1756708.03    | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ATLAS SP TRUST ATLX_24-RPL1                                      | ATLX_24-RPL1                                                            | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3751956 | PA      | $3638575.54    | 0.03%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                    | AUTOMATIC DATA PROCESSING INC                                           | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    3976000 | PA      | $4062531.87    | 0.03%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES) (GO                                      | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     734000 | PA      | $767340.84     | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES) (GO                                      | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    6711000 | PA      | $6850736.94    | 0.05%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                                                          | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     559000 | PA      | $561611.92     | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                                                          | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     375000 | PA      | $391652.78     | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                                                          | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1020000 | PA      | $1075304.10    | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                                                          | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     475000 | PA      | $494427.23     | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                          | BOOZ ALLEN HAMILTON INC                                                 | CUSIP: 09951LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3187000 | PA      | $3118957.34    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                   | BORGWARNER INC                                                          | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     433000 | PA      | $440621.17     | 0.00%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                   | AUTONATION INC                                                          | CUSIP: 05329WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2465000 | PA      | $2462568.92    | 0.02%             | 2025-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST DRVPNK_25-1                             | DRVPNK_25-1A                                                            | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1614211.52    | 0.01%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                     | AUTOZONE INC                                                            | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     415000 | PA      | $411546.03     | 0.00%             | 2026-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                     | AUTOZONE INC                                                            | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1017161.73    | 0.01%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                               | BOSTON GAS COMPANY                                                      | CUSIP: 100743AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1472000 | PA      | $1442013.17    | 0.01%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                               | BOSTON GAS COMPANY                                                      | CUSIP: 100743AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     672000 | PA      | $705145.74     | 0.01%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                                          | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     332000 | PA      | $334133.64     | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                                          | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     195000 | PA      | $197091.03     | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                                          | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1003000 | PA      | $1023685.60    | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                   | BRASKEM NETHERLANDS FINANCE BV                                          | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     356000 | PA      | $277288.58     | 0.00%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   20207084 | PA      | $16108542.50   | 0.12%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XH5A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6385873 | PA      | $5344111.31    | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                   | BRASKEM NETHERLANDS FINANCE BV                                          | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     907000 | PA      | $639777.61     | 0.00%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                   | BRASKEM NETHERLANDS FINANCE BV                                          | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    5224000 | PA      | $3983034.34    | 0.03%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL (FEDERATIVE REPUBLIC OF)                                         | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     350000 | PA      | $352591.53     | 0.00%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL (FEDERATIVE REPUBLIC OF)                                         | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2675000 | PA      | $2694423.70    | 0.02%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL (FEDERATIVE REPUBLIC OF)                                         | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1175000 | PA      | $1142835.10    | 0.01%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL (FEDERATIVE REPUBLIC OF)                                         | CUSIP: 105756CK4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     500000 | PA      | $517403.14     | 0.00%             | 2032-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES) (GO                                      | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     978000 | PA      | $1001552.47    | 0.01%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                         | UNITED NATURAL FOODS TLB 4.75                                           | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |     442272 | PA      | $444116.20     | 0.00%             | 2031-05-01      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                               | ENACT HOLDINGS INC                                                      | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    5510000 | PA      | $5752018.12    | 0.04%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | ENBRIDGE INC                                                            | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     839000 | PA      | $837050.30     | 0.01%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XH5G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8705509 | PA      | $7569028.60    | 0.06%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4129696 | PA      | $3300897.14    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                     | AUTOZONE INC                                                            | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     437000 | PA      | $463803.65     | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC XCAP_23-1                              | XCAP_23-1A                                                              | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     430664 | PA      | $432629.12     | 0.00%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | CREDIT SUISSE GROUP AG                                                  | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2210000 | PA      | $2033921.11    | 0.02%             | 2032-05-14      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| UBS AG (STAMFORD BRANCH)                                         | UBS AG (STAMFORD BRANCH)                                                | CUSIP: 22550L2G5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | US        |     289000 | PA      | $281343.12     | 0.00%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UBS AG (STAMFORD BRANCH)                                         | UBS AG (STAMFORD BRANCH)                                                | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | US        |    2611000 | PA      | $2653850.89    | 0.02%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRESTLINE DENALI CLO XVII LLC DEN17_18-1A                        | DEN17_18-1A                                                             | CUSIP: 22616TAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2393117 | PA      | $2394084.02    | 0.02%             | 2031-10-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | ENBRIDGE INC                                                            | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    3925000 | PA      | $4445678.39    | 0.03%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                           | ENERGIZER HOLDINGS INC                                                  | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1039089.28    | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179RLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     801612 | PA      | $760949.92     | 0.01%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179RQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     520034 | PA      | $483407.01     | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                                                      | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      74000 | PA      | $71152.95      | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                                                      | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1002000 | PA      | $970473.11     | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                        | UNITED PARCEL SERVICE INC                                               | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    1147000 | PA      | $1160980.15    | 0.01%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                        | UNITED PARCEL SERVICE INC                                               | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     537000 | PA      | $543578.87     | 0.00%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3462913 | PA      | $3212983.67    | 0.02%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179S5K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     474208 | PA      | $425648.94     | 0.00%             | 2047-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4995000 | PA      | $4259017.97    | 0.03%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2225000 | PA      | $1697605.47    | 0.01%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80005000 | PA      | $58103631.25   | 0.43%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7360000 | PA      | $4541350.00    | 0.03%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6315000 | PA      | $2975943.75    | 0.02%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   77745000 | PA      | $40111560.94   | 0.30%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     588000 | PA      | $582325.54     | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     744000 | PA      | $701281.90     | 0.01%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2363000 | PA      | $2253163.10    | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1262000 | PA      | $1112652.55    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XJ3F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19525266 | PA      | $17697555.67   | 0.13%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XJR54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   16030512 | PA      | $13426628.91   | 0.10%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_21-PRM2                | CGCMT_21-PRM2                                                           | CUSIP: 17291HAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1491275.40    | 0.01%             | 2036-10-15      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT                | CGCMT_23-SMRT                                                           | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1013666.80    | 0.01%             | 2028-06-10      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                     | ENTERGY CORPORATION                                                     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     241000 | PA      | $224248.69     | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                     | ENTERGY CORPORATION                                                     | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2775062.11    | 0.02%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                     | AVANGRID INC                                                            | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |     452000 | PA      | $444178.97     | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                                                        | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     375000 | PA      | $370036.67     | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                                                        | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1090690.30    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                                                        | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1838024.75    | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40675000 | PA      | $26928121.09   | 0.20%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34415000 | PA      | $23590407.03   | 0.17%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   75945000 | PA      | $68991285.94   | 0.51%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25354900 | PA      | $23675137.88   | 0.18%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2125000 | PA      | $2061914.06    | 0.02%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45590000 | PA      | $43467215.63   | 0.32%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                                                        | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13652.53      | 0.00%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                                                        | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     405000 | PA      | $428382.49     | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| HUNGARY (GOVERNMENT)                                             | HUNGARY (REPUBLIC OF)                                                   | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     977000 | PA      | $830763.51     | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HUNT CO INC                                                      | HUNT CO INC                                                             | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2028793.69    | 0.02%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XJT94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2183675 | PA      | $1896334.61    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XJY49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7923943 | PA      | $7531854.70    | 0.06%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT INTL FIN PLC                                                 | BAT INTERNATIONAL FINANCE PLC                                           | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $8030400.09    | 0.06%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT INTL FIN PLC                                                 | BAT INTERNATIONAL FINANCE PLC                                           | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    2973000 | PA      | $3122759.59    | 0.02%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38281300 | PA      | $37713061.95   | 0.28%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34907100 | PA      | $33963517.46   | 0.25%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                     | ENTERGY CORPORATION                                                     | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     523000 | PA      | $466296.03     | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                            | ENTERGY LOUISIANA LLC                                                   | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    1978000 | PA      | $1940673.15    | 0.01%             | 2026-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR UMBS SUPER                                                    | CUSIP: 3140XKAH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4476870 | PA      | $4210196.30    | 0.03%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XLS25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     179493 | PA      | $149513.39     | 0.00%             | 2053-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12850000 | PA      | $13066843.75   | 0.10%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  176860000 | PA      | $172134521.88  | 1.27%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  180801300 | PA      | $181020239.08  | 1.34%             | 2045-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      60000 | PA      | $60904.69      | 0.00%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25858900 | PA      | $25957891.10   | 0.19%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     209500 | PA      | $210743.91     | 0.00%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   66685000 | PA      | $66914229.69   | 0.50%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22035000 | PA      | $22219198.83   | 0.16%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPORT SERVICES INC                                   | JB HUNT TRANSPORT SERVICES INC                                          | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1929357.06    | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON AUTO TRUST HUNT 2024-1A                               | HUNT_24-1A                                                              | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2260000 | PA      | $2278006.78    | 0.02%             | 2029-01-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Entergy Tx                                                       | ENTERGY TEXAS INC                                                       | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     252000 | PA      | $250487.22     | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                          | EFF_22-3                                                                | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     143901 | PA      | $143871.95     | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                   | BHP BILLITON FINANCE (USA) LTD                                          | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     804000 | PA      | $838987.34     | 0.01%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                   | BHP BILLITON FINANCE (USA) LTD                                          | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    1184000 | PA      | $1222429.39    | 0.01%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BIG_22-BIG COMMERCIAL MORTGAGE TRUST BIG_22-BIG                  | BIG_22-BIG                                                              | CUSIP: 05551UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2100000 | PA      | $2093751.24    | 0.02%             | 2039-02-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| BCPE NORTH STAR US HOLDCO 2 INC                                  | BCPE NORTH STAR US HOLDCO TL 4.0                                        | CUSIP: 05552DAD4<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |     481040 | PA      | $481159.96     | 0.00%             | 2028-06-09      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B                     | AFFRM_23-B                                                              | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2070000 | PA      | $2070916.60    | 0.02%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                        | AETNA INC                                                               | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     342000 | PA      | $371019.20     | 0.00%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XMC79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2002841 | PA      | $1666357.43    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XP6Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   30841301 | PA      | $24609035.85   | 0.18%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_06-37                                                              | CUSIP: 38374DBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     360801 | PA      | $502352.95     | 0.00%             | 2036-07-20      | Variable      | 12.93%                | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-45              | GNMA_05-45                                                              | CUSIP: 38374LFS5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1838864 | PA      | $1911939.65    | 0.01%             | 2035-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55              | GNMA_09-55                                                              | CUSIP: 38374VMT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1290226 | PA      | $1295419.96    | 0.01%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-H22                                                             | CUSIP: 38376RGS9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     768442 | PA      | $32476.06      | 0.00%             | 2065-09-20      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XRFH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2833750 | PA      | $2353913.69    | 0.02%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XRNQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8854883 | PA      | $7681503.49    | 0.06%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST AFRMT_25-1                                   | AFRMT_25-1A                                                             | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5300000 | PA      | $5342706.34    | 0.04%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST AFRMT_25-2                                   | AFRMT_25-2A                                                             | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2035000 | PA      | $2047422.45    | 0.02%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                       | ARES STRATEGIC INCOME FUND                                              | CUSIP: 04020EAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2810000 | PA      | $2849144.19    | 0.02%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                   | ARIZONA PUBLIC SERVICE COMPANY                                          | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     117000 | PA      | $92179.89      | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31410LHW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2232107 | PA      | $2170610.12    | 0.02%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31411JDT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      57548 | PA      | $61393.30      | 0.00%             | 2038-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                        | HUNTINGTON BANCSHARES INC/OH                                            | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    4040000 | PA      | $4257354.88    | 0.03%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                        | HUNTINGTON BANCSHARES INC                                               | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1412288.79    | 0.01%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  245070000 | PA      | $247080339.85  | 1.83%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13455000 | PA      | $13511763.28   | 0.10%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                        | HUNTINGTON BANCSHARES INC                                               | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1419000 | PA      | $1462321.13    | 0.01%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                | HUNTINGTON INGALLS INDUSTRIES INC                                       | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    2213000 | PA      | $2183889.14    | 0.02%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32091600 | PA      | $32242029.38   | 0.24%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  113577000 | PA      | $113807703.28  | 0.84%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   65940000 | PA      | $66027576.57   | 0.49%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7485000 | PA      | $3429127.83    | 0.03%             | 2041-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31412P2M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     242948 | PA      | $247431.17     | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMBS_19-PJ3                        | GSMBS_19-PJ3                                                            | CUSIP: 36257QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       7445 | PA      | $6972.78       | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6400000 | PA      | $2890702.39    | 0.02%             | 2041-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4710000 | PA      | $2094385.72    | 0.02%             | 2041-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_20-GC45                        | GSMS_20-GC45                                                            | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1810000 | PA      | $1695961.49    | 0.01%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_19-GC39                        | GSMS_19-GC39                                                            | CUSIP: 36260JAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $900580.20     | 0.01%             | 2052-05-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_22-4A                                | BCC_22-4A                                                               | CUSIP: 05685BAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250000 | PA      | $3261170.25    | 0.02%             | 2037-10-16      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO LTD BCC_24-4A                            | BCC_24-4A                                                               | CUSIP: 05685VAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    8050000 | PA      | $8068748.45    | 0.06%             | 2037-10-23      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5400000 | PA      | $2325878.66    | 0.02%             | 2042-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23610000 | PA      | $10015935.21   | 0.07%             | 2042-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     970000 | PA      | $405163.73     | 0.00%             | 2042-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     895000 | PA      | $368023.93     | 0.00%             | 2043-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                | HUNTINGTON INGALLS INDUSTRIES INC                                       | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    6666000 | PA      | $6247941.71    | 0.05%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATL BK                                               | HUNTINGTON NATIONAL BANK (THE)                                          | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    1249000 | PA      | $1260366.78    | 0.01%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_23-2                          | EFF_23-2                                                                | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1161945 | PA      | $1169541.12    | 0.01%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_24-1                          | EFF_24-1                                                                | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1265000 | PA      | $1289786.54    | 0.01%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_19-GSA1                        | GSMS_19-GSA1                                                            | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2835867.90    | 0.02%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC PRPM_25-NQM2                                    | PRPM_25-NQM2                                                            | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6943615 | PA      | $7010974.12    | 0.05%             | 2070-04-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_24-3                          | EFF_24-3                                                                | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2190000 | PA      | $2240516.07    | 0.02%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_25-3                          | EFF_25-3                                                                | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3960000 | PA      | $3988715.94    | 0.03%             | 2029-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODUCTS OPERATING LLC                                       | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1253885.44    | 0.01%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODUCTS OPERATING LLC                                       | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     266000 | PA      | $265745.99     | 0.00%             | 2077-08-16      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17045000 | PA      | $6905626.70    | 0.05%             | 2043-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2110000 | PA      | $842834.05     | 0.01%             | 2043-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODUCTS OPERATING LLC                                       | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     548000 | PA      | $547000.71     | 0.00%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODUCTS OPERATING LLC                                       | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $2100144.60    | 0.02%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_25-1                          | EFF_25-1                                                                | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1635000 | PA      | $1662944.11    | 0.01%             | 2029-02-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                           | EQT AB                                                                  | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |    1142000 | PA      | $1171166.04    | 0.01%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8059000 | PA      | $3170545.90    | 0.02%             | 2043-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834NF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     980000 | PA      | $380252.12     | 0.00%             | 2044-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS HY_25-SPRL                                          | HY_25-SPRL                                                              | CUSIP: 44855PAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3617000 | PA      | $3753824.24    | 0.03%             | 2040-01-13      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                | HYATT HOTELS CORP                                                       | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    3985000 | PA      | $4089932.49    | 0.03%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1165000 | PA      | $445537.06     | 0.00%             | 2044-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834NV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1255000 | PA      | $473821.12     | 0.00%             | 2044-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     695000 | PA      | $255482.34     | 0.00%             | 2045-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2120000 | PA      | $748977.88     | 0.01%             | 2045-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     813000 | PA      | $833697.45     | 0.01%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1288585.03    | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1775000 | PA      | $612312.84     | 0.00%             | 2046-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (PRIN)                                                   | CUSIP: 912834TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1910000 | PA      | $584793.38     | 0.00%             | 2048-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEON MAPLE PURCHASER INC                                         | NEON MAPLE US DEBT INC TLB 2.75                                         | CUSIP: 69425BAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     249375 | PA      | $249340.08     | 0.00%             | 2031-11-17      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                          | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     169000 | PA      | $134938.88     | 0.00%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $596319.08     | 0.00%             | 2049-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | UNITED TECHNOLOGIES CORPORATION                                         | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     608000 | PA      | $562507.56     | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                                 | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     907000 | PA      | $937038.08     | 0.01%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                                 | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4184000 | PA      | $4375536.50    | 0.03%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1334221.69    | 0.01%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2017843.57    | 0.01%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2217691.86    | 0.02%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     305000 | PA      | $314483.77     | 0.00%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4467946.40    | 0.03%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     182000 | PA      | $167103.99     | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1489000 | PA      | $1519124.21    | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6621000 | PA      | $6721284.56    | 0.05%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     510000 | PA      | $526739.55     | 0.00%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-LTV2                           | JPMMT_19-LTV2                                                           | CUSIP: 46651ABB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     815836 | PA      | $783162.35     | 0.01%             | 2049-12-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     906000 | PA      | $863819.90     | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2405711.05    | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-LTV2                           | JPMMT_19-LTV2                                                           | CUSIP: 46651ABC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     679863 | PA      | $649233.06     | 0.00%             | 2049-12-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-6                              | JPMMT_19-6                                                              | CUSIP: 46651BAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     839020 | PA      | $784452.51     | 0.01%             | 2049-12-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-INV2                           | JPMMT_19-INV2                                                           | CUSIP: 46651DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100963 | PA      | $92285.90      | 0.00%             | 2050-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_19-OSB | JPMCC_19-OSB                                                            | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2110000 | PA      | $1993493.19    | 0.01%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     375000 | PA      | $324074.47     | 0.00%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $5147311.69    | 0.04%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO BCC_24-1                                 | BCC_24-1A                                                               | CUSIP: 056920AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |    3750000 | PA      | $3765052.50    | 0.03%             | 2037-04-16      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING LTD BOBA_24-1                            | BOBA_24-1A                                                              | CUSIP: 05766NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   14000000 | PA      | $14044562.00   | 0.10%             | 2037-07-20      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                          | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     284000 | PA      | $218262.62     | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                          | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2723000 | PA      | $2696950.14    | 0.02%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMMT_19-HYB1                                                    | JPMMT_19-HYB1                                                           | CUSIP: 46651FAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     868152 | PA      | $878798.24     | 0.01%             | 2049-10-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-LTV3                           | JPMMT_19-LTV3                                                           | CUSIP: 46651HBW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1473443 | PA      | $1362633.73    | 0.01%             | 2050-03-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                      | EQUIFAX INC                                                             | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    2213000 | PA      | $2088423.09    | 0.02%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                      | EQUIFAX INC                                                             | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    5695000 | PA      | $5821321.82    | 0.04%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4520000 | PA      | $4058994.30    | 0.03%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19552.41      | 0.00%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_20-1                              | JPMMT_20-1                                                              | CUSIP: 46651XBH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     347509 | PA      | $313450.74     | 0.00%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_24-1                            | LADAR_24-1A                                                             | CUSIP: 501689AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1015000 | PA      | $1022100.03    | 0.01%             | 2028-09-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | L BRANDS INC                                                            | CUSIP: 501797AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1406211.52    | 0.01%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                         | LKQ CORP                                                                | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    3405000 | PA      | $3516614.57    | 0.03%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                                 | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     928000 | PA      | $984208.29     | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                                                       | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     206000 | PA      | $115888.02     | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                          | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     545000 | PA      | $451013.44     | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                                          | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    5850000 | PA      | $4986762.00    | 0.04%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL COMMERCIAL MORTGA                                 | LCCM_17-LC26                                                            | CUSIP: 50190DAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4414199.40    | 0.03%             | 2050-07-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LCM LTD LCM_30-R                                                 | LCM_30A                                                                 | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1371917 | PA      | $1373619.18    | 0.01%             | 2031-04-20      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_24-RTL4                               | LHOME_24-RTL4                                                           | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2008629.20    | 0.01%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_25-RTL1                               | LHOME_25-RTL1                                                           | CUSIP: 50205UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5100000 | PA      | $5139344.97    | 0.04%             | 2040-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_24-RTL5                               | LHOME_24-RTL5                                                           | CUSIP: 50205WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5005829.00    | 0.04%             | 2039-09-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_25-RTL2                               | LHOME_25-RTL2                                                           | CUSIP: 50206RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3026098.80    | 0.02%             | 2040-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1431000 | PA      | $1314149.88    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                                                       | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      80000 | PA      | $72608.64      | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS AND ELECTRIC COMPANY                                        | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $2604370.07    | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS AND ELECTRIC COMPANY                                        | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4195000 | PA      | $4058447.97    | 0.03%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8040000 | PA      | $8249929.61    | 0.06%             | N/A             | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $2067948.48    | 0.02%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                 | LPL HOLDINGS INC                                                        | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     834000 | PA      | $850029.67     | 0.01%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                 | LPL HOLDINGS INC                                                        | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    1259000 | PA      | $1286403.73    | 0.01%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                        | BALL CORPORATION                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $904460.28     | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO LTD BALLY_21-18A                                   | BALLY_21-18A                                                            | CUSIP: 05875YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5210000 | PA      | $5214235.73    | 0.04%             | 2038-04-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_24-4                    | EART_24-4A                                                              | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2075000 | PA      | $2097338.62    | 0.02%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_25-4A                   | EART_25-4A                                                              | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     805000 | PA      | $807114.25     | 0.01%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_24-1                    | EART_24-1A                                                              | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6373013 | PA      | $6383044.95    | 0.05%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_25-2                    | EART_25-2A                                                              | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5810000 | PA      | $5831135.62    | 0.04%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION BAFC_06-3                    | BAFC_06-3                                                               | CUSIP: 058931AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     182576 | PA      | $155068.38     | 0.00%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION BAFC_06-3                    | BAFC_06-3                                                               | CUSIP: 058931BF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     261310 | PA      | $237963.95     | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                   | ARIZONA PUBLIC SERVICE COMPANY                                          | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    2155000 | PA      | $2342733.61    | 0.02%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                   | ARIZONA PUBLIC SERVICE COMPANY                                          | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2611528.35    | 0.02%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FASHION SHOW MALL LLC LV_24-SHOW                                 | LV_24-SHOW                                                              | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5073696.00    | 0.04%             | 2029-10-10      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                | LYB INTERNATIONAL FINANCE III LLC                                       | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    4025000 | PA      | $4003420.98    | 0.03%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS AND ELECTRIC COMPANY                                        | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1426138.93    | 0.01%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                   | PACIFIC LIFE GLOBAL FUNDING II                                          | CUSIP: 6944PL3F4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    5280000 | PA      | $5379237.06    | 0.04%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER HLDGS                                    | LABORATORY CORPORATION OF AMERICA                                       | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     855000 | PA      | $847946.91     | 0.01%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER HLDGS                                    | LABORATORY CORPORATION OF AMERICA                                       | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    9590000 | PA      | $9406499.75    | 0.07%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                            | ARROW ELECTRONICS INC                                                   | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    5539000 | PA      | $5666762.53    | 0.04%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_22-1                                  | ARRW_22-1                                                               | CUSIP: 042855AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $812133.20     | 0.01%             | 2056-12-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                                                      | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3400000 | PA      | $3083758.15    | 0.02%             | 2032-11-22      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PERU                                        | BANCO DE CREDITO DEL PERU                                               | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    1130000 | PA      | $1178298.40    | 0.01%             | 2035-07-30      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJYU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     597043 | PA      | $555443.79     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2743057 | PA      | $2453274.47    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1999884.33    | 0.01%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     682000 | PA      | $669933.65     | 0.00%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1772000 | PA      | $1761135.84    | 0.01%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   34139000 | PA      | $32773124.92   | 0.24%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| GNMA_15-H26                                                      | GNMA_15-H26                                                             | CUSIP: 38376RJV9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       6783 | PA      | $6794.82       | 0.00%             | 2065-08-20      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_17-H03                                                             | CUSIP: 38376RQ33<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     210634 | PA      | $211111.79     | 0.00%             | 2066-06-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1620762 | PA      | $1448021.22    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJZN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2176466 | PA      | $2009344.51    | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEV BANK                                          | INTER-AMERICAN DEVELOPMENT BANK                                         | CUSIP: 458182BW1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2506567.55    | 0.02%             | 2025-10-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEV BANK                                          | INTER-AMERICAN DEVELOPMENT BANK                                         | CUSIP: 45818QAD1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4190585.42    | 0.03%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     259704 | PA      | $247557.34     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2458775 | PA      | $2196955.05    | 0.02%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PACIFICORP                                                              | CUSIP: 695114CX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     680000 | PA      | $433567.50     | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-11                        | PAID_24-11                                                              | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2393276 | PA      | $2405962.44    | 0.02%             | 2032-07-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_24-3                            | LADAR_24-3A                                                             | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1610000 | PA      | $1614648.71    | 0.01%             | 2029-03-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_25-1                            | LADAR_25-1                                                              | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4465000 | PA      | $4481083.38    | 0.03%             | 2029-07-16      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS RVS REMIC SUPER                                         | CUSIP: 3133USKS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9130163 | PA      | $7598810.26    | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_98-17                                            | FNMA_98-17                                                              | CUSIP: 31359TCU0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       4335 | PA      | $4331.87       | 0.00%             | 2028-04-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-4                            | LADAR_23-4A                                                             | CUSIP: 50571AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1515000 | PA      | $1528626.36    | 0.01%             | 2028-10-16      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                             | LADDER CAP FIN HOLDINGS/FIN CORP                                        | CUSIP: 505742AP1<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1027219.40    | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                    | INTERCONTINENTAL EXCHANGE INC                                           | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    1841000 | PA      | $1670838.35    | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                             | INTERNATIONAL BUSINESS MACHINES CO                                      | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1994000 | PA      | $2041756.05    | 0.02%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LADAR_25-2A                                                      | LADAR_25-2A                                                             | CUSIP: 505912AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1440000 | PA      | $1442159.42    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_24-2                            | LADAR_24-2A                                                             | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2077050 | PA      | $2090784.60    | 0.02%             | 2028-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| LAKESIDE PARK CLO LTD                                            | LAKPK_25-1A                                                             | CUSIP: 51218YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3660000 | PA      | $3666957.66    | 0.03%             | 2038-04-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| LAMAR CONSOLIDATED INDEPENDENT SCHOOL DISTRICT                   | Lamar Consolidated Independent School District                          | CUSIP: 513174M25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2280000 | PA      | $2283701.12    | 0.02%             | 2058-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | LAMB WESTON HOLDINGS INC                                                | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1654472.55    | 0.01%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | LAMB WESTON HOLDINGS INC                                                | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     575000 | PA      | $540761.64     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST LFT_20-2A                                 | LFT_20-2A                                                               | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $685310.36     | 0.01%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS                                                  | LAS VEGAS SANDS CORP                                                    | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    4705000 | PA      | $4813356.41    | 0.04%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                             | INTERNATIONAL BUSINESS MACHINES CO                                      | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1143000 | PA      | $1171510.32    | 0.01%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                             | INTERNATIONAL BUSINESS MACHINES CO                                      | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     939000 | PA      | $953664.04     | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS                                                  | LAS VEGAS SANDS CORP                                                    | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $3091012.39    | 0.02%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS1                          | LMAT_21-GS1                                                             | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     798089 | PA      | $798235.48     | 0.01%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_25-PR1                          | LMAT_25-PR1                                                             | CUSIP: 52476AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9545204 | PA      | $9543325.44    | 0.07%             | 2061-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| LXS_06-2N                                                        | LXS_06-2N                                                               | CUSIP: 525221HA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     936302 | PA      | $837538.03     | 0.01%             | 2046-02-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9085000 | PA      | $9132981.29    | 0.07%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_426-C58                                          | FNMA_426                                                                | CUSIP: 31422M2W5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   31525991 | PA      | $5392259.09    | 0.04%             | 2052-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                             | INTERNATIONAL BUSINESS MACHINES CO                                      | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1619953.71    | 0.01%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA LUX SA/JBS FOOD CO/JBS USA                                      | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     335000 | PA      | $296395.54     | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO LTD PLMRS_21-3A                                | PLMRS_21-3A                                                             | CUSIP: 69688FAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5900000 | PA      | $5899958.70    | 0.04%             | 2038-10-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO PLMRS_20-3A                                    | PLMRS_20-3A                                                             | CUSIP: 69701RBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1998708.00    | 0.01%             | 2036-11-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                       | LEIDOS INC                                                              | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     845000 | PA      | $751406.08     | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                      | LENNAR CORPORATION                                                      | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    3370000 | PA      | $3479636.25    | 0.03%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)                                                    | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     657000 | PA      | $519259.78     | 0.00%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)                                                    | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     250000 | PA      | $210754.95     | 0.00%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST LFT_21-1                                  | LFT_21-1A                                                               | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4818631.50    | 0.04%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                         | MAIN STREET CAPITAL CORP                                                | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2382061.64    | 0.02%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA LUX SA/JBS FOOD CO/JBS USA                                      | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1399000 | PA      | $1427232.36    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA LUX SA/JBS FOOD CO/JBS USA                                      | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2810000 | PA      | $2907733.03    | 0.02%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                         | MAIN STREET CAPITAL CORP                                                | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1506550.56    | 0.01%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                       | MAJORDRIVE HOLDINGS IV LLC                                              | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     115000 | PA      | $92989.62      | 0.00%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MANITOBA PROVINCE OF                                             | MANITOBA (PROVINCE OF)                                                  | CUSIP: 563469UL7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |     300000 | PA      | $295381.95     | 0.00%             | 2026-06-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                          | MARATHON PETROLEUM CORP                                                 | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     474000 | PA      | $477907.00     | 0.00%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                          | MARATHON PETROLEUM CORP                                                 | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $2103743.02    | 0.02%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                          | MARATHON PETROLEUM CORP                                                 | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    1026000 | PA      | $1048163.70    | 0.01%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XIX LTD MP19_20-3A                              | MP19_20-3A                                                              | CUSIP: 56607KAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    7000000 | PA      | $7002114.00    | 0.05%             | 2034-01-19      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                  | MAREX GROUP PLC                                                         | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    3040000 | PA      | $3131772.48    | 0.02%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-5                              | JPMMT_19-5                                                              | CUSIP: 46591FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     124948 | PA      | $116512.50     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_23-8                              | JPMMT_23-8                                                              | CUSIP: 46657CAR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1943284 | PA      | $1942508.03    | 0.01%             | 2054-02-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      81000 | PA      | $80156.71      | 0.00%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     432000 | PA      | $409428.23     | 0.00%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                  | MAREX GROUP PLC                                                         | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    2900000 | PA      | $2939957.74    | 0.02%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                 | MARKEL CORPORATION                                                      | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    5095000 | PA      | $4440411.09    | 0.03%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3673000 | PA      | $3558872.49    | 0.03%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2251000 | PA      | $2130800.98    | 0.02%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31365EJY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        751 | PA      | $751.39        | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-87                                            | FNMA_11-87                                                              | CUSIP: 3136A03G0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7000000 | PA      | $6904965.20    | 0.05%             | 2041-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                                                                | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     905000 | PA      | $923140.53     | 0.01%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                                                                | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1581000 | PA      | $1595268.37    | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                                                                | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     684000 | PA      | $674220.18     | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                                                                | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1081000 | PA      | $1055740.77    | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-84                                            | FNMA_11-84                                                              | CUSIP: 3136A0A72<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1302089 | PA      | $1329324.10    | 0.01%             | 2041-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-131                                           | FNMA_11-131                                                             | CUSIP: 3136A2N58<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13128594 | PA      | $2099519.49    | 0.02%             | 2041-12-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                       | MARRIOTT INTERNATIONAL INC                                              | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3117840.28    | 0.02%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                       | MARRIOTT INTERNATIONAL INC                                              | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     889000 | PA      | $903717.44     | 0.01%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                       | MARRIOTT INTERNATIONAL INC                                              | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     661000 | PA      | $666897.45     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                       | MARRIOTT INTERNATIONAL INC                                              | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1894345.23    | 0.01%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     607000 | PA      | $577618.10     | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4690000 | PA      | $4739004.37    | 0.04%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_23-HE2                            | JPMMT_23-HE2                                                            | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     264071 | PA      | $265066.10     | 0.00%             | 2054-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_24-1                              | JPMMT_24-1                                                              | CUSIP: 46657PAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     901844 | PA      | $909453.50     | 0.01%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                       | MARRIOTT INTERNATIONAL INC                                              | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    5985000 | PA      | $5945317.15    | 0.04%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                    | MARTIN MARIETTA MATERIALS INC                                           | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    3005000 | PA      | $2786208.41    | 0.02%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2111996.67    | 0.02%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1084000 | PA      | $1094343.55    | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1033000 | PA      | $1018535.50    | 0.01%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II LP                                        | TPG OPERATING GROUP II LP                                               | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    4755000 | PA      | $4730323.69    | 0.04%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                    | MARTIN MARIETTA MATERIALS INC                                           | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     375000 | PA      | $334389.14     | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                           | MARVELL TECHNOLOGY INC                                                  | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     590000 | PA      | $615839.17     | 0.00%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC MFF_23-1                             | MFF_23-1A                                                               | CUSIP: 588926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200927 | PA      | $2214052.00    | 0.02%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC_24-2             | MFCC_24-2                                                               | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3155000 | PA      | $3194395.85    | 0.02%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| TRK TRUST TRK_22-INV2                                            | TRK_22-INV2                                                             | CUSIP: 87265XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4481064 | PA      | $4514130.53    | 0.03%             | 2057-06-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY TIA_16-1A                         | TIA_16-1A                                                               | CUSIP: 87271LAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3978480 | PA      | $3982223.72    | 0.03%             | 2031-07-20      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-1                                             | FNMA_12-1                                                               | CUSIP: 3136A3TY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     567696 | PA      | $562354.43     | 0.00%             | 2042-02-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-17                                            | FNMA_12-17                                                              | CUSIP: 3136A4D48<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     107215 | PA      | $964.80        | 0.00%             | 2027-03-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_25-NQM3                           | JPMMT_25-NQM3                                                           | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4958429 | PA      | $4993989.86    | 0.04%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_25-VIS2                           | JPMMT_25-VIS2                                                           | CUSIP: 46659RAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5853254 | PA      | $5902263.00    | 0.04%             | 2063-01-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                              | MERITAGE HOMES CORP                                                     | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2013231.98    | 0.01%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN FFMER_07-1            | FFMER_07-1                                                              | CUSIP: 59023LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14475172 | PA      | $5425012.13    | 0.04%             | 2037-04-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MSAIC_19-1A                                                      | MSAIC_19-1A                                                             | CUSIP: 61946CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     718854 | PA      | $677711.28     | 0.01%             | 2043-12-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS LLC MSAIC_18-1A                               | MSAIC_18-1A                                                             | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     352922 | PA      | $331583.67     | 0.00%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS LLC MSAIC_17-2A                               | MSAIC_17-2A                                                             | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     363406 | PA      | $342041.78     | 0.00%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS LLC MSAIC_18-2GS                              | MSAIC_18-2GS                                                            | CUSIP: 61946LAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     451750 | PA      | $404915.59     | 0.00%             | 2044-02-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST MSAIC_20-2                               | MSAIC_20-2A                                                             | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1324002 | PA      | $1152614.13    | 0.01%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST MSAIC_20-2                               | MSAIC_20-2A                                                             | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     844291 | PA      | $695078.06     | 0.01%             | 2046-08-20      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)                                                    | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     200000 | PA      | $201161.06     | 0.00%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)                                                    | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1300000 | PA      | $1412388.47    | 0.01%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_25-DSC2                           | JPMMT_25-DSC2                                                           | CUSIP: 46659VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8700000 | PA      | $8721479.43    | 0.06%             | 2065-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                             | JACKSON NATIONAL LIFE GLOBAL FUNDI                                      | CUSIP: 46849CJP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5275000 | PA      | $5321239.75    | 0.04%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TACO BELL FUNDING LLC BELL_21-1A                                 | BELL_21-1A                                                              | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2456250 | PA      | $2358806.63    | 0.02%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TAKE TWO INTERACTIVE SOFTWARE INC                                | TAKE-TWO INTERACTIVE SOFTWARE INC                                       | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    3645000 | PA      | $3713733.88    | 0.03%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST MSAIC_21-2                               | MSAIC_21-2A                                                             | CUSIP: 61946RAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     735032 | PA      | $541095.26     | 0.00%             | 2047-04-22      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST MSAIC_24-2                               | MSAIC_24-2A                                                             | CUSIP: 61947BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2817911 | PA      | $2761102.00    | 0.02%             | 2052-04-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                           | MOTOROLA SOLUTIONS INC                                                  | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     690000 | PA      | $705692.12     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                           | MOTOROLA SOLUTIONS INC                                                  | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     885000 | PA      | $912195.24     | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TAKE TWO INTERACTIVE SOFTWARE INC                                | TAKE-TWO INTERACTIVE SOFTWARE INC                                       | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     692000 | PA      | $718074.85     | 0.01%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     425000 | PA      | $413911.77     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MTN COMMERCIAL MORTGAGE TRUST MTN_22-LPFL                        | MTN_22-LPFL                                                             | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1998750.00    | 0.01%             | 2039-03-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| MP CLO VIII LTD MP8_15-2A                                        | MP8_15-2A                                                               | CUSIP: 62481WAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   16100000 | PA      | $16116727.90   | 0.12%             | 2034-04-28      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-68                                            | FNMA_12-68                                                              | CUSIP: 3136A7CL4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6379549 | PA      | $6039317.81    | 0.04%             | 2042-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA_12-105                                                      | FNMA_12-105                                                             | CUSIP: 3136A86S4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2172722 | PA      | $2057360.64    | 0.02%             | 2042-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     705000 | PA      | $716643.35     | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                            | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     712000 | PA      | $702974.43     | 0.01%             | 2027-01-30      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MOZART DEBT MERGER SUB INC                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    4220000 | PA      | $4054858.59    | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MOZART DEBT MERGER SUB INC                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1857115.97    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                             | JACKSON NATIONAL LIFE GLOBAL FD                                         | CUSIP: 46849LUY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1224305.48    | 0.01%             | 2028-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                         | JACOBS ENTERTAINMENT INC                                                | CUSIP: 469815AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1164257.01    | 0.01%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                                            | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     460000 | PA      | $447861.71     | 0.00%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| UKRAINE REPUBLIC OF (GOVERNMENT)                                 | UKRAINE (REPUBLIC OF)                                                   | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     210772 | PA      | $108763.42     | 0.00%             | 2036-02-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     536000 | PA      | $506836.86     | 0.00%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8712000 | PA      | $8042623.57    | 0.06%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING                         | MUTUAL OF OMAHA COMPANIES GLOBAL F                                      | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1214599.17    | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST MVWOT_24-1A                                      | MVWOT_24-1A                                                             | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     852452 | PA      | $869384.04     | 0.01%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                            | JANE STREET GROUP LLC TLB 2.0                                           | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |     882522 | PA      | $879292.22     | 0.01%             | 2031-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                            | JANE STREET GROUP LLC                                                   | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     800000 | PA      | $837146.72     | 0.01%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE STRIP FNSTR_427                                       | FNMA_427                                                                | CUSIP: 31423XMT5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8336974 | PA      | $745119.38     | 0.01%             | 2035-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE STRIP FNSTR_427                                       | FNMA_427                                                                | CUSIP: 31423XPK1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   42521852 | PA      | $2400634.92    | 0.02%             | 2032-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                        | MYLAN INC                                                               | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2044173.14    | 0.02%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                         | UTAH ACQUISITION SUB INC                                                | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    3014000 | PA      | $2995321.46    | 0.02%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-94                                            | FNMA_12-94                                                              | CUSIP: 3136A8XR6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7456313 | PA      | $7071538.81    | 0.05%             | 2042-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-115                                           | FNMA_12-115                                                             | CUSIP: 3136A9CM8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     310600 | PA      | $222060.14     | 0.00%             | 2042-10-25      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                         | UTAH ACQUISITION SUB INC                                                | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     290000 | PA      | $236469.21     | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                       | NBN CO LTD                                                              | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |     581000 | PA      | $570078.59     | 0.00%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE INTEREST STRIP FNSTR_434                              | FNMA_434                                                                | CUSIP: 31423XY96<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   27563073 | PA      | $6446071.16    | 0.05%             | 2053-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE STRIP FNSTR_437                                        | FNMA_437                                                                | CUSIP: 31424UPY6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2241227 | PA      | $578815.31     | 0.00%             | 2052-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                    | UNICREDIT SPA                                                           | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    5195000 | PA      | $5188555.22    | 0.04%             | 2026-09-22      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                            | UNILEVER CAPITAL CORP                                                   | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1402591.37    | 0.01%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)                                                    | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1720000 | PA      | $1901668.93    | 0.01%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PANASONIC HOLDINGS CORP                                          | PANASONIC HOLDINGS CORP                                                 | CUSIP: 69832AAE6<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |     748000 | PA      | $769966.82     | 0.01%             | 2034-07-16      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                       | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     385000 | PA      | $386548.15     | 0.00%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                       | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     817000 | PA      | $857136.56     | 0.01%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                            | JANE STREET GROUP LLC                                                   | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1324372.64    | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                | JAPAN TOBACCO INC                                                       | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |     788000 | PA      | $816667.05     | 0.01%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                                                 | CUSIP: 455780AZ9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $1228745.84    | 0.01%             | 2038-01-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                          | INDONESIA (REPUBLIC OF)                                                 | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     560000 | PA      | $555366.54     | 0.00%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | UNION PACIFIC CORPORATION                                               | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      41000 | PA      | $29988.69      | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC                                                   | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1755747.54    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                       | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     494000 | PA      | $505141.84     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                               | EXELON CORPORATION                                                      | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     575000 | PA      | $477450.78     | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4092000 | PA      | $3784413.06    | 0.03%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     293000 | PA      | $260480.57     | 0.00%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                       | NBN CO LTD                                                              | CUSIP: 62878U2D3<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    1030000 | PA      | $996541.53     | 0.01%             | 2027-01-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                       | NBN CO LTD                                                              | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |     624000 | PA      | $550240.25     | 0.00%             | 2032-01-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BILL                                                           | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21870000 | PA      | $21534258.66   | 0.16%             | 2026-01-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (PRIN)                                                   | CUSIP: 912803EL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8770000 | PA      | $3311138.13    | 0.02%             | 2045-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3333104.37    | 0.02%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13400000 | PA      | $13093856.31   | 0.10%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS SA                                                                  | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    9335000 | PA      | $9230264.19    | 0.07%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA HOLDING LUX SARL                                                | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2364000 | PA      | $2593266.85    | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32165000 | PA      | $24299652.34   | 0.18%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                       | VIASAT INC                                                              | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1062835.26    | 0.01%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                       | NBN CO LTD                                                              | CUSIP: 62878U2G6<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |     704000 | PA      | $758507.75     | 0.01%             | 2033-10-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INS CO                                             | NEW YORK LIFE INSURANCE COMPANY                                         | CUSIP: 64952GAT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2545000 | PA      | $1862510.93    | 0.01%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 31425W3R0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   26918929 | PA      | $27230042.16   | 0.20%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 31427MG54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   27524044 | PA      | $26539709.48   | 0.20%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                     | NEW YORK LIFE GLOBAL FUNDING                                            | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    5005000 | PA      | $5143199.10    | 0.04%             | 2029-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                     | NEW YORK LIFE GLOBAL FUNDING                                            | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1535359.65    | 0.01%             | 2028-07-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 31427N7A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1995951 | PA      | $2013490.41    | 0.01%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                       | FEDEX CORP                                                              | CUSIP: 31428XCU8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      87000 | PA      | $70981.88      | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY OF                                                 | City of New York NY                                                     | CUSIP: 64966HYM6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    3100000 | PA      | $3249136.35    | 0.02%             | 2036-03-01      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                              | NOMURA HOLDINGS INC                                                     | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    1100000 | PA      | $985650.94     | 0.01%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                              | NOMURA HOLDINGS INC                                                     | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    7560000 | PA      | $7919096.82    | 0.06%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                     | NORFOLK SOUTHERN CORPORATION                                            | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      98000 | PA      | $101560.66     | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                           | PROJECT ICON                                                            | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1174611.83    | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                          | ARTHUR J GALLAGHER & CO                                                 | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    2115000 | PA      | $1318124.47    | 0.01%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING GROEP NV                                                            | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1355000 | PA      | $1373242.48    | 0.01%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING GROEP NV                                                            | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1228662.68    | 0.01%             | 2031-03-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                     | NORFOLK SOUTHERN CORP                                                   | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     337000 | PA      | $353290.71     | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                     | NORFOLK SOUTHERN CORP                                                   | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      49000 | PA      | $49967.23      | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-121                                           | FNMA_12-121                                                             | CUSIP: 3136A9WX2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8227053 | PA      | $7794149.15    | 0.06%             | 2042-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-10                                            | FNMA_13-10                                                              | CUSIP: 3136ACBB6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5138466 | PA      | $360895.53     | 0.00%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                               | EXELON CORPORATION                                                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1353000 | PA      | $1383986.06    | 0.01%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                               | EXELON CORPORATION                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     590000 | PA      | $606985.37     | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AREIT CRE TRUST AREIT_23-CRE8                                    | AREIT_23-CRE8                                                           | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2757170 | PA      | $2758893.97    | 0.02%             | 2041-08-17      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| AREIT LTD AREIT_22-CRE6                                          | AREIT_22-CRE6                                                           | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     751676 | PA      | $751205.58     | 0.01%             | 2037-01-16      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                               | INGERSOLL RAND INC                                                      | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     481000 | PA      | $497504.79     | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                               | INGERSOLL RAND INC                                                      | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     384000 | PA      | $396680.19     | 0.00%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-10                                            | FNMA_13-10                                                              | CUSIP: 3136ACEL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3024114 | PA      | $349041.39     | 0.00%             | 2043-02-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-19                                            | FNMA_13-19                                                              | CUSIP: 3136ACNH0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2387088 | PA      | $188186.32     | 0.00%             | 2041-10-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION                                         | ARES CAPITAL CORPORATION                                                | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2871371.87    | 0.02%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD ARES_25-65A                                         | ARES_25-65A                                                             | CUSIP: 04019FAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $8000000.00    | 0.06%             | 2034-07-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST ESART_25-1            | ESART_25-1                                                              | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     945000 | PA      | $950060.85     | 0.01%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                      | EXPORT-IMPORT BANK OF INDIA                                             | CUSIP: 30216JAA3<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |     860000 | PA      | $852127.59     | 0.01%             | 2026-08-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                               | INGERSOLL RAND INC                                                      | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     284000 | PA      | $293585.09     | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                                              | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3425000 | PA      | $2385915.70    | 0.02%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | CIVITAS RESOURCES INC                                                   | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     525000 | PA      | $546523.61     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC                                                    | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1379583.05    | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                                              | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1256000 | PA      | $1157736.09    | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                                              | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $1432630.31    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                      | EXPORT-IMPORT BANK OF INDIA                                             | CUSIP: 30216JAC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    1025000 | PA      | $1014514.56    | 0.01%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                      | EXPORT-IMPORT BANK OF INDIA                                             | CUSIP: 30216KAF9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    1030000 | PA      | $924109.27     | 0.01%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                        | PANTHER ESCROW ISSUER LLC                                               | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1062396.94    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PAPA JOHNS INTL INC                                              | PAPA JOHNS INTERNATIONAL INC                                            | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |     775000 | PA      | $744999.09     | 0.01%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC                                                    | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     820000 | PA      | $832302.96     | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC                                                    | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     520000 | PA      | $518565.07     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                           | EXTRA SPACE STORAGE LP                                                  | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1437000 | PA      | $1415780.06    | 0.01%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                           | EXTRA SPACE STORAGE LP                                                  | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1286184.76    | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PARK AVENUE INSTITUTIONAL ADVISORS CLO LTD PAIA_21-1             | PAIA_21-1R                                                              | CUSIP: 70015QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    7900000 | PA      | $7900000.00    | 0.06%             | 2034-01-20      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| PARK AVENUE INSTITUTIONAL ADVISERS PAIA_17-1A                    | PAIA_17-1A                                                              | CUSIP: 70017KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5000000 | PA      | $5012905.00    | 0.04%             | 2034-02-14      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING                                  | CLEVELAND ELECTRIC ILLUMINATING CO                                      | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1279000 | PA      | $1334642.41    | 0.01%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LLC FIDIUM FIBER FINANCE HOLDCO LLC  | CNSL_25-1A                                                              | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2990000 | PA      | $3082638.57    | 0.02%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                      | CONSOLIDATED EDISON COMPANY OF NY                                       | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      94000 | PA      | $96276.64      | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                      | CONSOLIDATED EDISON COMPANY OF NY                                       | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1018302.96    | 0.01%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                                              | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     506000 | PA      | $339306.74     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                                              | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1204000 | PA      | $711971.03     | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                           | EXTRA SPACE STORAGE LP                                                  | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     393000 | PA      | $388965.11     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                           | EXTRA SPACE STORAGE LP                                                  | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    2263000 | PA      | $2031357.44    | 0.02%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                                       | CONSTELLATION SOFTWARE INC                                              | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |     951000 | PA      | $974236.85     | 0.01%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                         | COREBRIDGE FINANCIAL INC                                                | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     580000 | PA      | $548939.44     | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                    | JEFFERIES FINANCIAL GROUP INC                                           | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    3660000 | PA      | $3815643.26    | 0.03%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JERSEY CTL PWR & LT CO                                           | JERSEY CENTRAL POWER & LIGHT CO                                         | CUSIP: 476556CX1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $2137439.16    | 0.02%             | 2037-06-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                           | EXTRA SPACE STORAGE LP                                                  | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     330000 | PA      | $289471.67     | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                           | EXTRA SPACE STORAGE LP                                                  | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     551000 | PA      | $555918.95     | 0.00%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                         | COREBRIDGE FINANCIAL INC                                                | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1292000 | PA      | $1368848.24    | 0.01%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                         | COREBRIDGE FINANCIAL INC                                                | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     530000 | PA      | $553810.18     | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                           | ESA_21-ESH                                                              | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2552687 | PA      | $2551889.91    | 0.02%             | 2038-07-15      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                 | EXXON MOBIL CORP                                                        | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2266299.49    | 0.02%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                    | COREWEAVE INC                                                           | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1349598.53    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                    | COREWEAVE INC                                                           | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     875000 | PA      | $866289.70     | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FED DESJA QUEBEC                                                 | FEDERATION DES CAISSES DESJARDINS                                       | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    2210000 | PA      | $2294845.64    | 0.02%             | 2028-03-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FED DESJA QUEBEC                                                 | FEDERATION DES CAISSES DESJARDINS                                       | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    1791000 | PA      | $1852849.28    | 0.01%             | 2029-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FINANCE LP                                  | NORTHRIVER MIDSTREAM FINANCE LP                                         | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    1035000 | PA      | $1064395.95    | 0.01%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORTHWEST TEX INDPT SCH DIST                                     | Northwest Independent School District                                   | CUSIP: 667826HF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1825000 | PA      | $1843687.82    | 0.01%             | 2055-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD                                         | CORONADO FINANCE PTY LTD                                                | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    1425000 | PA      | $1147828.09    | 0.01%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CORPORACION ANDINA DE FOMENTO                                    | CORPORACION ANDINA DE FOMENTO                                           | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |     495000 | PA      | $510526.07     | 0.00%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                                | TELEDYNE FLIR LLC                                                       | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    2213000 | PA      | $2023339.85    | 0.01%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                         | FMC CORPORATION                                                         | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $950567.13     | 0.01%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                                                | NORTHWESTERN CORPORATION                                                | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    2465000 | PA      | $2525342.89    | 0.02%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO                            | NORTHWESTERN MUTUAL LIFE INSURANCE                                      | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     736000 | PA      | $769231.52     | 0.01%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | CORPORACION NACIONAL DEL COBRE DE                                       | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    1925000 | PA      | $1976004.39    | 0.01%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | CORPORACION NACIONAL DEL COBRE DE                                       | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    2150000 | PA      | $2269061.46    | 0.02%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                         | FMC CORPORATION                                                         | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     340000 | PA      | $253176.88     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                              | FS KKR CAPITAL CORP                                                     | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $2421679.23    | 0.02%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                               | NORTHWESTERN MUTUAL GLOBAL FUNDING                                      | CUSIP: 66815L2D0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    1039000 | PA      | $978774.37     | 0.01%             | 2028-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                               | NORTHWESTERN MUTUAL LIFE INSURANCE                                      | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    5365000 | PA      | $5486187.72    | 0.04%             | 2028-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-16                                            | FNMA_13-16                                                              | CUSIP: 3136ACRZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2603028 | PA      | $221170.68     | 0.00%             | 2043-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-18                                            | FNMA_13-18                                                              | CUSIP: 3136ACZS3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2904248 | PA      | $2666092.33    | 0.02%             | 2043-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     617000 | PA      | $559639.09     | 0.00%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11280000 | PA      | $10656173.20   | 0.08%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| JERSEY CTL PWR & LT CO                                           | JERSEY CENTRAL POWER & LIGHT CO                                         | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1997139.16    | 0.01%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JERSEY CTL PWR & LT CO                                           | JERSEY CENTRAL POWER & LIGHT CO                                         | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     176000 | PA      | $156156.51     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 31292GW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        257 | PA      | $269.97        | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 31292K4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     300480 | PA      | $300223.09     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD PAIA_19-2A            | PAIA_19-2A                                                              | CUSIP: 70018AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   15000000 | PA      | $15007290.00   | 0.11%             | 2034-10-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                   | PARK INTERMEDIATE HLDS/PK DOM                                           | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1021266.98    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | CODELCO INTERNATIONAL LTD                                               | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    1600000 | PA      | $1675228.01    | 0.01%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_19-39                                       | FNMA_19-39                                                              | CUSIP: 3136B5XT7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8889678 | PA      | $850583.92     | 0.01%             | 2049-08-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 312935C72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138875 | PA      | $143241.65     | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 312936KD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36260 | PA      | $36741.51      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     785000 | PA      | $692576.87     | 0.01%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7182000 | PA      | $6408778.09    | 0.05%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-70                                            | FNMA_19-70                                                              | CUSIP: 3136B7LS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2261351 | PA      | $2056572.83    | 0.02%             | 2049-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-42                                            | FNMA_20-42                                                              | CUSIP: 3136B95W3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   15779219 | PA      | $1622411.43    | 0.01%             | 2050-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 312942SZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     274907 | PA      | $268001.90     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 312946PB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164332 | PA      | $164386.22     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-47                                            | FNMA_20-47                                                              | CUSIP: 3136BAR30<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   38482816 | PA      | $7485684.99    | 0.06%             | 2050-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-46                                            | FNMA_20-46                                                              | CUSIP: 3136BAZJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1761951 | PA      | $1447827.42    | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 31296NH75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1695 | PA      | $1770.14       | 0.00%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 31298WFA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1512 | PA      | $1574.36       | 0.00%             | 2031-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-72                                            | FNMA_20-72                                                              | CUSIP: 3136BB2C5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3944704 | PA      | $756585.93     | 0.01%             | 2040-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-74                                            | FNMA_20-74                                                              | CUSIP: 3136BB6V9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3950596 | PA      | $691004.62     | 0.01%             | 2050-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC JMIKE_24-1                              | JMIKE_24-1                                                              | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2985000 | PA      | $3067630.47    | 0.02%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                | JOHNSON & JOHNSON                                                       | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     657000 | PA      | $676746.75     | 0.01%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_264                                       | FHLMC_264                                                               | CUSIP: 31325TL98<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5027329 | PA      | $513179.03     | 0.00%             | 2042-07-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_274                                            | FHLMC_274                                                               | CUSIP: 31325TQJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6340722 | PA      | $725492.72     | 0.01%             | 2042-08-15      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-58                 | FNMA_20-58                                                              | CUSIP: 3136BBHH8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3579126 | PA      | $903356.98     | 0.01%             | 2050-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_20-M43                                       | FNMA_20-M43                                                             | CUSIP: 3136BBS94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   31805711 | PA      | $2104463.05    | 0.02%             | 2034-08-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_279                 | FHLMC_279                                                               | CUSIP: 31325TVB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4356955 | PA      | $483741.08     | 0.00%             | 2042-09-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_278                                       | FHLMC_278                                                               | CUSIP: 31325TVM8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5922058 | PA      | $638218.96     | 0.00%             | 2042-09-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| FED DESJA QUEBEC                                                 | FEDERATION DES CAISSES DESJARDINS                                       | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    3485000 | PA      | $3504669.81    | 0.03%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL EXPRESS CORPORATION 2020-1 PASS THROUGH TRUSTS           | FEDEX CORP 2020-1 CLASS AA                                              | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     372912 | PA      | $323687.89     | 0.00%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP (PRE-MERGER 1)                                     | PARKLAND CORP                                                           | CUSIP: 70137WAN8<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |     805000 | PA      | $829145.65     | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PELICAN PRODUCTS INC                                             | PELICAN PRODUCTS INC TL 4.25                                            | CUSIP: 70468BAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     199483 | PA      | $171555.55     | 0.00%             | 2028-12-29      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-99                                            | FNMA_20-99                                                              | CUSIP: 3136BDFP8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10880084 | PA      | $1976003.82    | 0.01%             | 2050-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1                  | FNMA_21-1                                                               | CUSIP: 3136BDT65<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11560453 | PA      | $2017321.10    | 0.01%             | 2061-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_21-24                                            | FNMA_21-24                                                              | CUSIP: 3136BF2M4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7819804 | PA      | $496490.33     | 0.00%             | 2059-03-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-74                 | FNMA_21-74                                                              | CUSIP: 3136BJL52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   19360759 | PA      | $4097328.98    | 0.03%             | 2051-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                          | NORTHWESTERN UNIVERSITY                                                 | CUSIP: 668444AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1350000 | PA      | $968193.34     | 0.01%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                                                     | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |     770000 | PA      | $809486.12     | 0.01%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_299                                            | FHLMC_299                                                               | CUSIP: 31325TYW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2508845 | PA      | $295913.13     | 0.00%             | 2043-01-15      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_300-S1                                         | FHLMC_300                                                               | CUSIP: 31325TZH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6556843 | PA      | $743381.97     | 0.01%             | 2043-01-15      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-94                 | FNMA_21-94                                                              | CUSIP: 3136BKU26<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   22593852 | PA      | $3799190.02    | 0.03%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-5                  | FNMA_22-5                                                               | CUSIP: 3136BLGT1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   24819209 | PA      | $2942915.36    | 0.02%             | 2052-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                      | VIATRIS INC                                                             | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     772000 | PA      | $693561.78     | 0.01%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                      | VIATRIS INC                                                             | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    4374000 | PA      | $3272848.20    | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORPORATION                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1029603.46    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                                                            | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1478627.72    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_22-38                                            | FNMA_22-38                                                              | CUSIP: 3136BNLE4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2777777 | PA      | $585159.28     | 0.00%             | 2052-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE STRIP FNSTR_385                                        | FNMA_385                                                                | CUSIP: 3136FEW40<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1344806 | PA      | $244041.72     | 0.00%             | 2037-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_303                                       | FHLMC_303                                                               | CUSIP: 31325UEK8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7994875 | PA      | $1246302.65    | 0.01%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DVKV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     886782 | PA      | $819785.71     | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Novelis                                                          | NOVELIS CORP                                                            | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     535000 | PA      | $540257.63     | 0.00%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                | NSTAR ELECTRIC CO                                                       | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     342000 | PA      | $299998.69     | 0.00%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DVKY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3658807 | PA      | $3365205.16    | 0.02%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8078433 | PA      | $6827957.24    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31371F3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        378 | PA      | $378.70        | 0.00%             | 2027-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31371FGC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        375 | PA      | $394.38        | 0.00%             | 2026-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                | NSTAR ELECTRIC CO                                                       | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     295000 | PA      | $304978.73     | 0.00%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                | NSTAR ELECTRIC CO                                                       | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1798220.32    | 0.01%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1379191 | PA      | $1165545.37    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7084351 | PA      | $5928828.04    | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15880248 | PA      | $13790608.13   | 0.10%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10270098 | PA      | $9293364.21    | 0.07%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                       | NUCOR CORPORATION                                                       | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    1231000 | PA      | $1228174.20    | 0.01%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                       | NUCOR CORPORATION                                                       | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    1482000 | PA      | $1490610.82    | 0.01%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     871481 | PA      | $698410.36     | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     924443 | PA      | $740083.97     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1691510 | PA      | $1407832.72    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3197708 | PA      | $2776370.32    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   15211396 | PA      | $12683438.50   | 0.09%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1388330 | PA      | $1111314.79    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                      | VIATRIS INC                                                             | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    2287000 | PA      | $1507531.71    | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP / VICI NOTE CO                                       | CUSIP: 92564RAD7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1976028.24    | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   16749710 | PA      | $14027069.75   | 0.10%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   23774286 | PA      | $19025513.41   | 0.14%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP / VICI NOTE CO                                       | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     249000 | PA      | $240639.31     | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP/VICI NOTE CO                                         | CUSIP: 92564RAH8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1910438.12    | 0.01%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4571910 | PA      | $3826206.93    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2380                                           | FHLMC_2380                                                              | CUSIP: 31339GVP3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      18475 | PA      | $18465.95      | 0.00%             | 2031-11-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP                                                    | FERRELLGAS ESCROW LLC                                                   | CUSIP: 315289AA6<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |    2935000 | PA      | $2900931.18    | 0.02%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP                                                    | FERRELLGAS LP/FERRELLGAS FIN                                            | CUSIP: 315289AC2<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |    2854000 | PA      | $2640982.46    | 0.02%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP/VICI NOTE CO                                         | CUSIP: 92564RAJ4<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     475000 | PA      | $481277.99     | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP/VICI NOTE CO                                         | CUSIP: 92564RAL9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     410000 | PA      | $400343.57     | 0.00%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-23                                            | FNMA_13-23                                                              | CUSIP: 3136ADAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3690236 | PA      | $586942.34     | 0.00%             | 2043-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3065                                           | FHLMC_3065                                                              | CUSIP: 31396EUD6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     233286 | PA      | $256220.22     | 0.00%             | 2035-11-15      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133A6GU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8222408 | PA      | $6871355.87    | 0.05%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133AT4E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6541960 | PA      | $5501413.01    | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2993000 | PA      | $2999400.15    | 0.02%             | N/A             | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTG                                 | JPMCC_17-JP6                                                            | CUSIP: 48128KAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4872000 | PA      | $4741432.35    | 0.04%             | 2050-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA LTD                                             | NUFARM AUSTRALIA LTD                                                    | CUSIP: 67052NAB1<br>LEI: 254900Z2JJWSZ7WQM263 | Long             | DBT              | CORP              | AU        |     740000 | PA      | $683778.42     | 0.01%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                      | NUTRIEN LTD                                                             | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      86000 | PA      | $89617.92      | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kedrion                                                          | KEVLAR SPA                                                              | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    1015000 | PA      | $998768.96     | 0.01%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                          | KEYCORP                                                                 | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    4925000 | PA      | $5288937.17    | 0.04%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC                                        | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $3235849.35    | 0.02%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC                                        | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     880000 | PA      | $987851.99     | 0.01%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC (                                      | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     232000 | PA      | $235655.86     | 0.00%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                   | PSEG POWER LLC                                                          | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1192000 | PA      | $1225266.88    | 0.01%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B3WP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7125921 | PA      | $5989831.53    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B4H32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3074575 | PA      | $2700888.25    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B4JG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1886445 | PA      | $1654473.17    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B4JJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3289331 | PA      | $2776441.31    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B6D56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2901050 | PA      | $2441360.84    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B6DP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2226101 | PA      | $1875461.25    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                   | PSEG POWER LLC                                                          | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1419000 | PA      | $1468833.81    | 0.01%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                         | PVH CORP                                                                | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    5875000 | PA      | $5989470.50    | 0.04%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B9AM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4815235 | PA      | $4012046.51    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11614009 | PA      | $9246050.93    | 0.07%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PERTAMINA PERSERO PT                                             | PT PERTAMINA (PERSERO)                                                  | CUSIP: 69370PAH4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    1424000 | PA      | $1332967.52    | 0.01%             | 2030-08-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PT FREEPORT INDONESIA                                            | FREEPORT INDONESIA PT                                                   | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | NUSS              | ID        |     545000 | PA      | $555622.74     | 0.00%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3691887 | PA      | $3066742.63    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133BBTU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   16295732 | PA      | $14741143.76   | 0.11%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_24-RPL2               | PRPM_24-RPL2                                                            | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1047456 | PA      | $1018584.69    | 0.01%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PRPM ADVISORS LLC PRPM_24-NQM4                                   | PRPM_24-NQM4                                                            | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12104579 | PA      | $12190691.31   | 0.09%             | 2069-12-26      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133BDP58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1691713 | PA      | $1405256.37    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133BJE24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9253376 | PA      | $8928186.66    | 0.07%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                                | KEYSPAN CORPORATION                                                     | CUSIP: 49337WAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     670000 | PA      | $767339.04     | 0.01%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                            | KEYSPAN GAS EAST CORPORATION                                            | CUSIP: 49338CAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4625000 | PA      | $4842601.02    | 0.04%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_24-RPL2                | PRET_24-RPL2                                                            | CUSIP: 69392CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3416949 | PA      | $3281884.99    | 0.02%             | 2064-06-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST PNMSR_24-FT1                             | PNMSR_24-FT1                                                            | CUSIP: 693968AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10074353.00   | 0.07%             | 2027-12-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133BNKZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   21112030 | PA      | $19733982.39   | 0.15%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KKS75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2054850 | PA      | $1743820.98    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KL2T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5334256 | PA      | $4434651.34    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KLA64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8277552 | PA      | $6993272.49    | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PEMEX PROJECT FUNDING MASTER TRUST                                      | CUSIP: 706451BG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     900000 | PA      | $815428.17     | 0.01%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PEMEX PROJECT FUNDING MASTER TRUST                                      | CUSIP: 706451BR1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     229000 | PA      | $190990.31     | 0.00%             | 2038-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC (NEVADA)                              | FERTITTA ENTERTAINMENT LLC                                              | CUSIP: 31556TAA7<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |     875000 | PA      | $836287.69     | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                             | FIESTA PURCHASER INC                                                    | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     640000 | PA      | $680983.76     | 0.01%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KLZV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7428151 | PA      | $5932815.32    | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KLZW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7370968 | PA      | $5898578.10    | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                              | KIMCO REALTY CORPORATION                                                | CUSIP: 49446RBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3780000 | PA      | $3723673.38    | 0.03%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                 | KINDER MORGAN ENERGY PARTNERS LP                                        | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     635000 | PA      | $734952.03     | 0.01%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KMYY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10646401 | PA      | $9261637.15    | 0.07%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KN7M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6491585 | PA      | $5451613.55    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4680784 | PA      | $3962894.83    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KNQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6067031 | PA      | $5099715.80    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KPB80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10428598 | PA      | $8698910.16    | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133KPQZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10798168 | PA      | $10421906.96   | 0.08%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHS_368                                         | FHLMC_368                                                               | CUSIP: 3133Q4J91<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3547197 | PA      | $493121.76     | 0.00%             | 2048-01-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| FHLMC_2060                                                       | FHLMC_2060                                                              | CUSIP: 3133TDSX5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      18537 | PA      | $18810.26      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                 | KINDER MORGAN ENERGY PARTNERS LP                                        | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1069831.82    | 0.01%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                 | KINDER MORGAN ENERGY PARTNERS LP                                        | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     159000 | PA      | $142299.27     | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC_2310                                                       | FHLMC_2310                                                              | CUSIP: 3133TSQF3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      21194 | PA      | $21749.26      | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-34                                            | FNMA_13-34                                                              | CUSIP: 3136ADPZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8835221 | PA      | $1207209.30    | 0.01%             | 2043-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER 2 LLC CMPDC_24-2A                     | CMPDC_24-2A                                                             | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1745000 | PA      | $1755094.48    | 0.01%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-35                                            | FNMA_13-35                                                              | CUSIP: 3136ADRN1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3443504 | PA      | $263165.35     | 0.00%             | 2033-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-41                                            | FNMA_13-41                                                              | CUSIP: 3136ADT66<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3373888 | PA      | $168036.85     | 0.00%             | 2033-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMDC_25-1                                                        | CMPLLC_25-1                                                             | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1195000 | PA      | $1216242.44    | 0.01%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CONE_24-DFW1                                                     | CONE_24-DFW1                                                            | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1499062.65    | 0.01%             | 2041-08-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4698                                           | FHLMC_4698                                                              | CUSIP: 3137F1XC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9093153 | PA      | $1790532.79    | 0.01%             | 2047-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4715                                           | FHLMC_4715                                                              | CUSIP: 3137F2X43<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4337502 | PA      | $541262.52     | 0.00%             | 2047-08-15      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_23-R07              | CAS_23-R07                                                              | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3400000 | PA      | $3538782.90    | 0.03%             | 2043-09-25      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CAS_24-R04                                            | CAS_24-R04                                                              | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2994181 | PA      | $2995921.28    | 0.02%             | 2044-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K074              | FHLMC_K074                                                              | CUSIP: 3137F4D41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8660000 | PA      | $8590858.56    | 0.06%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHLMC_4787                                    | FHLMC_4787                                                              | CUSIP: 3137F57L7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     881003 | PA      | $836446.48     | 0.01%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4795                                           | FHLMC_4795                                                              | CUSIP: 3137F5R92<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3579599 | PA      | $470835.79     | 0.00%             | 2048-06-15      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5043                | FHLMC_5043                                                              | CUSIP: 3137F6RL3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13488333 | PA      | $3466249.37    | 0.03%             | 2050-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CAS_24-R04                                            | CAS_24-R04                                                              | CUSIP: 20753GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3400000 | PA      | $3449284.02    | 0.03%             | 2044-05-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_20-SBT1       | CAS_20-SBT1                                                             | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1554481.35    | 0.01%             | 2040-02-25      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5048                                           | FHLMC_5048                                                              | CUSIP: 3137F7E68<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2266414 | PA      | $436140.12     | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5058                | FHLMC_5058                                                              | CUSIP: 3137F8FM0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13510001 | PA      | $2220738.91    | 0.02%             | 2050-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                              | FIFTH THIRD BANCORP                                                     | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    2362000 | PA      | $2284165.19    | 0.02%             | 2033-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                                              | FIFTH THIRD BANK (OHIO)                                                 | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $2126195.20    | 0.02%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_20-SBT1       | CAS_20-SBT1                                                             | CUSIP: 20753VCZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3500000 | PA      | $3626609.70    | 0.03%             | 2040-02-25      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE - CAS CAS 22-R04                                      | CAS_22-R04                                                              | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $794364.60     | 0.01%             | 2042-03-25      | Variable      | 9.60%                 | No            |                  2 | On Loan: No      |
| FHLMC_5065                                                       | FHLMC_5065                                                              | CUSIP: 3137F8R88<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1078524 | PA      | $203877.03     | 0.00%             | 2044-11-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5079                | FHLMC_5079                                                              | CUSIP: 3137F9EC1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7448100 | PA      | $1276579.10    | 0.01%             | 2051-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R02                   | CAS_22-R02                                                              | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $1041816.70    | 0.01%             | 2042-01-25      | Variable      | 8.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_24-R02        | CAS_24-R02                                                              | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1515742.80    | 0.01%             | 2044-02-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K069              | FHLMC_K069                                                              | CUSIP: 3137FBU95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   34774893 | PA      | $214926.22     | 0.00%             | 2027-09-25      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4755                                           | FHLMC_4755                                                              | CUSIP: 3137FDNH1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1242181 | PA      | $1103125.75    | 0.01%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4753                | FHLMC_4753                                                              | CUSIP: 3137FE2J8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1255101 | PA      | $1000895.65    | 0.01%             | 2047-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_18-4771                                        | FHLMC_4771                                                              | CUSIP: 3137FELR9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10397438 | PA      | $9557424.67    | 0.07%             | 2048-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_19-R05              | CAS_19-R05                                                              | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1191258 | PA      | $1221199.74    | 0.01%             | 2039-07-25      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R07        | CAS_22-R07                                                              | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2700000 | PA      | $2862473.85    | 0.02%             | 2042-06-25      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_20-R02              | CAS_20-R02                                                              | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5250000 | PA      | $5357653.88    | 0.04%             | 2040-01-25      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R01        | CAS_23-R01                                                              | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3750000 | PA      | $3954445.13    | 0.03%             | 2042-12-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CAS_24-R03                                            | CAS_24-R03                                                              | CUSIP: 207941AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $1031710.30    | 0.01%             | 2044-03-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                | CONOCOPHILLIPS                                                          | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     281000 | PA      | $267470.67     | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST PNFED_24-A                   | PNFED_24-A                                                              | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1715000 | PA      | $1719483.35    | 0.01%             | 2029-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                             | PENNSYLVANIA ELECTRIC COMPANY                                           | CUSIP: 708696BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1940635.80    | 0.01%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC CYRUS_25-1                       | CYRUS_25-1A                                                             | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3305000 | PA      | $3386606.17    | 0.03%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC DLLMT_23-1                                             | DLLMT_23-1A                                                             | CUSIP: 232989AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2679093 | PA      | $2690870.16    | 0.02%             | 2027-03-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DQE44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10781611 | PA      | $9360945.50    | 0.07%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DQK54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11958346 | PA      | $10452633.05   | 0.08%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3085                                           | FHLMC_3085                                                              | CUSIP: 31396FRK1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     315623 | PA      | $317182.27     | 0.00%             | 2035-08-15      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3081                                           | FHLMC_3081                                                              | CUSIP: 31396FXD0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     364170 | PA      | $407422.92     | 0.00%             | 2035-12-15      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DVK79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2910523 | PA      | $2566823.54    | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DVKQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3149677 | PA      | $2900523.38    | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                             | PENNSYLVANIA ELECTRIC COMPANY                                           | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     725000 | PA      | $727456.52     | 0.01%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMISSION                              | Pennsylvania Turnpike Commission                                        | CUSIP: 709223VZ1<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    1620000 | PA      | $1748149.13    | 0.01%             | 2039-12-01      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B5M74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1897609 | PA      | $1667184.58    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B5NC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1671321 | PA      | $1410445.40    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B5NE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2624021 | PA      | $2211905.98    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                                                         | CUSIP: 3133B6D49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3456145 | PA      | $3036087.50    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-171             | GNMA_20-171                                                             | CUSIP: 38380REH9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5762446 | PA      | $398862.08     | 0.00%             | 2060-10-16      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-86              | GNMA_19-86                                                              | CUSIP: 38381WE46<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2786689 | PA      | $183688.54     | 0.00%             | 2049-07-20      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-88              | GNMA_17-88                                                              | CUSIP: 38380FRG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1385002 | PA      | $237342.25     | 0.00%             | 2046-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-168             | GNMA_17-168                                                             | CUSIP: 38380JDW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14249193 | PA      | $504387.22     | 0.00%             | 2059-12-16      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                | KINDER MORGAN INC                                                       | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1463636.46    | 0.01%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KKR INDUSTRIAL PORTFOLIO TRUST KIND_24-1                         | KIND_24-1                                                               | CUSIP: 494925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2502338.75    | 0.02%             | 2041-08-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                  | PENNYMAC FINANCIAL SERVICES INC                                         | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1831698.50    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                  | PENNYMAC FINANCIAL SERVICES INC                                         | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1789688.62    | 0.01%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-2               | GNMA_18-2                                                               | CUSIP: 38380JLX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6911173 | PA      | $295858.33     | 0.00%             | 2059-12-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-H01             | GNMA_19-H01                                                             | CUSIP: 38380LPU1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     143221 | PA      | $143153.59     | 0.00%             | 2068-12-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-H10             | GNMA_19-H10                                                             | CUSIP: 38380LVZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     554699 | PA      | $554051.25     | 0.00%             | 2069-05-20      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-110             | GNMA_18-110                                                             | CUSIP: 38380MDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19419178 | PA      | $603520.86     | 0.00%             | 2059-11-16      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                       | PENSKE TRUCK LEASING CO LP/PTL                                          | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     691000 | PA      | $686158.62     | 0.01%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                       | PENSKE TRUCK LEASING CO LP/PTL FIN                                      | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1015000 | PA      | $993104.28     | 0.01%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     309000 | PA      | $309687.08     | 0.00%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1243788.78    | 0.01%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3121                                           | FHLMC_3121                                                              | CUSIP: 31396JFW0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      54747 | PA      | $57794.76      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                                | KINROSS GOLD CORP                                                       | CUSIP: 496902AQ0<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    1239000 | PA      | $1241496.48    | 0.01%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                             | KITE REALTY GROUP LP                                                    | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     262000 | PA      | $260828.44     | 0.00%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1755216.90    | 0.01%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1754000 | PA      | $1769095.12    | 0.01%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     206000 | PA      | $212630.06     | 0.00%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1597000 | PA      | $1636448.30    | 0.01%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-108             | GNMA_20-108                                                             | CUSIP: 38380PWY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8495773 | PA      | $489053.23     | 0.00%             | 2062-06-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_20-H13            | GNMA_20-H13                                                             | CUSIP: 38380QGX4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     914532 | PA      | $913195.33     | 0.01%             | 2070-08-20      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-H08             | GNMA_21-H08                                                             | CUSIP: 38380QS86<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     979701 | PA      | $7237.44       | 0.00%             | 2068-01-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-H03             | GNMA_21-H03                                                             | CUSIP: 38380QYD8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7226085 | PA      | $47932.07      | 0.00%             | 2070-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                                                    | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     850000 | PA      | $873187.77     | 0.01%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                            | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1683000 | PA      | $1521144.50    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-40              | GNMA_21-40                                                              | CUSIP: 38380RE71<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6543127 | PA      | $401677.98     | 0.00%             | 2063-02-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTO INC                                                 | GROUP 1 AUTOMOTIVE INC                                                  | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1073728.54    | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                            | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    4561000 | PA      | $3854841.03    | 0.03%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                            | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1784000 | PA      | $1484250.43    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                      | CIGNA CORP                                                              | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $1548569.20    | 0.01%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                      | CIGNA CORP                                                              | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    4371000 | PA      | $3920606.94    | 0.03%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                      | CIGNA CORP                                                              | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $809806.83     | 0.01%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                               | GUATEMALA (REPUBLIC OF)                                                 | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1650000 | PA      | $1708457.53    | 0.01%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                               | GUATEMALA (REPUBLIC OF)                                                 | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     800000 | PA      | $830633.33     | 0.01%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                         | GULF POWER CO                                                           | CUSIP: 402479CE7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1148885.55    | 0.01%             | 2044-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO LTD HGI_22-FL3                                       | HGI_22-FL3                                                              | CUSIP: 403950AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     644906 | PA      | $644704.88     | 0.00%             | 2037-04-20      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                      | CIGNA GROUP/THE                                                         | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     749000 | PA      | $763671.43     | 0.01%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-99              | GNMA_19-99                                                              | CUSIP: 38381XTL0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4639037 | PA      | $969650.21     | 0.01%             | 2049-08-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110             | GNMA_19-110                                                             | CUSIP: 38381YWF7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   18429484 | PA      | $3535801.51    | 0.03%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1169000 | PA      | $1171008.32    | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1142000 | PA      | $1143084.84    | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2515000 | PA      | $2322236.40    | 0.02%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-123             | GNMA_19-123                                                             | CUSIP: 38382AMZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9704058 | PA      | $1239627.45    | 0.01%             | 2049-10-20      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-32              | GNMA_20-32                                                              | CUSIP: 38382DPH6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7398783 | PA      | $1285764.16    | 0.01%             | 2047-03-16      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| KSL COMMERCIAL MORTGAGE TRUST KSL_24-HT2                         | KSL_24-HT2                                                              | CUSIP: 500937AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4981293.00    | 0.04%             | 2039-12-15      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                        | KROGER CO                                                               | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     844000 | PA      | $789402.95     | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-112             | GNMA_20-112                                                             | CUSIP: 38382HKN9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3280015 | PA      | $467863.90     | 0.00%             | 2050-08-20      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-134             | GNMA_20-134                                                             | CUSIP: 38382JFM3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8187870 | PA      | $1384097.22    | 0.01%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-129             | GNMA_20-129                                                             | CUSIP: 38382JYW0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   22348273 | PA      | $3696120.53    | 0.03%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-7               | GNMA_21-7                                                               | CUSIP: 38382M4B2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   35797351 | PA      | $4257013.85    | 0.03%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-7               | GNMA_21-7                                                               | CUSIP: 38382M5R6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6926262 | PA      | $1014074.78    | 0.01%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-49              | GNMA_21-49                                                              | CUSIP: 38382PY97<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17103568 | PA      | $2525842.96    | 0.02%             | 2051-03-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                       | PENSKE TRUCK LEASING CO LP                                              | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2707000 | PA      | $2790043.68    | 0.02%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                       | PENSKE TRUCK LEASING CO LP                                              | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1433000 | PA      | $1474223.81    | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-57              | GNMA_21-57                                                              | CUSIP: 38382QAV2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2713837 | PA      | $385158.82     | 0.00%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-81              | GNMA_21-81                                                              | CUSIP: 38382TWR1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3134929 | PA      | $606027.28     | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_22-H22              | GNMA_22-H22                                                             | CUSIP: 38382YA45<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1692652 | PA      | $1694658.76    | 0.01%             | 2072-09-20      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-H01             | GNMA_22-H01                                                             | CUSIP: 38382YKX0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6780092 | PA      | $6757105.94    | 0.05%             | 2072-01-20      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                        | KROGER CO                                                               | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1108000 | PA      | $1039096.63    | 0.01%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| M&T BK CORP                                                      | M&T BANK CORPORATION                                                    | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2779963.62    | 0.02%             | 2031-07-08      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-H09             | GNMA_22-H09                                                             | CUSIP: 38382YRK1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1969265 | PA      | $1962600.75    | 0.01%             | 2072-04-20      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-H09             | GNMA_22-H09                                                             | CUSIP: 38382YRP0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1972014 | PA      | $1972336.38    | 0.01%             | 2072-04-20      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| M&T BK CORP                                                      | M&T BANK CORPORATION                                                    | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    5481000 | PA      | $5517080.96    | 0.04%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                 | MDC HOLDINGS INC                                                        | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $2006260.27    | 0.01%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-201             | GNMA_22-201                                                             | CUSIP: 38383LPG9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2579088 | PA      | $2585172.99    | 0.02%             | 2052-11-20      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-133             | GNMA_22-132                                                             | CUSIP: 38383T8X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10700771 | PA      | $460369.62     | 0.00%             | 2064-10-16      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9569884 | PA      | $8340359.33    | 0.06%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-125             | GNMA_22-125                                                             | CUSIP: 38383TVZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8258914 | PA      | $1461233.93    | 0.01%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-70              | GNMA_23-70                                                              | CUSIP: 38384AEP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2155382 | PA      | $373770.00     | 0.00%             | 2052-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-110             | GNMA_23-110                                                             | CUSIP: 38384B6D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9766858 | PA      | $692012.19     | 0.01%             | 2058-07-16      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-111             | GNMA_23-111                                                             | CUSIP: 38384CJJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3156047 | PA      | $3226266.24    | 0.02%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                            | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2474000 | PA      | $2404714.31    | 0.02%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                            | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     756000 | PA      | $781463.83     | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12698819 | PA      | $11873052.55   | 0.09%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3789096 | PA      | $3152355.21    | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   14390798 | PA      | $11457873.61   | 0.08%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   19897197 | PA      | $16592356.74   | 0.12%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                            | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1114000 | PA      | $1101247.32    | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                            | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     850000 | PA      | $875611.20     | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                       | PENSKE TRUCK LEASING CO LP                                              | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1344000 | PA      | $1386611.47    | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                      | PEPSICO INC                                                             | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $3086632.50    | 0.02%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4495410 | PA      | $4087266.84    | 0.03%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   91364920 | PA      | $76168018.38   | 0.56%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   33671174 | PA      | $29234374.23   | 0.22%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1700505 | PA      | $1589840.78    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                              | ASCENT RESOURCES UTICA/ARU FIN                                          | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     150000 | PA      | $181170.13     | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                              | ASCENT RESOURCES UTICA HOLDINGS LL                                      | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     340000 | PA      | $346182.35     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   22434114 | PA      | $17879202.45   | 0.13%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2970871 | PA      | $2473495.45    | 0.02%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | PERMIAN RESOURCES OPERATING LLC                                         | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1046640.16    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                     | PERRIGO FINANCE UNLIMITED CO                                            | CUSIP: 71429MAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1025000 | PA      | $1031755.62    | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                            | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     408000 | PA      | $421127.98     | 0.00%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                                            | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   17113000 | PA      | $17315147.56   | 0.13%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONES        | PERUSAHAAN PENERBIT SURAT BERHARGA                                      | CUSIP: 71567RAP1<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $931041.74     | 0.01%             | 2030-06-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71643VAB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    6281000 | PA      | $6025330.94    | 0.04%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_21-FL6           | MF1_21-FL6                                                              | CUSIP: 55283TAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6855603.30    | 0.05%             | 2036-07-16      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_22-FL9           | MF1_22-FL9                                                              | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2146002 | PA      | $2146002.46    | 0.02%             | 2037-06-19      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                           | BROOKFIELD FINANCE INC                                                  | CUSIP: 11271LAA0<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     791000 | PA      | $790067.24     | 0.01%             | 2026-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERTIES ULC (ALBERTA)                  | BROOKFIELD RESIDENTIAL PROPERTIES                                       | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1560000 | PA      | $1555377.84    | 0.01%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERTIES ULC (ALBERTA)                  | BROOKFIELD RESIDENTIAL PROPERTIES                                       | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2575000 | PA      | $2365505.54    | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                            | BROOKLYN UNION GAS CO                                                   | CUSIP: 114259AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1912346.87    | 0.01%             | 2054-07-18      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                | BROWN & BROWN INC                                                       | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1338000 | PA      | $1355287.33    | 0.01%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BUNGE FINANCE LTD CORP                                           | BUNGE LIMITED FINANCE CORPORATION                                       | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     457000 | PA      | $454894.01     | 0.00%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MED TRUST MED_24-MOB                                             | MED_24-MOB                                                              | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5200000 | PA      | $5171790.00    | 0.04%             | 2041-05-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_25-FL17          | MF1_25-FL17                                                             | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2850000 | PA      | $2851782.68    | 0.02%             | 2040-02-18      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QCC4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1257000 | PA      | $983233.59     | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QCG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   11722000 | PA      | $11773558.05   | 0.09%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QCK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    2276000 | PA      | $2228837.92    | 0.02%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QCP5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     625000 | PA      | $628106.30     | 0.00%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_25-FL19          | MF1_25-FL19                                                             | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3000000 | PA      | $3007502.70    | 0.02%             | 2042-05-18      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_25-NQM2                                           | MFRA_25-NQM2                                                            | CUSIP: 55287MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7843203 | PA      | $7913919.63    | 0.06%             | 2070-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-6                     | CHASE_24-6                                                              | CUSIP: 161931AK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1293309 | PA      | $1304221.35    | 0.01%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                      | CHENIERE ENERGY PARTNERS LP                                             | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     545000 | PA      | $543734.59     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC CFII_23-1                              | CFII_23-1A                                                              | CUSIP: 165183CU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1145426 | PA      | $1152178.55    | 0.01%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC CFII_24-1                              | CFII_24-1A                                                              | CUSIP: 165183DE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1091353 | PA      | $1102842.93    | 0.01%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC.                                                 | CHEVRON USA INC                                                         | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    3875000 | PA      | $3961363.96    | 0.03%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC.                                                 | CHEVRON USA INC                                                         | CUSIP: 166756BK1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     765000 | PA      | $766883.71     | 0.01%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC.                                                 | CHEVRON USA INC                                                         | CUSIP: 166756BL9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    1434000 | PA      | $1428266.17    | 0.01%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING                                  | CLEVELAND ELECTRIC ILLUMINATING CO                                      | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3111000 | PA      | $3045880.75    | 0.02%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                         | CLOUD SOFTWARE GROUP INC                                                | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1448641.28    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2021-3 LLC CLVR_21-3AR                                | CLVR_21-3A                                                              | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10150000 | PA      | $10153491.60   | 0.08%             | 2035-01-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | CLYDESDALE ACQUISITION HOLDINGS                                         | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1985010.75    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                              | CLYDESDALE ACQUISITION HOLDINGS IN                                      | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     800000 | PA      | $821598.53     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                               | CNO GLOBAL FUNDING                                                      | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    1568000 | PA      | $1609692.75    | 0.01%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COBANK                                                           | COBANK ACB                                                              | CUSIP: 19075QAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     403000 | PA      | $412935.80     | 0.00%             | 2079-12-31      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED INC                                       | COCA-COLA CONSOLIDATED INC                                              | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |     971000 | PA      | $1002371.97    | 0.01%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST MTBAT_25-1                       | MTBAT_25-1                                                              | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1425000 | PA      | $1440763.07    | 0.01%             | 2030-06-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MERIT MHP_22-MHIL                                                | MHP_22-MHIL                                                             | CUSIP: 55293DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2400001.20    | 0.02%             | 2027-01-15      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QDC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    6120000 | PA      | $6096650.84    | 0.05%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                                                     | CUSIP: 71654QDE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    3025000 | PA      | $2830753.53    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC                                  | COGENT COMMUNICATIONS GROUP INC                                         | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     355000 | PA      | $353783.35     | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                                                  | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     250000 | PA      | $243473.45     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4765                                           | FHLMC_4765                                                              | CUSIP: 3137FEQ29<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3765135 | PA      | $2950032.90    | 0.02%             | 2048-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4793                                           | FHLMC_4793                                                              | CUSIP: 3137FEXM7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     745675 | PA      | $671135.28     | 0.00%             | 2048-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   38801610 | PA      | $36272285.26   | 0.27%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   27693700 | PA      | $26723343.36   | 0.20%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE TRUST BX_24-GPA3                             | BX_24-GPA3                                                              | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4584791 | PA      | $4600517.05    | 0.03%             | 2039-12-15      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_25-TAIL                                              | BX_25-TAIL                                                              | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6310000 | PA      | $6317891.92    | 0.05%             | 2035-06-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL                                               | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     188000 | PA      | $187349.82     | 0.00%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL                                               | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1509425.03    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                                                  | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1862000 | PA      | $1959489.98    | 0.01%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                                                  | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2000000 | PA      | $2112115.34    | 0.02%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_25-VLT7                                              | BX_25-VLT7                                                              | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9280000 | PA      | $9314724.83    | 0.07%             | 2027-07-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_25-VLT7                                              | BX_25-VLT7                                                              | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5100000 | PA      | $5112755.10    | 0.04%             | 2027-07-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                                                  | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     525000 | PA      | $537546.65     | 0.00%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                                                  | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1150000 | PA      | $1166964.72    | 0.01%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-AIRC                          | BX_24-AIRC                                                              | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4680976 | PA      | $4697078.17    | 0.03%             | 2039-08-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_25-VLT6                                              | BX_25-VLT6                                                              | CUSIP: 12433KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4992176.00    | 0.04%             | 2042-03-15      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                                                  | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1575000 | PA      | $1709397.61    | 0.01%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                    | COLUMBIA SHORT TERM CASH FUND                                           | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 1882313893 | NS      | $1881749198.92 | 13.93%            |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                            | PFIZER INVESTMENT ENTERPRISES PTE                                       | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     548000 | PA      | $558268.00     | 0.00%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                            | PFIZER INVESTMENT ENTERPRISES PTE                                       | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     622000 | PA      | $623449.45     | 0.00%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_303                                       | FHLMC_303                                                               | CUSIP: 31325UEU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5152115 | PA      | $763924.02     | 0.01%             | 2042-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_326                                            | FHLMC_326                                                               | CUSIP: 31325VB94<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10656863 | PA      | $1137501.89    | 0.01%             | 2044-03-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS FHS_336-S1                                    | FHLMC_336                                                               | CUSIP: 31325VK29<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4483909 | PA      | $513872.51     | 0.00%             | 2044-08-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_337-S1                                         | FHLMC_337                                                               | CUSIP: 31325VL36<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7368117 | PA      | $795339.13     | 0.01%             | 2044-09-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIP FHS_351                                        | FHLMC_351                                                               | CUSIP: 31325WQP0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     245390 | PA      | $42605.57      | 0.00%             | 2046-02-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XD72<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     264836 | PA      | $29357.39      | 0.00%             | 2046-12-15      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL                                               | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1565680.51    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL                                               | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1661373.54    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5078                                           | FHLMC_5078                                                              | CUSIP: 3137FF5R4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2740000 | PA      | $468957.30     | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5088                | FHLMC_5088                                                              | CUSIP: 3137FFEG8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   22239936 | PA      | $3252212.51    | 0.02%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XDB3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     284087 | PA      | $37287.80      | 0.00%             | 2046-12-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XDN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     274764 | PA      | $41122.84      | 0.00%             | 2046-12-15      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                                    | M/I HOMES INC                                                           | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     650000 | PA      | $643369.66     | 0.00%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MKT MORTGAGE TRUST MKT_20-525M                                   | MKT_20-525M                                                             | CUSIP: 55316PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1575000 | PA      | $1394269.38    | 0.01%             | 2040-02-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                            | PFIZER INVESTMENT ENTERPRISES PTE                                       | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    1223000 | PA      | $1113255.08    | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                     | PUBLIC SERVICE ENTERPRISE GROUP IN                                      | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     814000 | PA      | $831778.75     | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XDV9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     146938 | PA      | $24429.73      | 0.00%             | 2046-12-15      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XJ27<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     576387 | PA      | $102936.72     | 0.00%             | 2046-12-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWEB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   16926571 | PA      | $16337010.77   | 0.12%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWED1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5162878 | PA      | $5116538.26    | 0.04%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5081                                           | FHLMC_5081                                                              | CUSIP: 3137FFWD5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   38548486 | PA      | $6521428.56    | 0.05%             | 2051-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4839                | FHLMC_4839                                                              | CUSIP: 3137FJGT0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2246564 | PA      | $2161083.59    | 0.02%             | 2051-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                     | PUBLIC SERVICE ENTERPRISE GROUP IN                                      | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     352000 | PA      | $359011.24     | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                      | PUBLIC STORAGE OPERATING CO                                             | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    3490000 | PA      | $3508137.94    | 0.03%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     773439 | PA      | $767334.19     | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1183775 | PA      | $983975.14     | 0.01%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR_4839                                      | FHLMC_4839                                                              | CUSIP: 3137FJK99<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   33661351 | PA      | $4933633.14    | 0.04%             | 2056-08-15      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC-4864                                           | FHLMC_4864                                                              | CUSIP: 3137FKYY6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2405605 | PA      | $453246.82     | 0.00%             | 2048-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XJG6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3444518 | PA      | $525902.28     | 0.00%             | 2046-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XJY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3384498 | PA      | $447507.22     | 0.00%             | 2046-12-15      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K091              | FHLMC_K091                                                              | CUSIP: 3137FLNB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   38348934 | PA      | $685786.32     | 0.01%             | 2029-03-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K735             | FHLMC_K735                                                              | CUSIP: 3137FMU83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12181796 | PA      | $62609.56      | 0.00%             | 2026-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHLMC_364                                       | FHLMC_364                                                               | CUSIP: 31325XJZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1905567 | PA      | $296179.58     | 0.00%             | 2046-12-15      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIP FHSTR_390                                      | FHLMC_390                                                               | CUSIP: 31325YXQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7157125 | PA      | $1694593.41    | 0.01%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_K129       | FHLMC_K129                                                              | CUSIP: 3137H13R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12499905 | PA      | $554108.27     | 0.00%             | 2031-05-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K131             | FHLMC_K131                                                              | CUSIP: 3137H2N83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12748385 | PA      | $459006.87     | 0.00%             | 2031-07-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHS_390                                         | FHLMC_390                                                               | CUSIP: 31325YXT0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8184997 | PA      | $2227749.42    | 0.02%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS MIRROR                                                  | CUSIP: 31329QM65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1663556 | PA      | $1579934.24    | 0.01%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K1521            | FHLMC_K1521                                                             | CUSIP: 3137H2NZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23190440 | PA      | $1720060.47    | 0.01%             | 2036-08-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC-5153                                           | FHLMC_5153                                                              | CUSIP: 3137H33P5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7227204 | PA      | $1329365.38    | 0.01%             | 2051-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DM2K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   18256601 | PA      | $15177668.83   | 0.11%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DMHG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5844821 | PA      | $5178936.13    | 0.04%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-71                                            | FNMA_06-71                                                              | CUSIP: 31396KVS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      99681 | PA      | $104666.00     | 0.00%             | 2035-05-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3181                                           | FHLMC_3181                                                              | CUSIP: 31396UQN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      21553 | PA      | $22793.51      | 0.00%             | 2036-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                 | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1305329.92    | 0.01%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                 | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     903000 | PA      | $897794.71     | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-50                                            | FNMA_07-50                                                              | CUSIP: 31396V6J2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     308657 | PA      | $323703.56     | 0.00%             | 2037-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN FNW_07-W7                                   | FNMA_07-W7                                                              | CUSIP: 31396WVA1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      33099 | PA      | $44521.02      | 0.00%             | 2037-07-25      | Variable      | 12.40%                | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DPE20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3150863 | PA      | $2637675.90    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138AVSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     919763 | PA      | $896706.20     | 0.01%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-90                                            | FNMA_07-90                                                              | CUSIP: 31396XSN5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       5682 | PA      | $5675.19       | 0.00%             | 2037-09-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_08-15                                            | FNMA_08-15                                                              | CUSIP: 31396YE99<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     156273 | PA      | $209937.53     | 0.00%             | 2036-08-25      | Variable      | 10.69%                | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138E5TQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     388695 | PA      | $386748.85     | 0.00%             | 2042-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138EAE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     157203 | PA      | $152871.34     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138EG5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     249585 | PA      | $262885.77     | 0.00%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BIDCO LTD                                        | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     630263 | PA      | $567789.77     | 0.00%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3404                                           | FHLMC_3404                                                              | CUSIP: 31397PSV3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1124762 | PA      | $111602.19     | 0.00%             | 2038-01-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-150                                           | FNMA_10-150                                                             | CUSIP: 31397QDU9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      76039 | PA      | $75959.56      | 0.00%             | 2040-10-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                            | QNITY ELECTRONICS INC                                                   | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     380000 | PA      | $386371.39     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                            | QNITY ELECTRONICS INC                                                   | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     230000 | PA      | $237749.71     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-18                                            | FNMA_11-18                                                              | CUSIP: 31397QF94<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2363569 | PA      | $2326707.47    | 0.02%             | 2041-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-47                                            | FNMA_11-47                                                              | CUSIP: 31397UDW6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3238225 | PA      | $306652.46     | 0.00%             | 2041-06-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| GMRF MORTGAGE ACQUISTION CO LLC GFMT_18-2                        | GFMT_18-2                                                               | CUSIP: 36418GBX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     411024 | PA      | $400268.37     | 0.00%             | 2058-10-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| GFMT_19-1                                                        | GFMT_19-1                                                               | CUSIP: 36418WBV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1475898 | PA      | $1422724.70    | 0.01%             | 2059-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                 | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1374000 | PA      | $1256013.62    | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                 | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     275000 | PA      | $271265.64     | 0.00%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-53                                            | FNMA_11-53                                                              | CUSIP: 31397UPC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     203486 | PA      | $205015.62     | 0.00%             | 2041-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-87                                            | FNMA_09-87                                                              | CUSIP: 31398FR78<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2453087 | PA      | $228237.13     | 0.00%             | 2039-11-25      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-100                                           | FNMA_09-100                                                             | CUSIP: 31398GCS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1795838 | PA      | $205950.11     | 0.00%             | 2039-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3564                                           | FHLMC_3564                                                              | CUSIP: 31398JDG5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     138799 | PA      | $141151.23     | 0.00%             | 2037-01-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| GFMT_19-1                                                        | GFMT_19-1                                                               | CUSIP: 36418WBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     831044 | PA      | $807740.01     | 0.01%             | 2059-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_22-FRR3                           | GAM_22-FRR3                                                             | CUSIP: 36459DBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40925 | PA      | $40277.43      | 0.00%             | 2048-05-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3578                                           | FHLMC_3578                                                              | CUSIP: 31398JW25<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1610580 | PA      | $136602.66     | 0.00%             | 2036-04-15      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-21                                            | FNMA_10-21                                                              | CUSIP: 31398MUC8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3888955 | PA      | $294641.65     | 0.00%             | 2040-03-25      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_22-FRR3                           | GAM_22-FRR3                                                             | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1473000 | PA      | $1417926.00    | 0.01%             | 2048-05-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_22-FRR3                           | GAM_22-FRR3                                                             | CUSIP: 36459DCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3736000 | PA      | $3431014.63    | 0.03%             | 2052-01-29      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| FNMA_10-131                                                      | FNMA_10-131                                                             | CUSIP: 31398N5H3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2291880 | PA      | $312680.11     | 0.00%             | 2040-11-25      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_3747                | FHLMC_3747                                                              | CUSIP: 31398QTR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2434050 | PA      | $2430523.52    | 0.02%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_21-LGCY                                              | BX_21-LGCY                                                              | CUSIP: 12434DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     590000 | PA      | $587787.50     | 0.00%             | 2036-10-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_23-XL3                           | BX_23-XL3                                                               | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3580044 | PA      | $3586756.65    | 0.03%             | 2040-12-09      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9661176 | PA      | $9032916.87    | 0.07%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   20708356 | PA      | $19360615.97   | 0.14%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                 | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     321000 | PA      | $323521.11     | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                 | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     957000 | PA      | $948759.63     | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                            | QUEST DIAGNOSTICS INCORPORATED                                          | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     263000 | PA      | $247520.97     | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                            | QUEST DIAGNOSTICS INCORPORATED                                          | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     278000 | PA      | $254335.67     | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                          | GAP INC                                                                 | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1451701.24    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                              | GENERAL ELECTRIC CAPITAL CORP                                           | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    5380000 | PA      | $5078093.23    | 0.04%             | 2036-08-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-57                                            | FNMA_10-57                                                              | CUSIP: 31398RG82<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     996498 | PA      | $106973.30     | 0.00%             | 2040-06-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-142                                           | FNMA_10-142                                                             | CUSIP: 31398SKU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     420858 | PA      | $294151.88     | 0.00%             | 2040-12-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                | GENERAL MILLS INC                                                       | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    2545000 | PA      | $2601655.05    | 0.02%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                | GENERAL MOTORS CO                                                       | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     308000 | PA      | $303993.41     | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC                                        | CUSIP: 12543DBM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     755000 | PA      | $676798.89     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS CWHL_07-H                                 | CWHL_07-HY5                                                             | CUSIP: 12544BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     278545 | PA      | $218572.90     | 0.00%             | 2047-09-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                | GENERAL MOTORS CO                                                       | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    4415000 | PA      | $4217874.66    | 0.03%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                | GENERAL MOTORS CO                                                       | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     271000 | PA      | $271139.12     | 0.00%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-136                                           | FNMA_10-136                                                             | CUSIP: 31398STJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1243684 | PA      | $1216947.56    | 0.01%             | 2040-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-139                                           | FNMA_10-139                                                             | CUSIP: 31398SWG4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1220631 | PA      | $1169447.38    | 0.01%             | 2040-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                | GENERAL MOTORS CO                                                       | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3337218.24    | 0.02%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1858395.36    | 0.01%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31400B3Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       3365 | PA      | $3520.67       | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XD6D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3800022 | PA      | $3211769.45    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1623759.28    | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1140542.28    | 0.01%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XD6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3819724 | PA      | $3233892.55    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XF2B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     944949 | PA      | $764820.98     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2659756.60    | 0.02%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $3389113.99    | 0.03%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XF2C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     788547 | PA      | $636989.26     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR                                                               | CUSIP: 31418AWX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1147285 | PA      | $1107616.07    | 0.01%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR                                                               | CUSIP: 31418AYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1810398 | PA      | $1771891.53    | 0.01%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3374207 | PA      | $3208161.86    | 0.02%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1095638 | PA      | $1071211.89    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CFE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1691769 | PA      | $1570777.32    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1664697 | PA      | $1485987.80    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     200500 | PA      | $185344.71     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-97              | GNMA_24-97                                                              | CUSIP: 38384PTK6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   30732938 | PA      | $7106512.38    | 0.05%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-97              | GNMA_24-97                                                              | CUSIP: 38384PYX2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4216347 | PA      | $4225704.23    | 0.03%             | 2054-06-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1718823 | PA      | $1642689.92    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3400410 | PA      | $3141960.55    | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_353                                            | FHLMC_353                                                               | CUSIP: 3132J0LM7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4394247 | PA      | $3972212.16    | 0.03%             | 2046-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132JAPW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3264580 | PA      | $3060507.85    | 0.02%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-134             | GNMA_24-134                                                             | CUSIP: 38384VCE5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7542120 | PA      | $646699.10     | 0.00%             | 2054-08-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                          | GC EDUCATION INC                                                        | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     530000 | PA      | $519936.16     | 0.00%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CR71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2302781 | PA      | $2037938.04    | 0.02%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2417078 | PA      | $2143934.99    | 0.02%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD CIFC_15-4A                                      | CIFC_15-4A                                                              | CUSIP: 12550TBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6300000 | PA      | $6313280.40    | 0.05%             | 2034-04-20      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                      | CIGNA CORP                                                              | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     236000 | PA      | $221478.98     | 0.00%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2017467 | PA      | $1855188.70    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6533993 | PA      | $5456747.83    | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK BANK_23-5YR3                                                | BANK5_23-5YR3                                                           | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2985000 | PA      | $3174440.64    | 0.02%             | 2056-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418D2N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     926690 | PA      | $808587.17     | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3925257 | PA      | $3135619.05    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_25-FL20          | MF1_25-FL20                                                             | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4250000 | PA      | $4251326.85    | 0.03%             | 2037-08-18      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECH INC                                               | MICROCHIP TECHNOLOGY INCORPORATED                                       | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    3045000 | PA      | $3106655.57    | 0.02%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                            | QUEST DIAGNOSTICS INCORPORATED                                          | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     500000 | PA      | $550652.26     | 0.00%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                            | QUEST DIAGNOSTICS INCORPORATED                                          | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1420180.94    | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_23-5YR4                                              | BANK5_23-5YR4                                                           | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1207531 | PA      | $1277073.39    | 0.01%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_24-5YR7                                              | BANK5_24-5YR7                                                           | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5225728.50    | 0.04%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP                                                            | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2229286.78    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP                                                            | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     575000 | PA      | $574384.70     | 0.00%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418D4Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5990858 | PA      | $5212466.97    | 0.04%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5799901 | PA      | $4378900.06    | 0.03%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                   | GRAY MEDIA INC                                                          | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     985000 | PA      | $971135.96     | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP                                       | GREAT CANADIAN GAMING CORP                                              | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     175000 | PA      | $167938.75     | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP                                                            | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1977045.07    | 0.01%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP                                                            | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    4045000 | PA      | $4012065.97    | 0.03%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                 | BANK OF MONTREAL                                                        | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    2103000 | PA      | $2130744.23    | 0.02%             | 2030-09-10      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                 | BANK OF MONTREAL                                                        | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    2715000 | PA      | $2769025.24    | 0.02%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5977505 | PA      | $4975319.67    | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418D6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     396224 | PA      | $345398.63     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GREENACRE PARK CLO LLC GNAPK_21-2                                | GNAPK_21-2                                                              | CUSIP: 39355WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6950000 | PA      | $6986744.65    | 0.05%             | 2037-07-20      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST GSKY_24-1                 | GSKY_24-1                                                               | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1745000 | PA      | $1799853.73    | 0.01%             | 2059-06-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP TLB10 1.75                                                 | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    1077816 | PA      | $1076576.05    | 0.01%             | 2031-01-31      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                            | CAMDEN PROPERTY TRUST                                                   | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    1089000 | PA      | $1108666.81    | 0.01%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR - JUMBO-C                                      | CUSIP: 31418DHY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     200765 | PA      | $171432.80     | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR - JUMBO-C                                      | CUSIP: 31418DLY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1048432 | PA      | $895226.21     | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                                 | BANK OF NEW YORK MELLON CORP/THE                                        | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    2770000 | PA      | $2782695.03    | 0.02%             | 2027-04-26      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                                 | BANK OF NEW YORK MELLON CORP/THE                                        | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    3515000 | PA      | $3610420.47    | 0.03%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST GSKY_24-2                 | GSKY_24-2                                                               | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     407513 | PA      | $413159.21     | 0.00%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GREYWOLF CLO LTD GWOLF_18-2A                                     | GWOLF_18-2A                                                             | CUSIP: 39809AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1714057 | PA      | $1713290.43    | 0.01%             | 2031-10-20      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                  | CORNERSTONE BUILDING BRANDS INC                                         | CUSIP: 13323NAA0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    1544000 | PA      | $1485167.02    | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS CO                                                     | CAMPBELL SOUP COMPANY                                                   | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     967000 | PA      | $992907.78     | 0.01%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17587114 | PA      | $14047324.28   | 0.10%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIRST INDSTR LP                                                  | FIRST INDUSTRIAL LP                                                     | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |    1905000 | PA      | $1943117.07    | 0.01%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                                 | BANK OF NEW YORK MELLON CORP/THE                                        | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     538000 | PA      | $550687.29     | 0.00%             | 2036-06-06      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                              | BANK OF NEW ZEALAND                                                     | CUSIP: 06407EAE5<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    2140000 | PA      | $2086862.94    | 0.02%             | 2027-01-27      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| GREYSTONE COMMERCIAL CAPITAL TRUST SERIES GRYCCT_21-2            | GREYSTONE COMM CAPITAL TRUST                                            | CUSIP: 39810DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9190225 | PA      | $8179300.30    | 0.06%             | 2028-08-31      | Variable      | 7.71%                 | No            |                  3 | On Loan: No      |
| GREYSTONE COMMERCIAL REAL ESTATE NOTES LTD GSTNE_25-FL4          | GSTNE_25-FL4                                                            | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2510415.75    | 0.02%             | 2043-01-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                       | FIRST QUANTUM MINERALS LTD                                              | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1730000 | PA      | $1837480.17    | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                       | FIRST QUANTUM MINERALS LTD                                              | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1275000 | PA      | $1286680.73    | 0.01%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                                 | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1047000 | PA      | $1074695.10    | 0.01%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                                 | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    5444000 | PA      | $5560549.84    | 0.04%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMER                                 | CANADIAN IMPERIAL BANK OF COMMERCE                                      | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    5150000 | PA      | $5225660.62    | 0.04%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                   | CANADIAN NATURAL RESOURCES LIMITED                                      | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     730000 | PA      | $779787.43     | 0.01%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR CASH ISSUANCE                                           | CUSIP: 3132L8QW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     497554 | PA      | $476486.07     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR CASH ISSUANCE                                           | CUSIP: 3132L9Y82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     406457 | PA      | $398139.33     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                     | FIRSTENERGY TRANSMISSION LLC                                            | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    3224000 | PA      | $3097529.31    | 0.02%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                       | FKH_20-SFR2                                                             | CUSIP: 33767JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3432000 | PA      | $3409026.88    | 0.03%             | 2037-10-19      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR1                                       | FKH_20-SFR1                                                             | CUSIP: 33767MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5848717 | PA      | $5835515.09    | 0.04%             | 2037-08-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_21-SFR1                                 | FKH_21-SFR1                                                             | CUSIP: 33767WAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8580000 | PA      | $8406708.02    | 0.06%             | 2038-08-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                       | FISERV INC                                                              | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1134390.72    | 0.01%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                       | FISERV INC                                                              | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     437000 | PA      | $437930.80     | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                            | QUEST DIAGNOSTICS INCORPORATED                                          | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     642000 | PA      | $642629.38     | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC                                                   | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    2190000 | PA      | $2258386.59    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                       | FISERV INC                                                              | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    4010000 | PA      | $3995894.20    | 0.03%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                 | FIRSTENERGY CORPORATION                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1181663.12    | 0.01%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING COMPANY LP                                  | FIVE POINT OPERATING CO/CAP CORP                                        | CUSIP: 33834YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1948028 | PA      | $1965564.25    | 0.01%             | 2028-01-15      | Variable      | 10.50%                | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_23-2                             | FCAT_23-2                                                               | CUSIP: 33843EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3240000 | PA      | $3260379.28    | 0.02%             | 2029-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_22-4                             | FCAT_22-4                                                               | CUSIP: 33843XAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      44281 | PA      | $44315.93      | 0.00%             | 2027-06-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_19-2                                | FSMT_19-2                                                               | CUSIP: 33852BAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     810105 | PA      | $736803.91     | 0.01%             | 2049-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_19-2                                | FSMT_19-2                                                               | CUSIP: 33852BAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     866422 | PA      | $789555.68     | 0.01%             | 2049-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2                      | STACR_22-DNA2                                                           | CUSIP: 35564KSJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2092742.00    | 0.02%             | 2042-02-25      | Variable      | 9.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3                      | STACR_22-DNA3                                                           | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4140000 | PA      | $4262012.84    | 0.03%             | 2042-04-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_24-HQA2                      | STACR_24-HQA2                                                           | CUSIP: 35564NEC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3500000 | PA      | $3524189.20    | 0.03%             | 2044-08-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_25-HQA1                      | STACR_25-HQA1                                                           | CUSIP: 35564NHA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1504185.45    | 0.01%             | 2045-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-HQA5                      | STACR_20-HQA5                                                           | CUSIP: 35565TBD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1805000 | PA      | $1994869.76    | 0.01%             | 2050-11-25      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                              | ASCENT RESOURCES UTICA HOLDINGS LL                                      | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     490000 | PA      | $498803.60     | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS                                                     | ASHTON WOODS USA LLC/FIN                                                | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1708718.73    | 0.01%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1724251.00    | 0.01%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                          | UNITI GROUP LP/UNITI GROUP FIN                                          | CUSIP: 91327TAA9<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    3825000 | PA      | $4024618.11    | 0.03%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                              | BANK OF NOVA SCOTIA                                                     | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    2057000 | PA      | $2077713.17    | 0.02%             | 2032-11-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | BANK OF AMERICA NA                                                      | CUSIP: 06428CAA2<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $5645750.61    | 0.04%             | 2026-08-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                   | CANADIAN NATURAL RESOURCES LIMITED                                      | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    1368000 | PA      | $1460713.01    | 0.01%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                   | CANADIAN NATURAL RESOURCES LTD                                          | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     765000 | PA      | $766540.30     | 0.01%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK BANK_19-BN18                                                | BANK_19-BN18                                                            | CUSIP: 065402BD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   58416475 | PA      | $1568832.86    | 0.01%             | 2062-05-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| BANK BANK_21-BN37                                                | BANK_21-BN37                                                            | CUSIP: 06540LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5605000 | PA      | $4982271.05    | 0.04%             | 2064-11-15      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                            | MICRON TECHNOLOGY INC                                                   | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3878845.70    | 0.03%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                            | MICRON TECHNOLOGY INC                                                   | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    3669000 | PA      | $3792798.61    | 0.03%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK BANK_17-BNK4                                                | BANK_17-BNK4                                                            | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2420000 | PA      | $2384759.23    | 0.02%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_25-5YR15                                             | BANK5_25-5Y15                                                           | CUSIP: 065924AZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3004955.70    | 0.02%             | 2058-06-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                    | UNIVERSAL HEALTH SERVICES INC                                           | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2229296.78    | 0.02%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                    | UNIVERSAL HEALTH SERVICES INC                                           | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2415934.75    | 0.02%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_24-5YR6                                              | BANK5_24-5YR6                                                           | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6410000 | PA      | $6784856.80    | 0.05%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_24-5YR10                                             | BANK5_24-5YR10                                                          | CUSIP: 06604AAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1493278.35    | 0.01%             | 2057-10-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                    | UNIVERSAL HEALTH SERVICES INC                                           | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    2553000 | PA      | $2544926.47    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MICHIGAN                                           | University of Michigan                                                  | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4020000 | PA      | $3107022.22    | 0.02%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                                   | VFH PARENT LLC                                                          | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |     645000 | PA      | $678927.39     | 0.01%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES LTD                                         | VIKING OCEAN CRUISES LTD                                                | CUSIP: 91832VAA2<br>LEI: 549300HGB20LALDWOS12 | Long             | DBT              | CORP              | BM        |    1725000 | PA      | $1715651.40    | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                           | VALMONT INDUSTRIES INC                                                  | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $1821248.41    | 0.01%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                   | VAR ENERGI ASA                                                          | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    4995000 | PA      | $5039205.84    | 0.04%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | QUIKRETE HOLDINGS INC                                                   | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     190000 | PA      | $196835.12     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC RALI_07-QS1                       | RALI_07-QS1                                                             | CUSIP: 74922KAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17126868 | PA      | $106565.08     | 0.00%             | 2037-01-25      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_                                 | MSBAM_15-C27                                                            | CUSIP: 61690AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2880114.60    | 0.02%             | 2047-12-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC_21-L5                         | MSC_21-L5                                                               | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31292076 | PA      | $1444360.89    | 0.01%             | 2054-05-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-60                                            | FNMA_16-60                                                              | CUSIP: 3136ATMX9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   22218641 | PA      | $1637187.25    | 0.01%             | 2046-09-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-60                                            | FNMA_16-60                                                              | CUSIP: 3136ATNF7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3728867 | PA      | $276689.39     | 0.00%             | 2046-09-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                          | ASTRAZENECA FINANCE LLC                                                 | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    1564000 | PA      | $1616385.57    | 0.01%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                       | AVIATION CAPITAL GROUP LLC                                              | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2930112.70    | 0.02%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                   | VAR ENERGI ASA                                                          | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    3580000 | PA      | $3798913.72    | 0.03%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC                                      | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     405000 | PA      | $423104.59     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-60                                            | FNMA_16-60                                                              | CUSIP: 3136ATNL4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3795642 | PA      | $371780.48     | 0.00%             | 2046-09-25      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-82                                            | FNMA_16-82                                                              | CUSIP: 3136AUBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5267030 | PA      | $390004.63     | 0.00%             | 2046-11-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC                                      | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     865000 | PA      | $908065.08     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC                                       | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     750000 | PA      | $719103.90     | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC                                       | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $938969.31     | 0.01%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC                                       | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2499614.54    | 0.02%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_21-2A                       | AESOP_21-2A                                                             | CUSIP: 05377RET7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3864630.40    | 0.03%             | 2028-02-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-3                        | AESOP_23-3A                                                             | CUSIP: 05377RGU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8020000 | PA      | $8126103.80    | 0.06%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| VENTURE XXVII CLO LTD VENTR_17-2                                 | VENTR_17-27A                                                            | CUSIP: 92331LBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    4100000 | PA      | $4105047.10    | 0.03%             | 2030-07-20      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC                                                  | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $2314129.03    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1                        | AESOP_24-1A                                                             | CUSIP: 05377RHY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5325000 | PA      | $5493254.56    | 0.04%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_25-2                        | AESOP_25-2A                                                             | CUSIP: 05377RKQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     670000 | PA      | $686701.49     | 0.01%             | 2031-08-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                                             | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    2283000 | PA      | $2189237.62    | 0.02%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                                             | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    4950000 | PA      | $4999779.44    | 0.04%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC                                                  | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1529000 | PA      | $1665007.01    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC                                                  | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    6946000 | PA      | $6909566.32    | 0.05%             | N/A             | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| VENTURE CDO LTD VENTR_19-37A                                     | VENTR_19-37A                                                            | CUSIP: 92333BBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   13156984 | PA      | $13158681.41   | 0.10%             | 2032-07-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                              | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $967992.58     | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK BANK_17-BNK8                                                | BANK_17-BNK8                                                            | CUSIP: 06650AAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26061392 | PA      | $295471.03     | 0.00%             | 2050-11-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                            | BANQUE FEDERATIVE DU CREDIT MUTUEL                                      | CUSIP: 06675DCM2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    2760000 | PA      | $2820697.13    | 0.02%             | 2028-02-16      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                           | EQUITABLE HOLDINGS INC                                                  | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    1395000 | PA      | $1395382.88    | 0.01%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SEC                                 | BBCMS_16-ETC                                                            | CUSIP: 05491LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13500000 | PA      | $13031421.75   | 0.10%             | 2036-08-14      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC RALI_06-QS18                      | RALI_06-QS18                                                            | CUSIP: 74922RAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14897767 | PA      | $256889.65     | 0.00%             | 2036-12-25      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT RCKT_19-1                            | RCKT_19-1                                                               | CUSIP: 749357BK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3261072 | PA      | $2938437.44    | 0.02%             | 2049-09-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                              | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     383000 | PA      | $333985.44     | 0.00%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                              | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     380000 | PA      | $344612.03     | 0.00%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SEC                                 | BBCMS_16-ETC                                                            | CUSIP: 05491LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $854593.56     | 0.01%             | 2036-08-14      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SEC                                 | BBCMS_16-ETC                                                            | CUSIP: 05491LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     770000 | PA      | $723390.82     | 0.01%             | 2036-08-14      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31400BSN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       5108 | PA      | $5218.92       | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31400DRF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      20053 | PA      | $20493.15      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                 | CANADIAN PACIFIC RAILWAY COMPANY                                        | CUSIP: 13648TAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     437000 | PA      | $415232.12     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                 | CANADIAN PACIFIC RAILWAY COMPANY                                        | CUSIP: 13648TAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    3280000 | PA      | $2322482.75    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC_20-HR8                        | MSC_20-HR8                                                              | CUSIP: 61692BBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1347372.90    | 0.01%             | 2053-07-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9045000 | PA      | $9055697.42    | 0.07%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                              | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4793000 | PA      | $4160333.17    | 0.03%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                              | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1637281.13    | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FNMA_16-78                                                       | FNMA_16-78                                                              | CUSIP: 3136AUEP2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   11136090 | PA      | $850822.86     | 0.01%             | 2039-05-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-88                                            | FNMA_16-88                                                              | CUSIP: 3136AUTF8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9430596 | PA      | $1100709.95    | 0.01%             | 2046-12-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SEC                                 | BBCMS_16-ETC                                                            | CUSIP: 05491LAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2790000 | PA      | $2586458.06    | 0.02%             | 2036-08-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_18-C2          | BBCMS_18-C2                                                             | CUSIP: 05491UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   58990669 | PA      | $1093551.32    | 0.01%             | 2051-12-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                             | CANTOR FITZGERALD LP                                                    | CUSIP: 138616AM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2462715.36    | 0.02%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FIN CORP                                             | CAPITAL ONE FINANCIAL CORP                                              | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     725000 | PA      | $704506.44     | 0.01%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                                              | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     504000 | PA      | $505911.22     | 0.00%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_22-INV1                         | VERUS_22-INV1                                                           | CUSIP: 92539JAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1403111 | PA      | $1402184.78    | 0.01%             | 2067-08-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FIN CORP                                             | CAPITAL ONE FINANCIAL CORPORATION                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     485000 | PA      | $509086.40     | 0.00%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FIN CORP                                             | CAPITAL ONE FINANCIAL CORPORATION                                       | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3985000 | PA      | $4105827.23    | 0.03%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_20-BID         | BBCMS_20-BID                                                            | CUSIP: 05493BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14360000 | PA      | $14355512.51   | 0.11%             | 2037-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| BAHA_24-MAR                                                      | BAHA_24-MAR                                                             | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BS        |    1000000 | PA      | $1036140.90    | 0.01%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-9                            | VERUS_24-9                                                              | CUSIP: 92540RAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7376218 | PA      | $7404567.42    | 0.05%             | 2069-11-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                                           | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2074339.15    | 0.02%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAHA_24-MAR                                                      | BAHA_24-MAR                                                             | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BS        |    2935000 | PA      | $3060822.57    | 0.02%             | 2029-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST BFLD_25-EWEST                                         | BFLD_25-EWEST                                                           | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5506876.10    | 0.04%             | 2042-06-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                                           | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1995609.10    | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                                           | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     885000 | PA      | $876468.86     | 0.01%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2897636.72    | 0.02%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     510000 | PA      | $442353.42     | 0.00%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                                           | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1046452.21    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                       | VMWARE INC                                                              | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    1183000 | PA      | $1150226.20    | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                               | VODAFONE GROUP PLC                                                      | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     890000 | PA      | $855147.44     | 0.01%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                       | VMED O2 UK FINANCING I PLC                                              | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     730000 | PA      | $682576.05     | 0.01%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP OF AMERICA FIN                                         | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1588000 | PA      | $1708273.93    | 0.01%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP OF AMERICA FIN                                         | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    2511000 | PA      | $2542299.31    | 0.02%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP OF AMERICA FIN                                         | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    6355000 | PA      | $6480882.89    | 0.05%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP OF AMERICA FINANC                                      | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     360000 | PA      | $368621.90     | 0.00%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     510000 | PA      | $504933.39     | 0.00%             | 2026-12-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1899000 | PA      | $1647859.29    | 0.01%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP OF AMERICA FINANC                                      | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     440000 | PA      | $448310.34     | 0.00%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VOLOFIN FINANCE DESIGNATED ACTIVITY COMPANY VFIN_24-1A           | VFIN_24-1A                                                              | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2604223 | PA      | $2643948.63    | 0.02%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT RCKT_25-CES8                         | RCKT_25-CES8                                                            | CUSIP: 74939WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5700000 | PA      | $5719018.52    | 0.04%             | 2055-08-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST RCKT_24-CES8                                 | RCKT_24-CES8                                                            | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9504490 | PA      | $9578515.27    | 0.07%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| VSTRONG AUTO RECEIVABLES TRUST VSTRG_24-A                        | VSTRG_24-A                                                              | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     409000 | PA      | $414202.52     | 0.00%             | 2030-07-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_16-1A                                          | VOYA_16-1A                                                              | CUSIP: 92915CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1913348 | PA      | $1913348.36    | 0.01%             | 2031-01-20      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING INC                                     | CAPITAL POWER US HOLDING INC                                            | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1734202.48    | 0.01%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                             | CAPSTONE COPPER CORP                                                    | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    1220000 | PA      | $1253685.51    | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_16-3A                                          | VOYA_16-3A                                                              | CUSIP: 92915HAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4790447 | PA      | $4794490.11    | 0.04%             | 2031-10-18      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| WAMU_05-AR17                                                     | WAMU_05-AR17                                                            | CUSIP: 92922F7P7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1480927 | PA      | $1370984.09    | 0.01%             | 2045-12-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| WAMU_03-AR8                                                      | WAMU_03-AR8                                                             | CUSIP: 92922FAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     147773 | PA      | $144578.70     | 0.00%             | 2033-08-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| WAMU_05-AR2                                                      | WAMU_05-AR2                                                             | CUSIP: 92922FD21<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     314849 | PA      | $313264.23     | 0.00%             | 2045-01-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-93                                            | FNMA_16-93                                                              | CUSIP: 3136AUUY5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2190000 | PA      | $180901.19     | 0.00%             | 2046-12-25      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-14                                            | FNMA_17-14                                                              | CUSIP: 3136AVWC9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7297937 | PA      | $920319.47     | 0.01%             | 2047-03-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I RF                                 | RFMSI_06-SA4                                                            | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     103833 | PA      | $87480.58      | 0.00%             | 2036-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST RFM_22-FRR1                                   | RFM_22-FRR1                                                             | CUSIP: 74971BAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     450000 | PA      | $400715.55     | 0.00%             | 2049-11-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WAMU_04-AR4                                                      | WAMU_04-AR4                                                             | CUSIP: 92922FPT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1236045 | PA      | $1210003.64    | 0.01%             | 2034-06-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| WAMU_04-AR7                                                      | WAMU_04-AR7                                                             | CUSIP: 92922FTB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     401701 | PA      | $375952.26     | 0.00%             | 2034-07-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-26                                            | FNMA_17-26                                                              | CUSIP: 3136AWBW6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3494136 | PA      | $225442.34     | 0.00%             | 2047-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-38                                            | FNMA_17-38                                                              | CUSIP: 3136AWJB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12566975 | PA      | $1573327.48    | 0.01%             | 2047-05-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | ALPHABET INC                                                            | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     858000 | PA      | $832049.06     | 0.01%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | ALPHABET INC                                                            | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     477000 | PA      | $459139.69     | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WAMU_05-AR9                                                      | WAMU_05-AR9                                                             | CUSIP: 92922FU48<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     343051 | PA      | $331847.94     | 0.00%             | 2045-07-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| WAMU_07-HY1                                                      | WAMU_07-HY1                                                             | CUSIP: 92925VAK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1769479 | PA      | $1518190.69    | 0.01%             | 2037-02-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4485000 | PA      | $4430206.26    | 0.03%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4315000 | PA      | $4270717.76    | 0.03%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP INC                                         | ALTA EQUIPMENT GROUP INC                                                | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1032131.96    | 0.01%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                              | ALTICE FINANCING SA                                                     | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     271000 | PA      | $221214.02     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                     | WP CAREY INC                                                            | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    4080000 | PA      | $3379839.21    | 0.03%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                     | WP CAREY INC                                                            | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    2120000 | PA      | $2131911.59    | 0.02%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WFLD MORTGAGE TRUST WFLD_14-MONT                                 | WFLD_14-MONT                                                            | CUSIP: 92939GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     917797 | PA      | $862879.57     | 0.01%             | 2031-08-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                             | WEC ENERGY GROUP INC                                                    | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     898000 | PA      | $850279.40     | 0.01%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                              | ALTICE FINANCING SA                                                     | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     684000 | PA      | $542271.18     | 0.00%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                              | ALTICE FINANCING SA                                                     | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     325000 | PA      | $302649.37     | 0.00%             | 2027-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                             | WEC ENERGY GROUP INC                                                    | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     540000 | PA      | $507567.01     | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                             | WEC ENERGY GROUP INC                                                    | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     249000 | PA      | $249011.03     | 0.00%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                             | WEC ENERGY GROUP INC                                                    | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     350000 | PA      | $356564.05     | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WSTN TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WSTN_23 | WSTN_23-MAUI                                                            | CUSIP: 92943AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2556682.14    | 0.02%             | 2037-07-05      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | ALTRIA GROUP INC                                                        | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1226458.65    | 0.01%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | ALTRIA GROUP INC                                                        | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     916000 | PA      | $967801.12     | 0.01%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                         | BOOST NEWCO BORROWER LLC TLB 2.0                                        | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |     535187 | PA      | $535321.14     | 0.00%             | 2031-01-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| WACHOVIA STUDENT LOAN TRUST                                      | WSLT_06-1                                                               | CUSIP: 92978JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300600 | PA      | $2264220.48    | 0.02%             | 2040-04-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     165000 | PA      | $153699.61     | 0.00%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     505000 | PA      | $492468.32     | 0.00%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | AMAZON.COM INC                                                          | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     546000 | PA      | $489465.96     | 0.00%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                | AMCOR FLEXIBLES NORTH AMERICA INC                                       | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2410911.71    | 0.02%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WHARF COMMERICIAL MORTGAGE TRUST WHARF_25-DC                     | WHARF_25-DC                                                             | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5138360.00    | 0.04%             | 2040-07-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                      | WALMART INC                                                             | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    3593000 | PA      | $3650607.02    | 0.03%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WAMU_06-AR5                                                      | WAMU_06-AR5                                                             | CUSIP: 93362YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     286062 | PA      | $266880.44     | 0.00%             | 2046-06-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| WMHE_07-HE1                                                      | WMHE_07-HE1                                                             | CUSIP: 933631AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3015155 | PA      | $1359395.28    | 0.01%             | 2037-01-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| WAMU_07-HY3                                                      | WAMU_07-HY3                                                             | CUSIP: 933634AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     334191 | PA      | $280151.21     | 0.00%             | 2037-03-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                 | WAND NEWCO 3 INC                                                        | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     655000 | PA      | $692559.38     | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WAMU_06-AR4                                                      | WAMU_06-AR4                                                             | CUSIP: 93934FPN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     967177 | PA      | $907551.38     | 0.01%             | 2046-05-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                | WASTE PRO USA INC                                                       | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1087025.97    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                         | COOPERATIEVE RABOBANK UA                                                | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2165000 | PA      | $2131627.73    | 0.02%             | 2027-02-24      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                         | COOPERATIEVE RABOBANK UA (SINGAPOR                                      | CUSIP: 74977RDU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2578000 | PA      | $2710360.36    | 0.02%             | 2033-01-21      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                                   | WEIR GROUP PLC                                                          | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2951194.05    | 0.02%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO LTD WELF_20-1A                                     | WELF_20-1A                                                              | CUSIP: 94949GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13269532 | PA      | $13283331.97   | 0.10%             | 2033-04-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8760000 | PA      | $7693974.38    | 0.06%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     607000 | PA      | $525800.43     | 0.00%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO LTD WELF_19-1A                                     | WELF_19-1A                                                              | CUSIP: 94950NAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7372055 | PA      | $7383820.99    | 0.05%             | 2032-07-20      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_18-1          | WFMBS_18-1                                                              | CUSIP: 94989UBK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     937613 | PA      | $845944.84     | 0.01%             | 2047-07-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-P4                       | CRVNA_24-P4                                                             | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1135000 | PA      | $1140122.82    | 0.01%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                              | CARDINAL HEALTH INC                                                     | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     221000 | PA      | $226960.84     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-VTT                | WFCM_25-VTT                                                             | CUSIP: 94990GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2514305.97    | 0.02%             | 2038-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | WFCM_16-C33                                                             | CUSIP: 95000LBE2<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    3005000 | PA      | $2971823.00    | 0.02%             | 2059-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                              | CARDINAL HEALTH INC                                                     | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    1507000 | PA      | $1516603.07    | 0.01%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                           | CHUBB INA HOLDINGS LLC                                                  | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    6661000 | PA      | $6626262.31    | 0.05%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31400FJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       8690 | PA      | $8879.26       | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31400Q3C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      82282 | PA      | $85172.07      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     273000 | PA      | $270030.62     | 0.00%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6775000 | PA      | $6272674.09    | 0.05%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO APID_18-18                                            | APID_18-R2                                                              | CUSIP: 03767NAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   19000000 | PA      | $19053618.00   | 0.14%             | 2038-01-22      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $3539401.99    | 0.03%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    9378000 | PA      | $9091998.92    | 0.07%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                     | APOLLO GLOBAL MANAGEMENT INC                                            | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1906611.26    | 0.01%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                        | APOLLO DEBT SOLUTIONS BDC                                               | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1836250.15    | 0.01%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                        | APOLLO DEBT SOLUTIONS BDC                                               | CUSIP: 03770DAG8<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1633925.96    | 0.01%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                           | CENTERPOINT ENERGY INC                                                  | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     532000 | PA      | $551346.92     | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_17-54                 | FNMA_17-54                                                              | CUSIP: 3136AXDU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1984356 | PA      | $343242.24     | 0.00%             | 2047-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-57                                            | FNMA_17-57                                                              | CUSIP: 3136AXPC3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4821943 | PA      | $180819.98     | 0.00%             | 2047-08-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                           | CENTERPOINT ENERGY INC                                                  | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    4165000 | PA      | $4261407.27    | 0.03%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                          | CENTERPOINT ENERGY HOUSTON                                              | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7120349.22    | 0.05%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES INC                                          | CENTURY COMMUNITIES INC                                                 | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2378378.21    | 0.02%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                         | CHAMPION IRON CANADA INC                                                | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2020000 | PA      | $2107886.77    | 0.02%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2605000 | PA      | $2310814.11    | 0.02%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     820000 | PA      | $800293.84     | 0.01%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    2580000 | PA      | $2508082.47    | 0.02%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1711000 | PA      | $1454997.53    | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_24-R1                                              | CIM_24-R1                                                               | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2485019 | PA      | $2471222.22    | 0.02%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD CIFC_16-1A                                      | CIFC_16-1A                                                              | CUSIP: 17180TBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    8500000 | PA      | $8470539.00    | 0.06%             | 2031-10-21      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     660000 | PA      | $588523.47     | 0.00%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    2521000 | PA      | $1948769.41    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     290000 | PA      | $261031.54     | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1074726.79    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-43                                            | FNMA_18-43                                                              | CUSIP: 3136B12F0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3049697 | PA      | $308611.31     | 0.00%             | 2038-09-25      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-11                                            | FNMA_18-11                                                              | CUSIP: 3136B1EY6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7625118 | PA      | $7272002.22    | 0.05%             | 2047-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175BY9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     289000 | PA      | $176221.45     | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1458000 | PA      | $964186.16     | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL FEDERATIVE REPUBLIC OF (GOV                                      | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1850000 | PA      | $1892946.91    | 0.01%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4485000 | PA      | $4041860.71    | 0.03%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     803000 | PA      | $836986.21     | 0.01%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     300000 | PA      | $204118.16     | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175CD4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    6050000 | PA      | $5626409.18    | 0.04%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     520000 | PA      | $369195.42     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                                                | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     854000 | PA      | $697398.94     | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMMUNICATIONS INC                                              | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    4803000 | PA      | $5046466.88    | 0.04%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMMUNICATIONS INC                                              | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1509000 | PA      | $1600116.48    | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                                                      | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1429404.00    | 0.01%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                                                      | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     321000 | PA      | $305275.43     | 0.00%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                         | COOPERATIEVE RABOBANK UA                                                | CUSIP: 74977RDV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    6560000 | PA      | $6695036.64    | 0.05%             | 2031-05-27      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| RFR_25-SGRM                                                      | RFR_25-SGRM                                                             | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8180000 | PA      | $8378149.87    | 0.06%             | 2029-03-11      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                                                      | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     846000 | PA      | $869990.31     | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                                                      | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     354000 | PA      | $356737.84     | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                               | BMW US CAPITAL LLC                                                      | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     673000 | PA      | $692041.96     | 0.01%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                  | KRONOS ACQUISITION HOLDINGS INC                                         | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $714012.81     | 0.01%             | 2032-06-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                             | KYNDRYL HOLDINGS INC                                                    | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    2628000 | PA      | $2498264.80    | 0.02%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALA TRUST ALA_25-OANA                                            | ALAT_25-OANA                                                            | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1360000 | PA      | $1367639.66    | 0.01%             | 2040-06-15      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                               | BMW US CAPITAL LLC                                                      | CUSIP: 05565EDD4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    2640000 | PA      | $2626455.25    | 0.02%             | 2035-08-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                           | BP CAPITAL MARKETS PLC                                                  | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    1035000 | PA      | $1035000.00    | 0.01%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                         | LINDBLAD EXPEDITIONS LLC                                                | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2770414.01    | 0.02%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                | LITHIA MOTORS INC                                                       | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1915757.69    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                            | ALABAMA POWER COMPANY                                                   | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     379000 | PA      | $404575.43     | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                         | ALBERTSONS COMPANIES LLC/SAFEWAY                                        | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1079755.56    | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                           | BP CAPITAL MARKETS PLC                                                  | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     570000 | PA      | $564497.40     | 0.00%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                           | BP CAPITAL MARKETS PLC                                                  | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     696000 | PA      | $734283.21     | 0.01%             | N/A             | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31400QVV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      81734 | PA      | $83155.94      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31400RCZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      66063 | PA      | $68122.18      | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                                                | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4340000 | PA      | $4400528.10    | 0.03%             | 2029-06-13      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                                                | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1395000 | PA      | $1494955.53    | 0.01%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                          | RAIZEN FUELS FINANCE SA                                                 | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    1825000 | PA      | $1779965.08    | 0.01%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                          | RAIZEN FUELS FINANCE SA                                                 | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     710000 | PA      | $654239.09     | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2024-CRE8 ISSUER LTD LNCR_25-CRE8                       | LNCR_25-CRE8                                                            | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1999997.60    | 0.01%             | 2042-08-17      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN LTD LPSLT_20-2GF                              | LPSLT_20-2GF                                                            | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1139206 | PA      | $966051.05     | 0.01%             | 2047-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                           | BP CAPITAL MARKETS PLC                                                  | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     889000 | PA      | $907005.01     | 0.01%             | N/A             | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                 | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     820000 | PA      | $847613.70     | 0.01%             | 2030-01-18      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                      | LOCKHEED MARTIN CORPORATION                                             | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     890000 | PA      | $857504.64     | 0.01%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                      | LOCKHEED MARTIN CORPORATION                                             | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    4110000 | PA      | $4143001.49    | 0.03%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                 | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1920000 | PA      | $1976394.50    | 0.01%             | 2029-05-30      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                 | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    4025000 | PA      | $4194322.95    | 0.03%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT_06-11                       | LBMLT_06-11                                                             | CUSIP: 542512AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   27782450 | PA      | $9395952.34    | 0.07%             | 2036-12-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| LBMLT_06-10                                                      | LBMLT_06-10                                                             | CUSIP: 54251YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3031062 | PA      | $2132806.21    | 0.02%             | 2036-11-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                 | CUSIP: 05578AAJ7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     460000 | PA      | $449770.64     | 0.00%             | 2028-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                          | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1815000 | PA      | $1863029.63    | 0.01%             | 2029-06-12      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| ALFA TRANSMISORA DE ENERGIA SA                                   | ALFA DESARROLLO SPA                                                     | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    3754575 | PA      | $2962556.54    | 0.02%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                                 | ALGONQUIN POWER & UTILITIES CORP                                        | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     784000 | PA      | $788115.09     | 0.01%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC CO                                         | LOUISVILLE GAS AND ELECTRIC CO                                          | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     270000 | PA      | $280883.92     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC CO                                         | LOUISVILLE GAS AND ELECTRIC COMPAN                                      | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    2585000 | PA      | $2566589.74    | 0.02%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1499000 | PA      | $1532746.15    | 0.01%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3865000 | PA      | $3947403.15    | 0.03%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                   | ALLEGHANY CORPORATION                                                   | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     799000 | PA      | $535857.05     | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO LTD ALLEG_19-1A                                      | ALLEG_19-1A                                                             | CUSIP: 01750FAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5112479 | PA      | $5108204.90    | 0.04%             | 2032-04-20      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                                                     | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      49000 | PA      | $37546.53      | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                                                     | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      75000 | PA      | $72691.44      | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE LLC                                       | ALLIANT ENERGY FINANCE LLC                                              | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2787340.90    | 0.02%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                | ALLIANT HOLDINGS INTERMEDIATE LLC                                       | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1044655.79    | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LSTAR COMMERCIAL MORTGAGE TRUST                                  | LNSTR_17-5                                                              | CUSIP: 54910TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $788608.08     | 0.01%             | 2050-03-10      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | AKER BP ASA                                                             | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1575000 | PA      | $1430051.71    | 0.01%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $2487612.31    | 0.02%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2440542.61    | 0.02%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-38                                            | FNMA_18-38                                                              | CUSIP: 3136B1Q80<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     319943 | PA      | $311780.33     | 0.00%             | 2047-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-64                                            | FNMA_18-64                                                              | CUSIP: 3136B22X9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2176140 | PA      | $1963030.29    | 0.01%             | 2048-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                      | ALLIED UNIVERSAL HOLDCO/ALLIED FIN                                      | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1285653.61    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                      | ALLIED UNIVERSAL HOLDCO LLC                                             | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     835000 | PA      | $877077.98     | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BPR TRUST BPR_21-NRD                                             | BPR_21-NRD                                                              | CUSIP: 05592CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3045000 | PA      | $3022429.24    | 0.02%             | 2038-12-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_24-5C6                                    | BMO_24-5C6                                                              | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $752394.68     | 0.01%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                      | ATLAS LUXCO 4 SARL/ALLIED UNIV                                          | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     990000 | PA      | $965779.84     | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F020695<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   57250000 | PA      | $45454804.83   | 0.34%             | 2055-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                          | RAIZEN FUELS FINANCE SA                                                 | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    1000000 | PA      | $915576.74     | 0.01%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                          | RAIZEN FUELS FINANCE SA                                                 | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    4115000 | PA      | $4029145.92    | 0.03%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| M&T EQUIPMENT NOTES MTLRF_23-1                                   | MTLRF_23-1A                                                             | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1675402 | PA      | $1684972.08    | 0.01%             | 2030-07-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                 | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    5455000 | PA      | $5386212.09    | 0.04%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_24-5C5                                    | BMO_24-5C5                                                              | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2725407.88    | 0.02%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BPR COMMERCIAL MORTGAGE TRUST BPR_24-PARK                        | BPR_24-PARK                                                             | CUSIP: 05593UAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5117584.00    | 0.04%             | 2039-11-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                         | MSCI INC                                                                | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    1601000 | PA      | $1526565.26    | 0.01%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                              | MSD INVESTMENT CORP                                                     | CUSIP: 55354LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1262849.00    | 0.01%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_25-ROIC                                              | BX_25-ROIC                                                              | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2490288 | PA      | $2484060.79    | 0.02%             | 2030-03-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_25-LUNR                          | BX_25-LUNR                                                              | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9140000 | PA      | $9159993.75    | 0.07%             | 2040-06-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_24-FL14          | MF1_24-FL14                                                             | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3013132.80    | 0.02%             | 2039-03-19      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                | MACQUARIE AIRFINANCE HOLDINGS LTD                                       | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    2790000 | PA      | $2834152.54    | 0.02%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                | RALPH LAUREN CORP                                                       | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    3510000 | PA      | $3582956.57    | 0.03%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                      | RIO TINTO FINANCE (USA) PLC                                             | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    1081000 | PA      | $1077953.93    | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-45                                            | FNMA_18-45                                                              | CUSIP: 3136B2ET5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9221489 | PA      | $1183960.81    | 0.01%             | 2048-06-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-67                                            | FNMA_18-67                                                              | CUSIP: 3136B2R61<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3862593 | PA      | $515580.50     | 0.00%             | 2048-09-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_25-LUNR                          | BX_25-LUNR                                                              | CUSIP: 05594CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4512656.25    | 0.03%             | 2040-06-15      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_19-OC11                                              | BX_19-OC11                                                              | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1115000 | PA      | $1054371.43    | 0.01%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     573000 | PA      | $587063.64     | 0.00%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-A                            | NAVSL_21-A                                                              | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     427103 | PA      | $388959.55     | 0.00%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HOLDINGS LLC                                        | MACYS RETAIL HOLDINGS INC                                               | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1418859.24    | 0.01%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_16-21A                             | MDPK_16-21A                                                             | CUSIP: 55820JBC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16533492 | PA      | $16539344.47   | 0.12%             | 2032-10-15      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD CIFC_18-2AR                                     | CIFC_18-2A                                                              | CUSIP: 17180WAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   39520000 | PA      | $39636188.80   | 0.29%             | 2037-10-20      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | CITIBANK NA                                                             | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    3335000 | PA      | $3359886.56    | 0.02%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_16-21A                             | MDPK_16-21A                                                             | CUSIP: 55820JBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1751468.25    | 0.01%             | 2032-10-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_18-28A                             | MDPK_18-28A                                                             | CUSIP: 55821AAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   17000000 | PA      | $17065892.00   | 0.13%             | 2038-01-15      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-61                                            | FNMA_18-61                                                              | CUSIP: 3136B2TD4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2234012 | PA      | $184566.07     | 0.00%             | 2048-08-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| FNMA_19-9                                                        | FNMA_19-9                                                               | CUSIP: 3136B33F5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2765967 | PA      | $2610472.99    | 0.02%             | 2049-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_20-VIV3                                              | BX_20-VIV3                                                              | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5780000 | PA      | $5443461.23    | 0.04%             | 2044-03-09      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-IRON                          | BX_21-IRON                                                              | CUSIP: 05608JAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2822134 | PA      | $2735027.35    | 0.02%             | 2038-02-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_21-38A                             | MDPK_21-38A                                                             | CUSIP: 55821KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   15000000 | PA      | $15013575.00   | 0.11%             | 2034-07-17      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_18-30A                             | MDPK_18-30A                                                             | CUSIP: 55821TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6000000 | PA      | $6019800.00    | 0.04%             | 2037-07-16      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                              | BX_21-ARIA                                                              | CUSIP: 05608RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3001875.00    | 0.02%             | 2036-10-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                          | BX_21-SOAR                                                              | CUSIP: 05608WAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6400186 | PA      | $6400186.00    | 0.05%             | 2038-06-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| BANKERS HEALTHCARE GROUP SECURITIZATION TRUST BHG_25-2CON        | BHG_25-2CON                                                             | CUSIP: 05494LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2345000 | PA      | $2361627.46    | 0.02%             | 2036-09-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                                                        | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     261000 | PA      | $288571.87     | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31402QSZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      63419 | PA      | $65573.33      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31403AZL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       1330 | PA      | $1363.69       | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNMA_18-94                                     | FNMA_18-94                                                              | CUSIP: 3136B3WS5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     581105 | PA      | $529141.25     | 0.00%             | 2048-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-25                                            | FNMA_19-25                                                              | CUSIP: 3136B4ZB7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   30913066 | PA      | $3586431.89    | 0.03%             | 2049-06-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_21-48A                             | MDPK_21-48A                                                             | CUSIP: 55821UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5850914 | PA      | $5863212.13    | 0.04%             | 2033-04-19      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_21-48A                             | MDPK_21-48A                                                             | CUSIP: 55821UAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1520000 | PA      | $1521988.16    | 0.01%             | 2033-04-19      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                               | ROCHE HOLDINGS INC                                                      | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    1526000 | PA      | $1619785.72    | 0.01%             | 2030-11-13      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                               | ROCHE HOLDINGS INC                                                      | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     520000 | PA      | $515979.54     | 0.00%             | 2034-09-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST CAMB_21-CX2                       | CAMB_21-CX2                                                             | CUSIP: 12477BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7200000 | PA      | $6191475.84    | 0.05%             | 2046-11-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CCO HOLDINGS CAP                                       | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $99196.83      | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC                                                | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     452000 | PA      | $389960.75     | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC                                                | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1347000 | PA      | $841036.81     | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_19-35                                       | FNMA_19-35                                                              | CUSIP: 3136B5GQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9362822 | PA      | $814314.56     | 0.01%             | 2049-07-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31371FQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        561 | PA      | $562.88        | 0.00%             | 2026-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                             | ROCKET COMPANIES INC                                                    | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $823245.94     | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                             | ROCKET COMPANIES INC                                                    | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1115553.97    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CCO HOLDINGS CAP                                       | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1829603.44    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SERVICING AND SECURITIZATION CBASS_07-CB1     | CBASS_07-CB1                                                            | CUSIP: 1248MGAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3186673 | PA      | $875675.05     | 0.01%             | 2037-01-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC                                                | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2528000 | PA      | $1703869.34    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                        | MEXICO CITY AIRPORT TRUST                                               | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    5582000 | PA      | $4715666.57    | 0.03%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-BA                           | NAVSL_21-BA                                                             | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     886218 | PA      | $810679.89     | 0.01%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC TLB6 4.5                                               | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    1888841 | PA      | $1881455.57    | 0.01%             | 2028-01-18      | Variable      | 8.86%                 | No            |                  2 | On Loan: No      |
| CD COMMERCIAL MORTGAGE TRUST CD_17-CD6                           | CD_17-CD6                                                               | CUSIP: 125039AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20000000 | PA      | $19595240.00   | 0.15%             | 2050-11-13      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CCUBS_17-C1                                                      | CCUBS_17-C1                                                             | CUSIP: 12508GAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1505000 | PA      | $1423810.52    | 0.01%             | 2050-11-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| MERIT MHP_25-MHIL2                                               | MHP_25-MHIL2                                                            | CUSIP: 59317DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1000725.69    | 0.01%             | 2030-09-15      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| MERIT MHP_25-MHIL2                                               | MHP_25-MHIL2                                                            | CUSIP: 59317DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1501088.20    | 0.01%             | 2030-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| INGENOVIS HEALTH INC                                             | INGENOVIS HEALTH INC TLB 3.75                                           | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     205434 | PA      | $61630.08      | 0.00%             | 2028-03-06      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                          | CDW LLC/CDW FINANCE                                                     | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3880000 | PA      | $3739199.93    | 0.03%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS LP                                        | MID-AMERICA APARTMENTS LP                                               | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     766000 | PA      | $796716.68     | 0.01%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MID-STATE TRUST MDST_06-1                                        | MDST_06-1                                                               | CUSIP: 59548PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     343911 | PA      | $345079.15     | 0.00%             | 2040-10-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                          | CDW LLC/CDW FINANCE                                                     | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $712283.85     | 0.01%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CD COMMERCIAL MORTGAGE TRUST CD_                                 | CD_16-CD1                                                               | CUSIP: 12514MBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13995435 | PA      | $13832776.84   | 0.10%             | 2049-08-10      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| STAGWELL GLOBAL LLC                                              | MIDAS OPCO HOLDINGS LLC                                                 | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     705000 | PA      | $679959.50     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSUER TRUST                                    | MIDCAP FINANCIAL ISSUER TRUST                                           | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     720000 | PA      | $717942.78     | 0.01%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CD COMMERCIAL MORTGAGE TRUST CD_19-CD8                           | CD_19-CD8                                                               | CUSIP: 12515BAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44851348 | PA      | $1925728.49    | 0.01%             | 2057-08-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                | CF INDUSTRIES INC                                                       | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1520161.71    | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SWF ESCROW ISSUER CORP                                           | SWF ESCROW ISSUER CORPORATION                                           | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     950000 | PA      | $380538.91     | 0.00%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                     | SABINE PASS LIQUEFACTION LLC                                            | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    2029000 | PA      | $2040634.45    | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                | CF INDUSTRIES INC                                                       | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $3114078.45    | 0.02%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF2                  | CF_19-CF2                                                               | CUSIP: 12528YAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   37467277 | PA      | $1297364.40    | 0.01%             | 2052-11-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC                                      | MIDWEST GAMING BORROWER LLC                                             | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2152428.60    | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MILL CITY SOLAR LOAN LTD MCSLT_19-2GS                            | MCSLT_19-2GS                                                            | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     821623 | PA      | $726070.31     | 0.01%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                     | SABINE PASS LIQUEFACTION LLC                                            | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      84000 | PA      | $83972.06      | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                             | SABRA HEALTH CARE LP                                                    | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     418000 | PA      | $377347.52     | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF1                  | CF_19-CF1                                                               | CUSIP: 12529MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3391244 | PA      | $3288737.57    | 0.02%             | 2052-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CANTOR COMMERCIAL REAL ESTATE LENDING CF_19-CF3                  | CF_19-CF3                                                               | CUSIP: 12529TAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16100000 | PA      | $15044860.74   | 0.11%             | 2053-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MILL CITY SOLAR LOAN LTD MCSLT_19-1A                             | MCSLT_19-1A                                                             | CUSIP: 59982WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     760646 | PA      | $699348.56     | 0.01%             | 2043-03-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | MINERAL RESOURCES LTD                                                   | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $1046932.00    | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                            | MINERVA LUXEMBOURG SA                                                   | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    3050000 | PA      | $3349230.70    | 0.02%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-B                      | MLANE_24-B                                                              | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2955000 | PA      | $2979744.28    | 0.02%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                                 | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1639000 | PA      | $1682002.28    | 0.01%             | 2032-03-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                                                 | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4465000 | PA      | $4582056.73    | 0.03%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST                                  | CFCRE_16-C4                                                             | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5900000 | PA      | $5858116.49    | 0.04%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST                                  | CFCRE_16-C4                                                             | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36065212 | PA      | $96849.52      | 0.00%             | 2058-05-10      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP                                                  | MITSUBISHI CORPORATION                                                  | CUSIP: 606769AJ6<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    2655000 | PA      | $2731707.68    | 0.02%             | 2029-07-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC FINANCE AMERICA LLC                                | MITSUBISHI HC FINANCE AMERICA LLC                                       | CUSIP: 606790AC7<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |    5560000 | PA      | $5690888.23    | 0.04%             | 2029-10-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                          | CGI INC                                                                 | CUSIP: 12532HAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    5975000 | PA      | $6096087.51    | 0.05%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | CORPORACION NACIONAL DEL COBRE DE                                       | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    1486000 | PA      | $1534832.64    | 0.01%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| CORPORACION FINANCIERA DE DESARR                                 | CORPORACION FINANCIERA DE DESARROL                                      | CUSIP: 21987DAE4<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |     600000 | PA      | $572557.72     | 0.00%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H022697<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   54675000 | PA      | $46600849.15   | 0.34%             | 2055-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K146        | FHLMC_K146                                                              | CUSIP: 3137H7ZD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15714552 | PA      | $242242.96     | 0.00%             | 2032-06-25      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5237                                           | FHLMC_5237                                                              | CUSIP: 3137H7ZU0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1808111 | PA      | $1770044.04    | 0.01%             | 2046-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC                                      | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $619063.66     | 0.00%             | 2031-01-16      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC                                      | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4263000 | PA      | $4444956.37    | 0.03%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H032696<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   30375000 | PA      | $27642583.16   | 0.20%             | 2055-09-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H0326A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16200000 | PA      | $14706640.75   | 0.11%             | 2055-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                       | MIZUHO FINANCIAL GROUP INC                                              | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4740000 | PA      | $4935255.42    | 0.04%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                       | MIZUHO FINANCIAL GROUP INC                                              | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    6620000 | PA      | $6688658.37    | 0.05%             | 2031-07-08      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| MODENA BUYER LLC                                                 | MODENA BUYER LLC TLB 4.5                                                | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |     133484 | PA      | $131195.98     | 0.00%             | 2031-07-01      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                    | MODIVCARE INC                                                           | CUSIP: 60783XAC8<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    3187800 | PA      | $99618.75      | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H040699<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   45825000 | PA      | $42743095.53   | 0.32%             | 2055-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H042695<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   39800000 | PA      | $38326498.93   | 0.28%             | 2055-09-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOHAWK IND INC                                                   | MOHAWK INDUSTRIES INC                                                   | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     245000 | PA      | $255896.80     | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | MOLINA HEALTHCARE INC                                                   | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     320000 | PA      | $322881.63     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H050698<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   54440000 | PA      | $53887003.92   | 0.40%             | 2054-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H052694<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   54400000 | PA      | $54799321.02   | 0.41%             | 2055-09-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H0526A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13000000 | PA      | $13082730.70   | 0.10%             | 2055-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                                                   | CUSIP: 21H060697<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6675000 | PA      | $6807347.63    | 0.05%             | 2055-09-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER COMPANY                                        | MONONGAHELA POWER COMPANY                                               | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     651000 | PA      | $684725.44     | 0.01%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER COMPANY                                        | MONONGAHELA POWER COMPANY                                               | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     506000 | PA      | $500572.17     | 0.00%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| COTIVITI HOLDINGS INC                                            | COTIVITI HOLDINGS INC TL 2.75                                           | CUSIP: 22164MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     246987 | PA      | $246574.59     | 0.00%             | 2032-03-26      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                            | COUSINS PROPERTIES LP                                                   | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     590000 | PA      | $605465.67     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                       | NETAPP INC                                                              | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     822000 | PA      | $850994.48     | 0.01%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                                                             | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    1119000 | PA      | $1181501.86    | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_                                 | MSBAM_15-C27                                                            | CUSIP: 61690AAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1706309.50    | 0.01%             | 2047-12-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6945000 | PA      | $7011814.49    | 0.05%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| CQS US CLO LTD CQS_23-3                                          | CQS_23-3A                                                               | CUSIP: 223929AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |   20000000 | PA      | $20063700.00   | 0.15%             | 2037-01-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                           | COX COMMUNICATIONS INC                                                  | CUSIP: 224044CL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     562000 | PA      | $489394.38     | 0.00%             | 2030-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     713000 | PA      | $735151.32     | 0.01%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3852000 | PA      | $4008962.57    | 0.03%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                           | COX COMMUNICATIONS INC                                                  | CUSIP: 224044CU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10310000 | PA      | $10169400.38   | 0.08%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                           | COX COMMUNICATIONS INC                                                  | CUSIP: 224044CV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5165000 | PA      | $4681619.32    | 0.03%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-1                     | CAALT_23-1A                                                             | CUSIP: 224927AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1879963 | PA      | $1887286.94    | 0.01%             | 2033-03-15      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-3                     | CAALT_23-3A                                                             | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     695000 | PA      | $720926.70     | 0.01%             | 2033-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                           | NLT_25-INV1                                                             | CUSIP: 62916TAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11449055 | PA      | $257603.75     | 0.00%             | 2070-02-25      | Variable      | 0.90%                 | No            |                  3 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                           | NLT_25-INV1                                                             | CUSIP: 62916TAK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11449055 | PA      | $91093.26      | 0.00%             | 2070-02-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| IBM INTERNATIONAL CAPITAL PTE LTD                                | IBM INTERNATIONAL CAPITAL PTE LTD                                       | CUSIP: 449276AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    1230000 | PA      | $1254137.97    | 0.01%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_25-B                         | HART_25-B                                                               | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1615000 | PA      | $1629022.24    | 0.01%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2755761.61    | 0.02%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1409682.23    | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| IP_25-IP                                                         | IP_25-IP                                                                | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4078322.80    | 0.03%             | 2042-06-10      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                             | ICAHN ENTERPRISES LP                                                    | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    1253000 | PA      | $1246093.68    | 0.01%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC NMEF_25-B                                       | NMEF_25-B                                                               | CUSIP: 62919WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6200000 | PA      | $6229174.10    | 0.05%             | 2033-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                                          | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     560000 | PA      | $554837.41     | 0.00%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5615000 | PA      | $5951731.57    | 0.04%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     233000 | PA      | $256066.07     | 0.00%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                             | ICAHN ENTERPRISES LP / ICAHN ENTER                                      | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    1649000 | PA      | $1571746.15    | 0.01%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                             | ICAHN ENTERPRISES LP                                                    | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     340000 | PA      | $336560.57     | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                 | WELLTOWER OP LLC                                                        | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2339025.81    | 0.02%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC WEN_18-1A                                     | WEN_18-1A                                                               | CUSIP: 95058XAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     924786 | PA      | $906677.40     | 0.01%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                                          | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2313220.49    | 0.02%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                                          | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     542000 | PA      | $513998.84     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC WEN_19-1A                                     | WEN_19-1A                                                               | CUSIP: 95058XAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3052858 | PA      | $3021972.58    | 0.02%             | 2049-06-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                   | WESTERN MIDSTREAM OPERATING LP                                          | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     603000 | PA      | $507635.23     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                                          | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1035267.30    | 0.01%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                                          | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     600000 | PA      | $661195.39     | 0.00%             | N/A             | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS COMPANIES INC                                                  | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3264799.52    | 0.02%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS COMPANIES INC                                                  | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1683000 | PA      | $1682436.03    | 0.01%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                                          | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     710000 | PA      | $720269.96     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC                                                  | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     868000 | PA      | $869263.48     | 0.01%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                                   | WILLIAMS SCOTSMAN INC                                                   | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2422685.12    | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS COMPANIES INC                                                  | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      78000 | PA      | $73497.76      | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                            | NYU HOSPITALS CENTER                                                    | CUSIP: 62952EAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     705000 | PA      | $713239.56     | 0.01%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV/NXP FUNDING LLC/NXP USA INC                                      | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     237000 | PA      | $226773.50     | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                           | NXP BV / NXP FUNDING LLC / NXP USA                                      | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    2800000 | PA      | $2805653.53    | 0.02%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                  | NAKED JUICE LLC TL 3.25                                                 | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     706443 | PA      | $502987.57     | 0.00%             | 2029-01-24      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                  | NAKED JUICE LLC TL 6.0                                                  | CUSIP: 62984CAN3<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |      68026 | PA      | $27754.54      | 0.00%             | 2030-01-24      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC COMPANY                                    | NARRAGANSETT ELECTRIC COMPANY                                           | CUSIP: 631005BJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2077000 | PA      | $1997173.90    | 0.01%             | 2030-04-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL BK OF CANADA                                            | NATIONAL BANK OF CANADA                                                 | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    1263000 | PA      | $1316173.04    | 0.01%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL BK OF CANADA                                            | NATIONAL BANK OF CANADA                                                 | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    4260000 | PA      | $4286093.97    | 0.03%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA                                                      | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    4830000 | PA      | $4915738.65    | 0.04%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_25-1                     | CAALT_25-1A                                                             | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3145000 | PA      | $3166666.85    | 0.02%             | 2035-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                         | WYNN RESORTS FIN LLC/WYNN RESORTS                                       | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2222929.35    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                   | WYNN MACAU LTD                                                          | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    1400000 | PA      | $1400000.00    | 0.01%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31403DJG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      11190 | PA      | $11454.92      | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140E0ZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     625286 | PA      | $563117.77     | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD NEUB_14                                 | NEUB_14-17A                                                             | CUSIP: 64129UCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3500000 | PA      | $3509877.00    | 0.03%             | 2038-07-22      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD NEUB_14                                 | NEUB_14-17A                                                             | CUSIP: 64129UCJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1650000 | PA      | $1658499.15    | 0.01%             | 2038-07-22      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| WYNNTON FUNDING TRUST                                            | WYNNTON FUNDING TRUST                                                   | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1766054.19    | 0.01%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WYNNTON FUNDING TRUST II                                         | WYNNTON FUNDING TRUST II                                                | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2778261.70    | 0.02%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | CITIBANK NA                                                             | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1755465.47    | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2528348.90    | 0.02%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_22-K147     | FHLMC_K147                                                              | CUSIP: 3137H8BN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11984683 | PA      | $279803.99     | 0.00%             | 2032-06-25      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138EHZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     196166 | PA      | $191086.14     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                | NATIONAL GRID PLC                                                       | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     999000 | PA      | $1027374.77    | 0.01%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                     | NNN REIT INC                                                            | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    1229000 | PA      | $1232445.09    | 0.01%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWP: OIS 3.719000 16-DEC-2054 SOF                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   22610000 | OU      | $1414334.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWP: OIS 3.825000 20-DEC-2054 SOF                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   28885000 | OU      | $1280408.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWP: OIS 4.004000 20-DEC-2044 SOF                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   37895000 | OU      | $-337628.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | ALPHABET INC                                                            | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1664027.42    | 0.01%             | 2045-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_20-BA                           | NAVSL_20-BA                                                             | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     619643 | PA      | $591155.32     | 0.00%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_20-D                  | NAVSL_20-DA                                                             | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2985116 | PA      | $2825461.91    | 0.02%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                                           | CASTLE US HOLDING CORP TL 5.0                                           | CUSIP: 000000000<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |      32568 | PA      | $32747.40      | 0.00%             | 2030-04-29      | Variable      | 9.20%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                                           | CASTLE US HOLDING CORP TLB 4.25                                         | CUSIP: 000000000<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |     237694 | PA      | $108744.97     | 0.00%             | 2030-05-31      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_20-GA                 | NAVSL_20-GA                                                             | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     744740 | PA      | $693609.96     | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_20-FA                           | NAVSL_20-FA                                                             | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     397635 | PA      | $372767.05     | 0.00%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | VOYAGER PARENT LLC TLB 4.75                                             | CUSIP: 000000000<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |     666001 | PA      | $666706.95     | 0.00%             | 2032-07-01      | Variable      | 9.04%                 | No            |                  2 | On Loan: No      |
| ORL TRUST ORL_24-GLKS                                            | ORL_24-GLKS                                                             | CUSIP: 67120DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5004697.00    | 0.04%             | 2039-12-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS XVII LTD OHACP_24-17A                        | OHACP_24-17A                                                            | CUSIP: 67120MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   34750000 | PA      | $34835311.25   | 0.26%             | 2038-01-18      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD NEUB_25-33                              | NEUB_25-33A                                                             | CUSIP: 64132TAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2000000 | PA      | $2009710.00    | 0.01%             | 2039-04-16      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                | USRE_21-1                                                               | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5030000 | PA      | $4177655.94    | 0.03%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F0206A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14000000 | PA      | $11117772.96   | 0.08%             | 2055-10-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F022691<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   40825000 | PA      | $33890348.33   | 0.25%             | 2053-09-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_25-NQM4                             | OBX_25-NQM4                                                             | CUSIP: 67120QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4558317 | PA      | $4582033.03    | 0.03%             | 2055-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST NYC_25-3BP                         | NYC_25-3BP                                                              | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3493126.00    | 0.03%             | 2042-02-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8000000 | PA      | $6640784.56    | 0.05%             | 2055-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F030694<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26550000 | PA      | $22997811.25   | 0.17%             | 2055-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1349001.84    | 0.01%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                                           | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     850000 | PA      | $866656.91     | 0.01%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST NYC_25-3BP                         | NYC_25-3BP                                                              | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3000065.10    | 0.02%             | 2042-02-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_25-HE1                              | OBX_25-HE1                                                              | CUSIP: 67121CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5998948 | PA      | $6027650.99    | 0.04%             | 2055-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F032690<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   59200000 | PA      | $53474324.59   | 0.40%             | 2055-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F040693<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   93600000 | PA      | $87333364.87   | 0.65%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_25-NQM10                            | OBX_25-NQM10                                                            | CUSIP: 67121LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3348663 | PA      | $3372182.65    | 0.02%             | 2065-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| OBX_25-NQM13                                                     | OBX_25-NQM13                                                            | CUSIP: 67121UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6753322 | PA      | $6803613.58    | 0.05%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140EVJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     849972 | PA      | $787255.92     | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140EY5B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1803227 | PA      | $1726623.77    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX TRUST OBX_25-NQM15                                           | OBX_25-NQM15                                                            | CUSIP: 67122CAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $4009498.00    | 0.03%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_21-2                                         | OMIR_21-2                                                               | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1440231 | PA      | $1453075.36    | 0.01%             | 2034-04-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F042699<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   45950000 | PA      | $44190460.08   | 0.33%             | 2055-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8000000 | PA      | $7687410.08    | 0.06%             | 2055-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F050692<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   32325000 | PA      | $31876570.79   | 0.24%             | 2055-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F052698<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   41650000 | PA      | $41884478.67   | 0.31%             | 2055-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE PLC                                          | AMCOR GROUP FINANCE PLC                                                 | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    4640000 | PA      | $4802016.20    | 0.04%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                             | AMENTUM HOLDINGS INC                                                    | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1059283.89    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                                               | AMEREN CORPORATION                                                      | CUSIP: 023608AG7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     590000 | PA      | $587729.95     | 0.00%             | 2026-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                                               | AMEREN CORPORATION                                                      | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     651000 | PA      | $613883.49     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138EM4D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3698568 | PA      | $3377211.29    | 0.02%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138ERTC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4180882 | PA      | $3886402.14    | 0.03%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_21-2                                         | OMIR_21-2                                                               | CUSIP: 67389JAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2046451.40    | 0.02%             | 2034-04-25      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE LTD OMIR_21-1A                                        | OMIR_21-1A                                                              | CUSIP: 67401FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     702758 | PA      | $706609.47     | 0.01%             | 2033-10-25      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE CORP                                        | NEW MOUNTAIN FINANCE CORP                                               | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1298519.22    | 0.01%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE CORP                                        | NEW MOUNTAIN FINANCE CORP                                               | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1515342.05    | 0.01%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO LTD OAKCL_22-3A                                      | OAKCL_22-3A                                                             | CUSIP: 67401RAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    4050000 | PA      | $4066908.75    | 0.03%             | 2037-10-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO LTD OAKCL_24-25                                      | OAKCL_24-25A                                                            | CUSIP: 67402PAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1950000 | PA      | $1958724.30    | 0.01%             | 2037-04-20      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT FUND                                    | OAKTREE STRATEGIC CREDIT FUND                                           | CUSIP: 67403AAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     875000 | PA      | $888981.56     | 0.01%             | 2030-07-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_19-EXP1                             | OBX_19-EXP1                                                             | CUSIP: 67448QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      10961 | PA      | $10820.89      | 0.00%             | 2059-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_25-NQM8                             | OBX_25-NQM8                                                             | CUSIP: 67449AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8451432 | PA      | $8513372.54    | 0.06%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_25-NQM11                            | OBX_25-NQM11                                                            | CUSIP: 67449BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5875893 | PA      | $5916455.31    | 0.04%             | 2065-05-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     699000 | PA      | $689873.31     | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION                                        | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     190000 | PA      | $190856.44     | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION                                        | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     175000 | PA      | $184297.69     | 0.00%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1372000 | PA      | $1434418.37    | 0.01%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140F1UE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     518952 | PA      | $482578.16     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140F1UF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      29399 | PA      | $27212.71      | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_19-C7                  | CGCMT_19-C7                                                             | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3985000 | PA      | $3777247.21    | 0.03%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_19-GC43                | CGCMT_19-GC43                                                           | CUSIP: 17328HBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9998685 | PA      | $9401517.11    | 0.07%             | 2052-11-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC                                               | SALLY HOLDINGS LLC                                                      | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1059311.22    | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                           | SAMMONS FINANCIAL GROUP GLOBAL FUN                                      | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6392047.58    | 0.05%             | 2030-06-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION                                        | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     590000 | PA      | $593505.07     | 0.00%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                                               | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   10190000 | PA      | $9957744.29    | 0.07%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138ETJB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4209283 | PA      | $3917229.01    | 0.03%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138ETPC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3174588 | PA      | $3089763.01    | 0.02%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST ODART_25-1                 | ODART_25-1A                                                             | CUSIP: 682684AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6400000 | PA      | $6644019.84    | 0.05%             | 2035-04-16      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST ODART_23-1                 | ODART_23-1A                                                             | CUSIP: 682685AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3100000 | PA      | $3196136.58    | 0.02%             | 2031-02-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138M1EL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     220688 | PA      | $207386.14     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138M57K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     479350 | PA      | $451552.51     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC                                         | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2295000 | PA      | $2417029.67    | 0.02%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD                                 | PRESIDENT & FELLOWS OF HARVARD                                          | CUSIP: 740816AN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2230000 | PA      | $1512136.72    | 0.01%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_24-NQM3                 | NRZT_24-NQM3                                                            | CUSIP: 647910AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9287212 | PA      | $9373657.89    | 0.07%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORPORATION                                           | OGE ENERGY CORPORATION                                                  | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |     347000 | PA      | $360464.03     | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS PRET_25-NPL6                    | PRET_25-NPL6                                                            | CUSIP: 740936AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4887889 | PA      | $4896207.44    | 0.04%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST PART_23-1                        | PART_23-1A                                                              | CUSIP: 74113GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2375169 | PA      | $2379642.28    | 0.02%             | 2028-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST PART_21-1A                       | PART_21-1A                                                              | CUSIP: 74113XAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     387264 | PA      | $385724.23     | 0.00%             | 2028-02-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_21-RN2                                             | PRET_21-RN2                                                             | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3686594 | PA      | $3683972.15    | 0.03%             | 2051-07-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING I                                          | PRICOA GLOBAL FUNDING I                                                 | CUSIP: 74153WCY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4525000 | PA      | $4552222.15    | 0.03%             | 2032-08-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                         | PRIMO WATER HOLDINGS INC                                                | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |     740000 | PA      | $714742.20     | 0.01%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                         | ICON INVESTMENTS SIX DAC                                                | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    1474000 | PA      | $1540509.44    | 0.01%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE TRUST ILPT_25-LPF2                      | ILPT_25-LPF2                                                            | CUSIP: 451955AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2542890.75    | 0.02%             | 2042-07-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD OCP_20-19RR                                          | OCP_20-19RR                                                             | CUSIP: 670881AY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10077810.00   | 0.07%             | 2038-04-20      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                           | OCP SA                                                                  | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |     357000 | PA      | $326655.92     | 0.00%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140F47L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14718049 | PA      | $13145786.23   | 0.10%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     679109 | PA      | $627917.61     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                 | PRINCIPAL LIFE GLOBAL FUNDING II                                        | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    2445000 | PA      | $2465016.37    | 0.02%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PRM6 TRUST PRM6_25-PRM6                                          | JPMCCMSC_25-PRM6                                                        | CUSIP: 74277DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $997060.40     | 0.01%             | 2033-07-05      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140FECL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     117615 | PA      | $108540.70     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140FEDD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     407801 | PA      | $376204.92     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                  | SANDS CHINA LTD                                                         | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     382000 | PA      | $389358.48     | 0.00%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST SAN_25-NQM3            | SAN_25-NQM3                                                             | CUSIP: 80263AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5419175 | PA      | $5456966.56    | 0.04%             | 2065-05-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| PRM6 TRUST PRM6_25-PRM6                                          | PRM6_25-PRM6                                                            | CUSIP: 74277DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $997996.80     | 0.01%             | 2033-07-05      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| PRM6 TRUST PRM6_25-PRM6                                          | PRM6_25-PRM6                                                            | CUSIP: 74277DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1998485.80    | 0.01%             | 2033-07-05      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                           | OCP SA                                                                  | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    4695000 | PA      | $4950468.11    | 0.04%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OAK HILL CREDIT PARTNERS OAKC_12                                 | OAKC_25-7A                                                              | CUSIP: 67102QBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5000000 | PA      | $5015680.00    | 0.04%             | 2038-02-20      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US LOGISTICS FUND LP                           | PROLOGIS TARGETED US LOGISTICS                                          | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    1666000 | PA      | $1720203.63    | 0.01%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US LOGISTICS FUND LP                           | PROLOGIS TARGETED US LOGISTICS                                          | CUSIP: 74350LAB0<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     348000 | PA      | $358347.27     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRUST PFMT_25-3                       | PFMT_25-3                                                               | CUSIP: 74388PAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1513593.75    | 0.01%             | 2055-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRUST PFMT_25-2                       | PFMT_25-2                                                               | CUSIP: 74389DAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1465582 | PA      | $1479207.82    | 0.01%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                | AMCOR FLEXIBLES NORTH AMERICA INC                                       | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    3245000 | PA      | $3319950.46    | 0.02%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                                               | AMEREN CORPORATION                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    2137000 | PA      | $2185981.70    | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-RCF1                                            | PRPM_25-RCF1                                                            | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3362613 | PA      | $3327021.14    | 0.02%             | 2055-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-RPL1                                            | PRPM_25-RPL1                                                            | CUSIP: 74390WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3962248 | PA      | $3885177.16    | 0.03%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST SALES TAX REV                                        | State of Illinois                                                       | CUSIP: 452227GJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2500000 | PA      | $2451890.50    | 0.02%             | 2028-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                     | ILLUMINA INC                                                            | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2851342.88    | 0.02%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HOLDINGS PLC                                         | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1762000 | PA      | $1724097.76    | 0.01%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3                | SDART_23-3                                                              | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1160000 | PA      | $1182077.12    | 0.01%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-RPL1                                            | PRPM_25-RPL1                                                            | CUSIP: 74390WAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     758000 | PA      | $705950.49     | 0.01%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-RPL1                                            | PRPM_25-RPL1                                                            | CUSIP: 74390WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     447000 | PA      | $410991.29     | 0.00%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138MAC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     611008 | PA      | $573993.13     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138MQBV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     728698 | PA      | $704564.97     | 0.01%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-RPL1                                            | PRPM_25-RPL1                                                            | CUSIP: 74390WAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     436000 | PA      | $404965.83     | 0.00%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_25-RPL1                                            | PRPM_25-RPL1                                                            | CUSIP: 74390WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     154000 | PA      | $139639.25     | 0.00%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM ADVISORS LLC PRPM_25-NQM1                                   | PRPM_25-NQM1                                                            | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6170249 | PA      | $6233396.19    | 0.05%             | 2069-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                               | PUBLIC SERVICE COMPANY OF COLORADO                                      | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2566854.11    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                | IMOLA MERGER CORP                                                       | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1064138.53    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                      | IMPERIAL BRANDS FINANCE PLC                                             | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    1474000 | PA      | $1527516.60    | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-3A            | SFAST_24-3A                                                             | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1307163.00    | 0.01%             | 2030-06-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                               | SCFET_25-1A                                                             | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3006000 | PA      | $3080988.88    | 0.02%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                      | IMPERIAL BRANDS FINANCE PLC                                             | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     734000 | PA      | $757916.29     | 0.01%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                      | IMPERIAL BRANDS FINANCE PLC                                             | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    4630000 | PA      | $4655232.97    | 0.03%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SDAL TRUST SDAL_25-DAL                                           | SDAL_25-DAL                                                             | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1009480.30    | 0.01%             | 2030-04-15      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST SBALT_24-B                                 | SBNALT_24-B                                                             | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2310000 | PA      | $2328926.29    | 0.02%             | 2027-11-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SLMA_08-2                                                        | SLMA_08-2                                                               | CUSIP: 784442AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1165000 | PA      | $1180590.26    | 0.01%             | 2083-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST SLMA_08-3                                 | SLMA_08-3                                                               | CUSIP: 78444GAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1165000 | PA      | $1171602.29    | 0.01%             | 2083-04-26      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_21-J2                    | CMLTI_21-J2                                                             | CUSIP: 17329MDT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     439615 | PA      | $370524.45     | 0.00%             | 2051-07-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST CITZN_24-1                       | CITZN_24-1                                                              | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1235000 | PA      | $1241983.43    | 0.01%             | 2028-04-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST SLMA_08-5                                 | SLMA_08-5                                                               | CUSIP: 78444YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4060000 | PA      | $4096459.21    | 0.03%             | 2073-07-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| SLMA_08-4                                                        | SLMA_08-4                                                               | CUSIP: 78445AAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1165000 | PA      | $1188896.36    | 0.01%             | 2073-04-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140MNMN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3682812 | PA      | $3196858.90    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140MNN93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12232685 | PA      | $10601610.79   | 0.08%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140FNHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1321438 | PA      | $1224001.88    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-3                          | SCRT_18-3                                                               | CUSIP: 35563PGA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     314650 | PA      | $271990.31     | 0.00%             | 2057-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST SLMA_08-6                                 | SLMA_08-6                                                               | CUSIP: 78445CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1211119 | PA      | $1196904.08    | 0.01%             | 2026-07-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST SLMA_08-6                                 | SLMA_08-6                                                               | CUSIP: 78445CAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1165000 | PA      | $1166804.00    | 0.01%             | 2083-07-26      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-INV1                  | CMLTI_25-INV1                                                           | CUSIP: 17332GBU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1378174 | PA      | $1389371.37    | 0.01%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                   | CMLTI_25-RP1                                                            | CUSIP: 17332HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10816659 | PA      | $10129966.65   | 0.07%             | 2064-01-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                           | OREILLY AUTOMOTIVE INC                                                  | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     471000 | PA      | $471233.80     | 0.00%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OZLM LTD OZLM_14-6A                                              | OZLM_14-6A                                                              | CUSIP: 67108LBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6382993 | PA      | $6382098.97    | 0.05%             | 2031-04-17      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                   | CMLTI_25-RP1                                                            | CUSIP: 17332HAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     490540 | PA      | $358287.37     | 0.00%             | 2064-01-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                   | CMLTI_25-RP1                                                            | CUSIP: 17332HAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     418608 | PA      | $294263.05     | 0.00%             | 2064-01-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138W6RC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1031481 | PA      | $971245.48     | 0.01%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138W9GY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3596707 | PA      | $3372143.91    | 0.02%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST SLMA_08-7                                 | SLMA_08-7                                                               | CUSIP: 78445FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1165000 | PA      | $1165765.41    | 0.01%             | 2083-07-26      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST SLMA_12-2                                 | SLMA_12-2                                                               | CUSIP: 78446YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2928279 | PA      | $2862069.67    | 0.02%             | 2029-01-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST SLMA_12-7                                 | SLMA_12-7                                                               | CUSIP: 78447KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1407386 | PA      | $1367158.72    | 0.01%             | 2026-05-26      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_20-PTA                      | SMB_20-PTA                                                              | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5227725 | PA      | $4929962.53    | 0.04%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138WGYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2045039 | PA      | $1948453.52    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138WJMK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3856921 | PA      | $3560074.70    | 0.03%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI               | SMRT_22-MINI                                                            | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3850000 | PA      | $3825937.50    | 0.03%             | 2039-01-15      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_19-A                       | SOFI_19-A                                                               | CUSIP: 78471HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2336951.25    | 0.02%             | 2048-06-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_21-C12         | BBCMS_21-C12                                                            | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15495000 | PA      | $13804461.41   | 0.10%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-5C25        | BBCMS_24-5C25                                                           | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3445000 | PA      | $3620642.64    | 0.03%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SPGN TFLM MORTGAGE TRUST SPGN_22-TFLM                            | SPGN_22-TFLM                                                            | CUSIP: 78473HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5670000 | PA      | $5655944.64    | 0.04%             | 2039-02-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST SWCH_25-DATA                      | SWCH_25-DATA                                                            | CUSIP: 78489CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2489550.11    | 0.02%             | 2042-03-15      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_19-INV2                             | OBX_19-INV2                                                             | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      67582 | PA      | $62722.14      | 0.00%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD OCP_19-17A                                           | OCP_19-17A                                                              | CUSIP: 67113LAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2270000 | PA      | $2275985.99    | 0.02%             | 2037-07-20      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4                | SDART_22-4                                                              | CUSIP: 80286FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     412847 | PA      | $412720.46     | 0.00%             | 2027-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-5                | SDART_23-5                                                              | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3885000 | PA      | $3956824.33    | 0.03%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                      | CRESCENT ENERGY FINANCE LLC                                             | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1021038.63    | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4179000 | PA      | $4346173.07    | 0.03%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST SWCHCM_25-DATA                    | SWCH_25-DATA                                                            | CUSIP: 78489CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2488562.90    | 0.02%             | 2042-03-15      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                              | SOUTHWESTERN ELECTRIC POWER CO                                          | CUSIP: 845437BP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6450000 | PA      | $6339775.62    | 0.05%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                              | SOUTHWESTERN ELECTRIC POWER CO                                          | CUSIP: 845437BS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $886613.37     | 0.01%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                              | SOUTHWESTERN ELECTRIC POWER CO                                          | CUSIP: 845437BU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     384000 | PA      | $389603.22     | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                               | SOUTHWESTERN ENERGY COMPANY                                             | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1679680.01    | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SRPT_14-STAR                                                     | SRPT_14-STAR                                                            | CUSIP: 85571XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2124670 | PA      | $1283980.86    | 0.01%             | 2027-11-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-3                    | STAR_21-3                                                               | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3774428 | PA      | $3346067.01    | 0.02%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                | STATE STREET CORP                                                       | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2562000 | PA      | $2402696.48    | 0.02%             | 2034-11-01      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                | STATE STREET CORP                                                       | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1333000 | PA      | $1348531.01    | 0.01%             | 2032-10-22      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                | STATE STREET CORP                                                       | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     744000 | PA      | $760621.52     | 0.01%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-2                | SDART_24-2                                                              | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1557220.50    | 0.01%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-6                | SDART_23-6                                                              | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $618384.06     | 0.00%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                              | STATION CASINOS LLC                                                     | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1409664.88    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                               | STEEL DYNAMICS INC                                                      | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1420429.29    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                               | STEEL DYNAMICS INC                                                      | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     614000 | PA      | $581702.28     | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                        | STELLANTIS FINANCE US INC                                               | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3094043.43    | 0.02%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST NYMT_24-CP1                              | NYMT_24-CP1                                                             | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2573594 | PA      | $2426447.88    | 0.02%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NXPT COMMERICAL MORTGAGE TRUST NXPT_24-STOR                      | NXPT_24-STOR                                                            | CUSIP: 67119YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4972051.00    | 0.04%             | 2041-11-01      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENCHANCED LEASE TRUST SFUEL_25 | SFUEL_25-B                                                              | CUSIP: 858933AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4165000 | PA      | $4180101.46    | 0.03%             | 2029-01-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| STIFEL FINL CORP                                                 | STIFEL FINANCIAL CORP                                                   | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    3755000 | PA      | $3673926.23    | 0.03%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STRE_24-1A                                                       | STRE_24-1A                                                              | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     427237 | PA      | $448465.75     | 0.00%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST STRE_24-2                        | STRE_24-2A                                                              | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4095877 | PA      | $4119956.11    | 0.03%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM_04-20        | SARM_04-20                                                              | CUSIP: 863579GZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     238677 | PA      | $229013.62     | 0.00%             | 2035-01-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| LXS_05-5N                                                        | LXS_05-5N                                                               | CUSIP: 86359DUR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      71369 | PA      | $71132.03      | 0.00%             | 2035-11-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM_06-5         | SARM_06-5                                                               | CUSIP: 86360NAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     516418 | PA      | $475340.00     | 0.00%             | 2036-06-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                     | STRYKER CORPORATION                                                     | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1245779.74    | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138WJQ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1176258 | PA      | $1050146.50    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138WJYG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2305242 | PA      | $2132424.13    | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                      | SUMITOMO MITSUI FINANCIAL GROUP                                         | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     625000 | PA      | $597033.24     | 0.00%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                      | SUMITOMO MITSUI FINANCIAL GROUP IN                                      | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1349000 | PA      | $1412415.74    | 0.01%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                 | OCCIDENTAL PETROLEUM CORPORATION                                        | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     348000 | PA      | $324379.53     | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS OCT46_20-2A                          | OCT46_20-2A                                                             | CUSIP: 67577VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    7900000 | PA      | $7911597.20    | 0.06%             | 2036-07-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-1                | SDART_23-1                                                              | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     810000 | PA      | $815432.83     | 0.01%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-3                | SDART_24-3                                                              | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2938543 | PA      | $2953399.45    | 0.02%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                      | SUMITOMO MITSUI FINANCIAL GROUP IN                                      | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1252000 | PA      | $1298258.20    | 0.01%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                      | SUMITOMO MITSUI FINANCIAL GROUP IN                                      | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     782000 | PA      | $818380.62     | 0.01%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                      | SUMITOMO MITSUI FINANCIAL GROUP IN                                      | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    6320000 | PA      | $6394541.04    | 0.05%             | 2031-07-08      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                                   | SUMITOMO MITSUI TRUST BANK LTD                                          | CUSIP: 86563VBP3<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    3575000 | PA      | $3631951.59    | 0.03%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC                                    | SUMMIT MIDSTREAM HOLDINGS LLC                                           | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     925000 | PA      | $923330.58     | 0.01%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SUNNOVA SOL II ISSUER LLC SNVA_20-2A                             | SNVA_20-2A                                                              | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2587114 | PA      | $2169818.77    | 0.02%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_25-2                | SDART_25-2                                                              | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3080000 | PA      | $3100077.90    | 0.02%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_25-2                | SDART_25-2                                                              | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10181313.00   | 0.08%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-3                          | SCRT_18-3                                                               | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4776976 | PA      | $4640501.17    | 0.03%             | 2057-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-4                          | SCRT_18-4                                                               | CUSIP: 35563PGZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     214874 | PA      | $183667.27     | 0.00%             | 2058-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HELIOS ISSUER LLC SNVA_21-1                                      | SNVA_21-1                                                               | CUSIP: 86745QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2057837 | PA      | $1707878.59    | 0.01%             | 2056-04-28      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER XI ISSUER LLC SNVA_23-A                    | SNVA_23-A                                                               | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4161999 | PA      | $3818990.98    | 0.03%             | 2050-05-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST OCTL_24-2                               | OCTL_24-2                                                               | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2460787 | PA      | $2486040.27    | 0.02%             | 2032-07-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS XXVI                                 | OCT27_16-1A                                                             | CUSIP: 67590XAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6925000 | PA      | $6928074.70    | 0.05%             | 2030-07-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| HELIOS ISSUER LLC SNVA_20-AA                                     | SNVA_20-AA                                                              | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     869438 | PA      | $761308.47     | 0.01%             | 2047-06-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | SUNOCO LOGISTICS PARTNERS                                               | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     371000 | PA      | $332269.90     | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                                                               | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1257404.60    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC SUNRN_24-2A                           | SUNRN_24-2A                                                             | CUSIP: 86771BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6857730 | PA      | $6801853.59    | 0.05%             | 2059-07-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNRUN BACCHUS ISSUER LLC SUNRN_25-1                             | SUNRN_25-1A                                                             | CUSIP: 86771PAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5586347 | PA      | $5532122.36    | 0.04%             | 2060-04-30      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO SUNRN_18-1                                       | SUNRN_18-1                                                              | CUSIP: 86772DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1556041 | PA      | $1508283.65    | 0.01%             | 2049-04-30      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138WK4Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     446800 | PA      | $425413.40     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138WKYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1088894 | PA      | $1036607.52    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP                                                      | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1012007.50    | 0.01%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI PROPERTIES LP                                                      | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2087885.74    | 0.02%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                          | SCRT_19-1                                                               | CUSIP: 35563PHZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     853251 | PA      | $738463.68     | 0.01%             | 2058-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                   | CMLTI_25-RP1                                                            | CUSIP: 17332HAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     261594 | PA      | $168301.57     | 0.00%             | 2064-01-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                   | CMLTI_25-RP1                                                            | CUSIP: 17332HAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     196216 | PA      | $113658.24     | 0.00%             | 2064-01-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_25-1                | SDART_25-1                                                              | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2205000 | PA      | $2211977.50    | 0.02%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_25-3                | SDART_25-3                                                              | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2675000 | PA      | $2682999.32    | 0.02%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                            | FREEDOM MORTGAGE CORP                                                   | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     450000 | PA      | $480931.59     | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                    | FREEDOM MORTGAGE HOLDINGS LLC                                           | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1055575.39    | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| BRAZIL MINAS SPE                                                 | BRAZIL MINAS SPE                                                        | CUSIP: 105860AA8<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |     600000 | PA      | $595624.15     | 0.00%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BRDIGECREST LENDING AUTO SECURITIZATION TRUST BLAST_25-3         | BLAST_25-3                                                              | CUSIP: 107920AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1110000 | PA      | $1112720.17    | 0.01%             | 2029-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS XIX LTD OCT29_16-1A                  | OCT29_16-1A                                                             | CUSIP: 67591JAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5345000 | PA      | $5361339.67    | 0.04%             | 2037-07-18      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS LTD OCT58_22-1                       | OCT58_22-1A                                                             | CUSIP: 675932AS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2160000 | PA      | $2171564.64    | 0.02%             | 2038-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| VICTORIAS SECRET & CO                                            | VICTORIAS SECRET & CO                                                   | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     755000 | PA      | $715809.26     | 0.01%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | VIKING CRUISES LTD                                                      | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    1400000 | PA      | $1400475.70    | 0.01%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_23-1         | BLAST_23-1                                                              | CUSIP: 108056AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     759619 | PA      | $760625.06     | 0.01%             | 2027-11-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                  | CMS ENERGY CORPORATION                                                  | CUSIP: 125896BR0<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      80000 | PA      | $78450.17      | 0.00%             | 2027-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SBCLN_24-A               | SBCLN_24-A                                                              | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1943286 | PA      | $1961430.88    | 0.01%             | 2032-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-4                | SDART_24-4                                                              | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2810000 | PA      | $2816893.49    | 0.02%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                        | VIPER ENERGY PARTNERS LLC                                               | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1525459.99    | 0.01%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                              | VIRGINIA ELECTRIC AND POWER CO                                          | CUSIP: 927804FX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1187000 | PA      | $1177703.74    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                  | CMS ENERGY CORPORATION                                                  | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    1378000 | PA      | $1332090.28    | 0.01%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                  | CMS ENERGY CORPORATION                                                  | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     267000 | PA      | $242349.80     | 0.00%             | 2050-12-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC SUNRN_23-1A                           | SUNRN_23-1A                                                             | CUSIP: 86772YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1651957 | PA      | $1622047.41    | 0.01%             | 2059-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUNRUN CALLISTO SUNRN_19-1A                                      | SUNRN_19-1A                                                             | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1071751 | PA      | $1011025.80    | 0.01%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                      | VISTRA CORP                                                             | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4758631.41    | 0.04%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                      | VISTRA CORP                                                             | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2179521.16    | 0.02%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179S5P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     847626 | PA      | $858116.00     | 0.01%             | 2047-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179SLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1180527 | PA      | $1097899.22    | 0.01%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUNTORY HOLDINGS                                                 | SUNTORY HOLDINGS LTD                                                    | CUSIP: 86803UAE1<br>LEI: 54930074QUY8RD0UZM08 | Long             | DBT              | CORP              | JP        |    2100000 | PA      | $2156867.09    | 0.02%             | 2029-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORP                                                   | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3978733.37    | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                      | VISTRA CORP                                                             | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1798912.16    | 0.01%             | N/A             | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   14890000 | PA      | $15050952.99   | 0.11%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1866009 | PA      | $1674842.69    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179SSQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1505227 | PA      | $1396012.99    | 0.01%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENNECO LLC                                                      | TENNECO INC                                                             | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    4525000 | PA      | $4526139.33    | 0.03%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TENNECO LLC                                                      | TENNECO INC TLB 5.0                                                     | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    2225000 | PA      | $2214498.00    | 0.02%             | 2028-11-17      | Variable      | 9.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     753000 | PA      | $776539.83     | 0.01%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7920000 | PA      | $7989524.31    | 0.06%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-UBS4                                 | COMM_14-UBS4                                                            | CUSIP: 12591QAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      54487 | PA      | $53738.05      | 0.00%             | 2047-08-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST CSMC_22-NQM1                                          | CSMC_22-NQM1                                                            | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10607754 | PA      | $9750141.47    | 0.07%             | 2066-11-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1575656 | PA      | $1414154.93    | 0.01%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 SF 30YR                                                           | CUSIP: 36179SWX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     799523 | PA      | $742396.64     | 0.01%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                       | TEREX CORPORATION                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1062853.43    | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA ENERGY CORP TLB3 1.75                                            | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |     461534 | PA      | $461981.67     | 0.00%             | 2030-12-20      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7668000 | PA      | $7956216.71    | 0.06%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | WFCM_17-C39                                                             | CUSIP: 95000XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10065000 | PA      | $9841647.59    | 0.07%             | 2050-09-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                                                             | CUSIP: 12649AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14800000 | PA      | $13579148.00   | 0.10%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_24-277P                                 | COMM_24-277P                                                            | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12870000 | PA      | $13599278.55   | 0.10%             | 2044-08-10      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                        | OLIN CORP                                                               | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $998738.03     | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS INC                                     | OMEGA HEALTHCARE INVESTORS INC                                          | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    5886000 | PA      | $5970468.73    | 0.04%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179SYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1404407 | PA      | $1260039.68    | 0.01%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179T4N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2718998 | PA      | $2508532.81    | 0.02%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                           | TEXAS HEALTH RESOURCES                                                  | CUSIP: 882484AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $572897.09     | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS COMPANIES INC                                                  | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     319000 | PA      | $325041.60     | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C41                | WFCM_17-C41                                                             | CUSIP: 95001ABH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1690000 | PA      | $1605887.01    | 0.01%             | 2050-11-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_19-1          | WFMBS_19-1                                                              | CUSIP: 95001TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      20972 | PA      | $19887.23      | 0.00%             | 2048-11-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179T7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2447404 | PA      | $2401580.52    | 0.02%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     950305 | PA      | $900920.03     | 0.01%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER                                                    | THERMO FISHER SCIENTIFIC INC                                            | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1178000 | PA      | $1220138.96    | 0.01%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                            | 3M CO                                                                   | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $2075014.95    | 0.02%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OMNIS FUNDING TRUST                                              | OMNIS FUNDING TRUST                                                     | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1676000 | PA      | $1729573.38    | 0.01%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                      | ONE GAS INC                                                             | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     447000 | PA      | $461364.45     | 0.00%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                   | CMLTI_25-RP1                                                            | CUSIP: 17332HAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     124284 | PA      | $63153.99      | 0.00%             | 2064-01-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                   | CMLTI_25-RP1                                                            | CUSIP: 17332HAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     156973 | PA      | $65180.81      | 0.00%             | 2064-01-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                            | 3M CO                                                                   | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     698000 | PA      | $708839.81     | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TIKEHAU US CLO LTD TKO_23-1                                      | TKO_23-1A                                                               | CUSIP: 88675CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   28000000 | PA      | $28067368.00   | 0.21%             | 2034-07-15      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TAN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67519 | PA      | $68354.56      | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     993593 | PA      | $920855.56     | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TIKEHAU US CLO LTD TKO_22-2                                      | TKO_22-2A                                                               | CUSIP: 88676NAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15000000 | PA      | $15048705.00   | 0.11%             | 2036-01-20      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | TIME WARNER CABLE LLC                                                   | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1892223.20    | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TEZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1849274 | PA      | $1713320.31    | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     601158 | PA      | $554889.69     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_24-277P                                 | COMM_24-277P                                                            | CUSIP: 12654FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7580000 | PA      | $193971.44     | 0.00%             | 2044-08-10      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_18-RPL9             | CSMC_18-RPL9                                                            | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3987404 | PA      | $3852369.32    | 0.03%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     428415 | PA      | $433718.77     | 0.00%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19491 | PA      | $17462.54      | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | TIME WARNER CABLE LLC                                                   | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    2946000 | PA      | $2658521.53    | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | TIME WARNER CABLE INC                                                   | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1401007.31    | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     584949 | PA      | $554548.22     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1718 | PA      | $1628.73       | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON CO (THE)                                           | TOLEDO EDISON COMPANY (THE)                                             | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     951000 | PA      | $1030247.32    | 0.01%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FIN                                                    | TOLL BROTHERS FINANCE CORP.                                             | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     630000 | PA      | $639508.28     | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138WQBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2945533 | PA      | $2857705.41    | 0.02%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138WWCK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     880491 | PA      | $825515.40     | 0.01%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TUA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1128614 | PA      | $1044774.78    | 0.01%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179UCA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1066096 | PA      | $985636.07     | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSMCM TRUST CERTIFICATES CSMCM_18-RPL4                           | CSMCM_18-RPL4                                                           | CUSIP: 12655RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1155780 | PA      | $1055167.70    | 0.01%             | 2050-07-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| CSMCM TRUST CERTIFICATES CSMCM_21-RP11                           | CSMCM_21-RP11                                                           | CUSIP: 12658QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     274889 | PA      | $212793.50     | 0.00%             | 2061-10-27      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2024-1 LTD CAVU_24-1A                              | CAVU_24-1A                                                              | CUSIP: 89624CDG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   20000000 | PA      | $19970920.00   | 0.15%             | 2037-01-20      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINANCIAL GROUP INC                                     | TRUSTAGE FINANCIAL GROUP INC                                            | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |    2135000 | PA      | $2028055.69    | 0.02%             | 2032-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179UD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2199211 | PA      | $2084872.57    | 0.02%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179UEA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7539336 | PA      | $7388874.84    | 0.05%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUGREEN LP                                                      | TRUGREEN LP TLB 4.0                                                     | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |     695334 | PA      | $675781.25     | 0.01%             | 2027-11-02      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                      | TRUIST BANK                                                             | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    5535000 | PA      | $5551220.98    | 0.04%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RP11                        | CSMC_21-RP11                                                            | CUSIP: 12659AAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6649348 | PA      | $5458223.38    | 0.04%             | 2061-10-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                  | CSL FINANCE PLC                                                         | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     670000 | PA      | $669099.62     | 0.00%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-PJ10                 | GSMBS_21-PJ10                                                           | CUSIP: 36262PAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     691035 | PA      | $616663.09     | 0.00%             | 2052-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-GR3                  | GSMBS_21-GR3                                                            | CUSIP: 36263TBJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     936458 | PA      | $783975.18     | 0.01%             | 2052-04-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST CSMC_21-NQM6                                          | CSMC_21-NQM6                                                            | CUSIP: 12662KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6078505 | PA      | $5256133.53    | 0.04%             | 2066-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST CSMC_22-RPL4                                          | CSMC_22-RPL4                                                            | CUSIP: 12663TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2129050 | PA      | $2043021.88    | 0.02%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                                                   | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     280000 | PA      | $275758.60     | 0.00%             | 2027-03-02      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                                                   | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     464000 | PA      | $495458.54     | 0.00%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                    | GN BONDCO LLC                                                           | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8364000 | PA      | $8906882.55    | 0.07%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST GSMBS_24-HE1                 | GSMBS_24-HE1                                                            | CUSIP: 36270AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5313946 | PA      | $5332618.46    | 0.04%             | 2054-08-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGEBACKED SECURITIES TRUST GSMBS_23-PJ4                  | GSMBS_23-PJ4                                                            | CUSIP: 36270XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1824756 | PA      | $1850416.88    | 0.01%             | 2054-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_24-4                             | GCAR_24-4A                                                              | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1230000 | PA      | $1231989.65    | 0.01%             | 2028-07-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                                                   | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     776000 | PA      | $815288.55     | 0.01%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                                                   | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2567014.43    | 0.02%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_22-ATH3                        | CSMC_22-ATH3                                                            | CUSIP: 12664AAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     963804 | PA      | $960507.04     | 0.01%             | 2067-08-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     720000 | PA      | $690862.76     | 0.01%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-4                | SDART_23-4                                                              | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2410000 | PA      | $2438158.68    | 0.02%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD.                                              | SANTOS FINANCE LTD                                                      | CUSIP: 803014AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    1340000 | PA      | $1471952.33    | 0.01%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                                                   | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2436000 | PA      | $2523069.64    | 0.02%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                                                   | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    3920000 | PA      | $4012558.56    | 0.03%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST GSMBS_24-HE2                 | GSMBS_24-HE2                                                            | CUSIP: 36271AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3547534 | PA      | $3557596.51    | 0.03%             | 2055-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-4                      | GSAR_24-4A                                                              | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1486272 | PA      | $1488025.27    | 0.01%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_20-C55                | WFCM_20-C55                                                             | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3407709 | PA      | $3176689.84    | 0.02%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_20-1          | WFMBS_20-1                                                              | CUSIP: 95002KBK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1750726 | PA      | $1536774.28    | 0.01%             | 2049-12-25      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO FIBRA UNO                                            | TRUST FIBRA UNO                                                         | CUSIP: 89834JAB9<br>LEI: 54930011BLQ0JPRBAL73 | Long             | DBT              | CORP              | MX        |     890000 | PA      | $953447.33     | 0.01%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                         | TUCSON ELECTRIC POWER CO                                                | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    2690000 | PA      | $2012358.49    | 0.01%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_25-1                      | GSAR_25-1A                                                              | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1992111 | PA      | $1996769.99    | 0.01%             | 2030-04-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST GSMBS_25-CES1                | GSMBS_25-CES1                                                           | CUSIP: 36271RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6332924 | PA      | $6385769.03    | 0.05%             | 2055-05-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                   | CMLTI_25-RP1                                                            | CUSIP: 17332HAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     149219 | PA      | $47191.10      | 0.00%             | 2064-01-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                   | CMLTI_25-RP1                                                            | CUSIP: 17332HAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12704877 | PA      | $1270.49       | 0.00%             | 2064-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_25-1                 | GMALT_25-1                                                              | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2780000 | PA      | $2799395.50    | 0.02%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST GSMBS_25-NQM2                | GSMBS_25-NQM2                                                           | CUSIP: 36272EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4615861 | PA      | $4660501.93    | 0.03%             | 2065-06-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-5C27        | BBCMS_24-5C27                                                           | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7600000 | PA      | $8007197.36    | 0.06%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST BFLD_24-WRHS                                          | BFLD_24-WRHS                                                            | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6952478 | PA      | $6952485.49    | 0.05%             | 2026-08-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_25-1                      | GSAR_25-3A                                                              | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1680000 | PA      | $1682016.50    | 0.01%             | 2030-10-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-RVR             | GSMS_24-RVR                                                             | CUSIP: 36272JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10100000 | PA      | $10231455.54   | 0.08%             | 2029-08-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-C59                | WFCM_21-C59                                                             | CUSIP: 95003CAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2590000 | PA      | $2132403.98    | 0.02%             | 2054-04-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-C59                | WFCM_21-C59                                                             | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20071017 | PA      | $1202972.46    | 0.01%             | 2054-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140MX7J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3522441 | PA      | $3408017.19    | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140Q8DA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     392844 | PA      | $361770.05     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-RVR             | GSMS_24-RVR                                                             | CUSIP: 36272JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2569000 | PA      | $2601252.77    | 0.02%             | 2029-08-10      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST GSMBS_25-NQM3                | GSMBS_25-NQM3                                                           | CUSIP: 36274TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4700000 | PA      | $4704909.62    | 0.03%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8729000 | PA      | $8042090.13    | 0.06%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    7220000 | PA      | $6198912.03    | 0.05%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     607942 | PA      | $592152.89     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140QBBB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2731459 | PA      | $2525102.01    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-C60                | WFCM_21-C60                                                             | CUSIP: 95003DBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3997549 | PA      | $257976.26     | 0.00%             | 2054-08-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_22-C62                | WFCM_22-C62                                                             | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5330000 | PA      | $5085665.87    | 0.04%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                                               | CUSIP: 36290TSR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     738574 | PA      | $706014.48     | 0.01%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSR_06-AR2                                                       | GSR_06-AR2                                                              | CUSIP: 36297TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     770498 | PA      | $462010.91     | 0.00%             | 2036-04-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                    | BGC GROUP INC                                                           | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1447301.77    | 0.01%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BDS_24-FL13                                                      | BDS_24-FL13                                                             | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2010004.40    | 0.01%             | 2039-09-19      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| GALAXY CLO LTD GALXY_16-22A                                      | GALXY_16-22A                                                            | CUSIP: 36320TBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3740000 | PA      | $3743384.70    | 0.03%             | 2034-04-16      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| GALAXY CLO LTD GALXY_18-26A                                      | GALXY_18-26A                                                            | CUSIP: 36321LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1287109 | PA      | $1287100.00    | 0.01%             | 2031-11-22      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     587000 | PA      | $491923.18     | 0.00%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3835000 | PA      | $3350720.08    | 0.02%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_24-1CHI               | WFCM_24-1CHI                                                            | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6077783.40    | 0.04%             | 2035-07-15      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-C61                | WFCM_21-C61                                                             | CUSIP: 95003QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7990000 | PA      | $7129150.21    | 0.05%             | 2054-11-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                          | SASOL FINANCING USA LLC                                                 | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2482759.60    | 0.02%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORP                                       | SCHLUMBERGER HOLDINGS CORP                                              | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     883000 | PA      | $910386.81     | 0.01%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2273000 | PA      | $2307595.93    | 0.02%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2615000 | PA      | $2657008.03    | 0.02%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     590000 | PA      | $509287.80     | 0.00%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     537000 | PA      | $549612.59     | 0.00%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-DWHP               | WFCM_25-DWHP                                                            | CUSIP: 95004EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2003294.60    | 0.01%             | 2038-04-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-5C5                | WFCM_25-5C5                                                             | CUSIP: 95004MAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1265453.00    | 0.01%             | 2058-07-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                                                           | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2039000 | PA      | $1982429.98    | 0.01%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                                                           | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $543053.97     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-B33RP              | WFCM_25-B33RP                                                           | CUSIP: 95004RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5003110.50    | 0.04%             | 2042-08-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                 | WELLTOWER INC                                                           | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    6320000 | PA      | $5822076.95    | 0.04%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL COMPANY I                                      | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1047000 | PA      | $1075892.74    | 0.01%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                 | GENUINE PARTS COMPANY                                                   | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    4640000 | PA      | $4733653.54    | 0.04%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138X5YF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     379395 | PA      | $366009.82     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138XJ6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2421190 | PA      | $2334773.87    | 0.02%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-5C29        | BBCMS_24-5C29                                                           | CUSIP: 05555PAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2046680.60    | 0.02%             | 2057-09-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST BBCMS_25-5C36                                        | BBCMS_25-5C36                                                           | CUSIP: 05556CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1043114.10    | 0.01%             | 2058-08-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                            | GEORGIA POWER CO                                                        | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     472000 | PA      | $479123.94     | 0.00%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                 | GETTY IMAGES INC                                                        | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     143449 | PA      | $134214.61     | 0.00%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                 | WELLTOWER INC                                                           | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $1982402.04    | 0.01%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                   | WESTERN MIDSTREAM OPERATING LP                                          | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1241000 | PA      | $1224583.43    | 0.01%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                | 1011778 BC ULC/NEW RED FINANCE INC                                      | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     775000 | PA      | $724730.11     | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ODART_19-1A                                                      | ODART_19-1A                                                             | CUSIP: 68267EAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1494870.75    | 0.01%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC                                                     | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    2081000 | PA      | $2109228.90    | 0.02%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC                                                     | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1062000 | PA      | $1034392.43    | 0.01%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BDS LTD BDS_25-FL15                                              | BDS_25-FL15                                                             | CUSIP: 05556EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5003106.50    | 0.04%             | 2043-03-19      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| BMD2_19-FRR1                                                     | BMD2_19-FRR1                                                            | CUSIP: 055631EU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2821000 | PA      | $2414634.10    | 0.02%             | 2052-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                         | TUCSON ELECTRIC POWER CO                                                | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    1002000 | PA      | $1011035.33    | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TWITTER INC                                                      | X CORP TLB1 6.5                                                         | CUSIP: 90184NAG3<br>LEI: 549300I8RX485XMK6836 | Long             | LON              | CORP              | US        |     565099 | PA      | $551982.93     | 0.00%             | 2029-10-26      | Variable      | 10.96%                | No            |                  2 | On Loan: No      |
| GLAXOSK CAP INC                                                  | GLAXOSMITHKLINE CAPITAL INC                                             | CUSIP: 377372AQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1264000 | PA      | $1263301.73    | 0.01%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | GLENCORE FUNDING LLC                                                    | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      83000 | PA      | $81069.36      | 0.00%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL FUNDING                                  | WESTERN-SOUTHERN GLOBAL FUNDING                                         | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    5515000 | PA      | $5553352.63    | 0.04%             | 2028-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                             | WESTERN UNION CO/THE                                                    | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     140000 | PA      | $137556.03     | 0.00%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_25-RP1                   | CMLTI_25-RP1                                                            | CUSIP: 17332HAM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      22869 | PA      | $20242.01      | 0.00%             | 2064-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                     | CITIZENS FINANCIAL GROUP INC                                            | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2075218.32    | 0.02%             | 2037-05-21      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| ODART_19-1A                                                      | ODART_19-1A                                                             | CUSIP: 68267EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2900000 | PA      | $2892816.12    | 0.02%             | 2031-04-14      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_22-S1                     | OMFIT_22-S1                                                             | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4215944 | PA      | $4208441.35    | 0.03%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS CORP                                                           | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $618405.09     | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                     | DIVERSIFIED HEALTHCARE TRUST                                            | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1273498.91    | 0.01%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORP                                       | SCHLUMBERGER HOLDINGS CORP                                              | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     564000 | PA      | $525391.48     | 0.00%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                              | CHARLES SCHWAB CORPORATION (THE)                                        | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     441000 | PA      | $469165.40     | 0.00%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | GLENCORE FUNDING LLC                                                    | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2413635.16    | 0.02%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                             | GLOBAL PAYMENTS INC                                                     | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1319000 | PA      | $1297024.34    | 0.01%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS                                                 | TYCO ELECTRONICS GROUP SA                                               | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    4870000 | PA      | $4958043.32    | 0.04%             | 2030-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                  | TYSON FOODS INC                                                         | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     648000 | PA      | $671466.97     | 0.00%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC                                                      | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1400000 | PA      | $1434855.35    | 0.01%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN (REPUBLIC OF)                                                 | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    4515000 | PA      | $4555543.18    | 0.03%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                             | GLOBAL PAYMENTS INC                                                     | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     125000 | PA      | $118938.75     | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52060000 | PA      | $42803081.25   | 0.32%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7830000 | PA      | $7091043.75    | 0.05%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC (GOVERNMENT)                                         | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    2800000 | PA      | $2920035.91    | 0.02%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION RESOURCES INC                                                  | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     750000 | PA      | $740151.94     | 0.01%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31390GZL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      35983 | PA      | $37823.65      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31390SJ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      21586 | PA      | $22056.56      | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                     | SCIENTIFIC GAMES HOLDINGS LP/FINCO                                      | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1022357.95    | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SCOTT 2023-SFS SCOTT_23-SFS                                      | SCOTT_23-SFS                                                            | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3340000 | PA      | $3435886.50    | 0.03%             | 2040-03-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                                                     | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3816104.48    | 0.03%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                                                     | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3761765.40    | 0.03%             | 2056-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19435000 | PA      | $17230342.19   | 0.13%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24920000 | PA      | $21828362.50   | 0.16%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DPABS_15-1A                                                      | DPABS_15-1A                                                             | CUSIP: 25755TAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1855000 | PA      | $1853624.89    | 0.01%             | 2045-10-25      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                            | DOWDUPONT INC                                                           | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    5440000 | PA      | $5542923.19    | 0.04%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29925000 | PA      | $28293152.34   | 0.21%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8130000 | PA      | $7903884.38    | 0.06%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_24-2                          | DRIVE_24-2                                                              | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3755000 | PA      | $3762417.25    | 0.03%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC HONK_19-1A                             | HONK_19-1A                                                              | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1642057 | PA      | $1638048.43    | 0.01%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                                           | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37280000 | PA      | $36936325.00   | 0.27%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  164519400 | PA      | $164551532.70  | 1.22%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                                               | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $1529908.84    | 0.01%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                                               | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1493317.22    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                    | SCRIPPS ESCROW II INC                                                   | CUSIP: 81105DAA3<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     400000 | PA      | $354574.85     | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SDR COMMERCIAL MORTGAGE TRUST SDR_24-DSNY                        | SDR_24-DSNY                                                             | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2496876.25    | 0.02%             | 2039-05-15      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_15                                 | DRSLF_15-40A                                                            | CUSIP: 26244GAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    4366734 | PA      | $4369751.02    | 0.03%             | 2031-08-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_19-75A                             | DRSLF_19-75A                                                            | CUSIP: 26252JAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5000000 | PA      | $5001790.00    | 0.04%             | 2034-04-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QNEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15663250 | PA      | $12486280.90   | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QNMS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3306985 | PA      | $2757716.49    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                                               | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     320000 | PA      | $243212.21     | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                                               | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2526192.69    | 0.02%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   57220000 | PA      | $57052363.28   | 0.42%             | 2032-08-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                                           | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  280833800 | PA      | $280011044.72  | 2.07%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                                                        | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    4710000 | PA      | $4641136.71    | 0.03%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS LLC                                               | CUSIP: 26442CBB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     256000 | PA      | $233544.19     | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                                                    | CUSIP: 912834JP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8725000 | PA      | $4061095.10    | 0.03%             | 2041-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     338000 | PA      | $274164.51     | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                             | DUKE ENERGY OHIO INC                                                    | CUSIP: 26442EAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     298000 | PA      | $270977.36     | 0.00%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC                                                | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     770000 | PA      | $651400.30     | 0.00%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                         | WESTINGHOUSE AIR BRAKE TECH                                             | CUSIP: 960386AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1205284.33    | 0.01%             | 2028-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                 | WLAKE_23-3A                                                             | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4530000 | PA      | $4589552.74    | 0.03%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC                                                | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     940000 | PA      | $690584.65     | 0.01%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC                                                | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1081000 | PA      | $1050336.80    | 0.01%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                     | CITIZENS FINANCIAL GROUP INC                                            | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2914946.68    | 0.02%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | CIVITAS RESOURCES INC                                                   | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     750000 | PA      | $778562.90     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QNUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3286090 | PA      | $2659659.59    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QNUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14969822 | PA      | $12003542.53   | 0.09%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HLTH SYS                                         | DUKE UNIVERSITY HEALTH SYSTEM                                           | CUSIP: 26443CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     875000 | PA      | $688634.34     | 0.01%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST FREMF_K149                                  | FHLMC_K149                                                              | CUSIP: 3137H93E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20884387 | PA      | $384061.79     | 0.00%             | 2032-08-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K150              | FHLMC_K-150                                                             | CUSIP: 3137H9CB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26912880 | PA      | $573311.62     | 0.00%             | 2032-09-25      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5282                | FHLMC_5282A                                                             | CUSIP: 3137H9KH1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2290595 | PA      | $490391.41     | 0.00%             | 2050-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K514              | FHLMC_K514                                                              | CUSIP: 3137HBLW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   67346203 | PA      | $1941301.46    | 0.01%             | 2028-12-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31385HNZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      19990 | PA      | $21012.21      | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31385JFZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       4329 | PA      | $4518.67       | 0.00%             | 2032-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31385JMR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        774 | PA      | $813.80        | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | CRESTWOOD MID PARTNERS LP/MID FIN                                       | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1128000 | PA      | $1127924.80    | 0.01%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CROCKETT PARTNERS EQUIPMENT COMPANY II1 LLC EQS_24-1C            | EQS_24-1C                                                               | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2541591 | PA      | $2573711.60    | 0.02%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                                                     | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7885000 | PA      | $8048864.48    | 0.06%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT                                   | JPMMT_17-3                                                              | CUSIP: 46647SCQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1016940 | PA      | $940947.69     | 0.01%             | 2047-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31385W6L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     351374 | PA      | $361848.78     | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31385XNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       1897 | PA      | $1901.40       | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                           | SEALED AIR CORPORATION                                                  | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     703000 | PA      | $679209.01     | 0.01%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                           | SEALED AIR CORPORATION                                                  | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     950000 | PA      | $1000404.65    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QNWH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5809542 | PA      | $4641800.44    | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QPAS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3958612 | PA      | $3720213.12    | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                                               | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1130144.36    | 0.01%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC                                         | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10486580.45   | 0.08%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_1                                 | JPMMT_17-1                                                              | CUSIP: 46648CAZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     348848 | PA      | $317866.76     | 0.00%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C7           | JPMDB_17-C7                                                             | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1462899.60    | 0.01%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_17-6                              | JPMMT_17-6                                                              | CUSIP: 46649HAZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     466070 | PA      | $424973.07     | 0.00%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_18-5                              | JPMMT_18-5                                                              | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     775990 | PA      | $703649.26     | 0.01%             | 2048-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                              | SELECT MEDICAL CORPORATION                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1050459.80    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | SEMPRA                                                                  | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1279000 | PA      | $1264615.24    | 0.01%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QDV68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7165281 | PA      | $6055337.42    | 0.04%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QEDC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1537930 | PA      | $1299699.80    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QEJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2300807 | PA      | $1854693.34    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3786349 | PA      | $3207288.20    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST CROSS_25-H5                                 | CROSS_25-H5                                                             | CUSIP: 227920AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5280762 | PA      | $5317534.15    | 0.04%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INTERNATIONAL CORP                                         | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2213000 | PA      | $2090149.05    | 0.02%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_18-7FRB                           | JPMMT_18-7FRB                                                           | CUSIP: 46650AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     313001 | PA      | $307400.34     | 0.00%             | 2046-04-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-1                              | JPMMT_19-1                                                              | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     192429 | PA      | $178437.36     | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_18-6                              | JPMMT_18-6                                                              | CUSIP: 46650JAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     112358 | PA      | $101742.83     | 0.00%             | 2048-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_18-8                              | JPMMT_18-8                                                              | CUSIP: 46650MBF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     993696 | PA      | $915213.42     | 0.01%             | 2049-01-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC                                         | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1097000 | PA      | $1120024.36    | 0.01%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC                                         | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1044000 | PA      | $1058511.72    | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QEN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4756915 | PA      | $4020023.34    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QFZ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6235155 | PA      | $5291491.57    | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_18-8                              | JPMMT_18-8                                                              | CUSIP: 46650MBG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     828080 | PA      | $764098.33     | 0.01%             | 2049-01-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-LTV1                           | JPMMT_19-LTV1                                                           | CUSIP: 46650PAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1059273 | PA      | $1015877.78    | 0.01%             | 2049-06-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| JPMMT_19-2                                                       | JPMMT_19-2                                                              | CUSIP: 46650TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      49638 | PA      | $46673.88      | 0.00%             | 2049-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMMT_19-2                                                       | JPMMT_19-2                                                              | CUSIP: 46650TAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1918122 | PA      | $1805677.78    | 0.01%             | 2049-08-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31386MZD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      18823 | PA      | $19785.60      | 0.00%             | 2030-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31387XT70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      10441 | PA      | $10975.52      | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QPKN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4106267 | PA      | $3731451.22    | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QREG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7466586 | PA      | $7202572.55    | 0.05%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QULC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7275548 | PA      | $7445425.30    | 0.06%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140W0VT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   47865440 | PA      | $47261744.51   | 0.35%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INTERNATIONAL CORP                                         | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     330000 | PA      | $320686.20     | 0.00%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INTERNATIONAL CORP                                         | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     606000 | PA      | $528287.24     | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31388KFX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        900 | PA      | $946.16        | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31388QVY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        417 | PA      | $418.46        | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31389TBT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       1516 | PA      | $1516.95       | 0.00%             | 2032-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138A24H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     136401 | PA      | $136278.79     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140W0WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   16770296 | PA      | $16149752.66   | 0.12%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140X53W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     446046 | PA      | $406724.59     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 3138A5GV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      75765 | PA      | $73795.36      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138AAL33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      58694 | PA      | $59465.94      | 0.00%             | 2041-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                        | PHILIPPINES (REPUBLIC OF)                                               | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     800000 | PA      | $738705.32     | 0.01%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                   | PHILLIPS 66 CO                                                          | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1089045.33    | 0.01%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 3138ABBZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     501047 | PA      | $500598.36     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3138AMUR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       9946 | PA      | $9988.84       | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                       | PHYSICIANS REALTY LP                                                    | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $980486.14     | 0.01%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS COMPANY INC                                 | PIEDMONT NATURAL GAS COMPANY INC                                        | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3432883.62    | 0.03%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INTERNATIONAL CORP                                         | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4286000 | PA      | $3793586.59    | 0.03%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INTERNATIONAL CORP                                         | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     562000 | PA      | $550429.33     | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_25-2                                 | SEMT_25-2                                                               | CUSIP: 816935AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6741292 | PA      | $6779590.86    | 0.05%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_25-2                                 | SEMT_25-2                                                               | CUSIP: 816935AU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1334994 | PA      | $1346258.17    | 0.01%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140X5WY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1954048 | PA      | $1716130.84    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140X62S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2309133 | PA      | $1956000.44    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INC                                                        | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1321000 | PA      | $1336149.82    | 0.01%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INC                                                        | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     222000 | PA      | $222654.69     | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_23-3                                 | SEMT_23-3                                                               | CUSIP: 816943BC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1349320 | PA      | $1349138.33    | 0.01%             | 2053-09-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                     | SENIOR HOUSING PROPERTIES TRUST                                         | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $23618.86      | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                | PIEDMONT OPERATING PARTNERSHIP LP                                       | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    2066000 | PA      | $1749771.50    | 0.01%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                              | PILGRIMS PRIDE CORP                                                     | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    6479000 | PA      | $5864392.19    | 0.04%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                         | SENSATA TECHNOLOGIES INC                                                | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     500000 | PA      | $516436.93     | 0.00%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_24-4                                 | SEMT_24-4                                                               | CUSIP: 81743BAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1053221 | PA      | $1062107.84    | 0.01%             | 2054-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_19-2                                 | SEMT_19-2                                                               | CUSIP: 81746YCC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1526083 | PA      | $1475455.11    | 0.01%             | 2049-06-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| SERBIA (REPUBLIC OF)                                             | SERBIA (REPUBLIC OF)                                                    | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    6640000 | PA      | $5721900.91    | 0.04%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                              | PILGRIMS PRIDE CORP                                                     | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1928124.41    | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                              | PILGRIMS PRIDE CORP                                                     | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4654384.88    | 0.03%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     629060 | PA      | $557047.83     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XBLA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2163582 | PA      | $1748928.76    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                                                    | CUSIP: 3140XCXP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1452403 | PA      | $1223603.77    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10676483 | PA      | $8565116.75    | 0.06%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INC                                                        | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4571435.48    | 0.03%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INC                                                        | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     395000 | PA      | $412184.78     | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KFC HOLDING CO                                                   | YUM! BRANDS INC TLB 1.75                                                | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |     357907 | PA      | $359138.41     | 0.00%             | 2028-03-15      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                  | PLAINS ALL AMERICAN PIPELINE LP                                         | CUSIP: 72650RBA9<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $1950100.43    | 0.01%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_21-21M                                               | BX_21-21M                                                               | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1925000 | PA      | $1922599.14    | 0.01%             | 2036-10-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES BXHPP_21-FILM      | BXHPP_21-FILM                                                           | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6765752.70    | 0.05%             | 2036-08-15      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| SERBIA (REPUBLIC OF)                                             | SERBIA (REPUBLIC OF)                                                    | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    5915000 | PA      | $6052568.53    | 0.04%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_19-CH2                               | SEMT_19-CH2                                                             | CUSIP: 81747CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        381 | PA      | $379.67        | 0.00%             | 2049-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PLANO HOLDCO INC                                                 | PLANO HOLDCO INC TLB 3.5                                                | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |     129675 | PA      | $126108.94     | 0.00%             | 2031-10-02      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                            | PLAYTIKA HOLDING CORP                                                   | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     745000 | PA      | $684523.85     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_18-6                                 | SEMT_18-6                                                               | CUSIP: 81747JCC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     983235 | PA      | $941039.82     | 0.01%             | 2048-07-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_20-3                                 | SEMT_20-3                                                               | CUSIP: 81748ACD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     916304 | PA      | $807564.46     | 0.01%             | 2050-04-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                                                       | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1521454.70    | 0.01%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                                                       | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1349000 | PA      | $1300572.15    | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_19-4                                 | SEMT_19-4                                                               | CUSIP: 81748JAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     115987 | PA      | $103511.16     | 0.00%             | 2049-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_21-5                                 | SEMT_21-5                                                               | CUSIP: 81748XAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     585944 | PA      | $477171.78     | 0.00%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     916363 | PA      | $692434.67     | 0.01%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12407091 | PA      | $9945715.29    | 0.07%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INC                                                        | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1417146.72    | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                     | CUBESMART LP                                                            | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     694000 | PA      | $653214.06     | 0.00%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_24-3                                 | SEMT_24-3                                                               | CUSIP: 81749JAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2665436 | PA      | $2687925.62    | 0.02%             | 2054-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_24-8                                 | SEMT_24-8                                                               | CUSIP: 81749NAV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     709361 | PA      | $707809.31     | 0.01%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_20-8                              | JPMMT_20-8                                                              | CUSIP: 46652TCG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1731277 | PA      | $1522986.57    | 0.01%             | 2051-03-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_20-5                              | JPMMT_20-5                                                              | CUSIP: 46653JBM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     169658 | PA      | $144584.11     | 0.00%             | 2050-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   27749165 | PA      | $23232434.45   | 0.17%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6646031 | PA      | $5328942.63    | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_20-5                              | JPMMT_20-5                                                              | CUSIP: 46653JBU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     879243 | PA      | $779372.19     | 0.01%             | 2050-12-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_21-14                             | JPMMT_21-14                                                             | CUSIP: 46653QCD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1368156 | PA      | $1154958.77    | 0.01%             | 2052-05-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   31302013 | PA      | $23644680.34   | 0.17%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8943480 | PA      | $8092938.59    | 0.06%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                                                       | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1776636.79    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE PREF_24-1                            | PREF_24-1A                                                              | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     474440 | PA      | $476952.52     | 0.00%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LTD                                    | POWER FINANCE CORPORATION LTD                                           | CUSIP: 73928QAA6<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |     546000 | PA      | $573957.40     | 0.00%             | 2028-12-06      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PRAIRIE PROVIDENT RESOURCES INC                                  | Prairie Provident Resources Inc                                         | CUSIP: 73965Q102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       1728 | NS      | $35.34         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5051877 | PA      | $4723366.05    | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19691094 | PA      | $16356815.98   | 0.12%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   18663119 | PA      | $16866605.16   | 0.12%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6096500 | PA      | $5690571.75    | 0.04%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                      | CUMMINS INC                                                             | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3319623.07    | 0.02%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEPOSITORY TRUST & CLEARING CORP                                 | DEPOSITORY TRUST & CLEARING CORP                                        | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |     673000 | PA      | $656679.74     | 0.00%             | N/A             | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SUB LLC                                    | PREMIER ENTERTAINMENT SUB LLC                                           | CUSIP: 74052HAB0<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1158814.47    | 0.01%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD                                 | PRESIDENT & FELLOWS OF HARVARD                                          | CUSIP: 740816AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3031000 | PA      | $2183405.64    | 0.02%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QLJG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1397259 | PA      | $1271666.21    | 0.01%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QM6B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17386521 | PA      | $15089850.99   | 0.11%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1090925 | PA      | $908000.58     | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   61518081 | PA      | $53401179.15   | 0.40%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_22-VAMF                                              | BX_22-VAMF                                                              | CUSIP: 05609TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4958551.50    | 0.04%             | 2039-01-15      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                          | BX_21-VOLT                                                              | CUSIP: 05609VAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2906484 | PA      | $2862887.11    | 0.02%             | 2036-09-15      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                               | PUBLIC SERVICE COMPANY OF COLORADO                                      | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    3205000 | PA      | $3158438.40    | 0.02%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_24-NQM2                                            | PRPM_24-NQM2                                                            | CUSIP: 74448PAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7549263 | PA      | $7660154.19    | 0.06%             | 2069-06-25      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                               | PUBLIC SERVICE COMPANY OF OKLAHOMA                                      | CUSIP: 744533BR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4035000 | PA      | $4046295.92    | 0.03%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE                          | PUBLIC SERVICE COMPANY OF NEW HAMP                                      | CUSIP: 744538AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2665000 | PA      | $2691848.10    | 0.02%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     694463 | PA      | $670273.51     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   28070266 | PA      | $26243521.18   | 0.19%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | PUBLIC SERVICE ELECTRIC AND GAS CO                                      | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     501000 | PA      | $514381.09     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                     | PUBLIC SERVICE ENTERPRISE GROUP                                         | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     322000 | PA      | $281033.25     | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK NY                                                        | CUSIP: 251526CF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1871945.79    | 0.01%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK NY                                                        | CUSIP: 251526CW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2078000 | PA      | $2163236.60    | 0.02%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6779486 | PA      | $6542646.65    | 0.05%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8635068 | PA      | $7494160.51    | 0.06%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                     | PUBLIC SERVICE ENTERPRISE GROUP                                         | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     964000 | PA      | $854653.92     | 0.01%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                     | PUBLIC SERVICE ENTERPRISE GROUP                                         | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     735000 | PA      | $761076.67     | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                     | PUBLIC SERVICE ENTERPRISE GROUP IN                                      | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1219000 | PA      | $1257648.97    | 0.01%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                     | ROCKIES EXPRESS PIPELINE LLC                                            | CUSIP: 77340RAU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     670000 | PA      | $700150.46     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                | SERVICE CORPORATION INTL                                                | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     645000 | PA      | $652047.08     | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SERVPRO MASTER ISSUER LLC SPRO_22-1                              | SPRO_24-1A                                                              | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2216250 | PA      | $2296378.30    | 0.02%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK AG (NEW YORK BRANCH)                                      | CUSIP: 251526DA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5525000 | PA      | $5659847.51    | 0.04%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK AG (NEW YORK BRANCH)                                      | CUSIP: 251526DB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2935000 | PA      | $2958709.80    | 0.02%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD ROCKT_21-1A                               | ROCKT_21-1A                                                             | CUSIP: 77341KAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    7900000 | PA      | $7913019.20    | 0.06%             | 2034-07-20      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD ROCKT_21-2A                               | ROCKT_21-2A                                                             | CUSIP: 77341LAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    8940000 | PA      | $8940000.00    | 0.07%             | 2034-07-20      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK AG (NEW YORK BRANCH)                                      | CUSIP: 25160PAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1226093.81    | 0.01%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                         | DEVON ENERGY CORPORATION                                                | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1644103.61    | 0.01%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHACKLETON CLO LTD SHACK_14-5RA                                  | SHACK_14-5RA                                                            | CUSIP: 81881JAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1406138 | PA      | $1407285.49    | 0.01%             | 2031-05-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_25-1             | SFAST_25-1A                                                             | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1390000 | PA      | $1407068.37    | 0.01%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_19-COR6         | JPMDB_19-COR6                                                           | CUSIP: 48129RAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $6934490.25    | 0.05%             | 2052-11-13      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| KBC GROEP NV                                                     | KBC GROUP NV                                                            | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    2095000 | PA      | $2132989.23    | 0.02%             | 2030-10-16      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QMLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2974751 | PA      | $2408327.26    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QMSB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12075864 | PA      | $10144817.85   | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                         | SVENSKA HANDELSBANKEN AB                                                | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    4840000 | PA      | $4891587.67    | 0.04%             | 2028-05-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                      | SWEDBANK AB                                                             | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    3305000 | PA      | $3368014.10    | 0.02%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                     | KKR & CO INC                                                            | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |    8390000 | PA      | $8326639.76    | 0.06%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KAYNE CLO LTD KAYNE_21-10A                                       | KAYNE_21-10A                                                            | CUSIP: 48662LAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1601600.00    | 0.01%             | 2034-04-23      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)                                                   | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    7140000 | PA      | $7128267.96    | 0.05%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)                                                   | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3620000 | PA      | $3651894.33    | 0.03%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                          | KB HOME                                                                 | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1002975.09    | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NK KAZMUNAYGAZ AO                                                | KAZMUNAYGAS NATIONAL CO                                                 | CUSIP: 48667QAN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |     300000 | PA      | $300923.14     | 0.00%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10345938 | PA      | $9984497.76    | 0.07%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11281627 | PA      | $11180366.43   | 0.08%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_24-2                     | CAALT_24-2A                                                             | CUSIP: 22536VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4260000 | PA      | $4344579.74    | 0.03%             | 2034-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-2                     | CAALT_23-2A                                                             | CUSIP: 22537EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1215000 | PA      | $1229836.37    | 0.01%             | 2033-07-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   34513307 | PA      | $33392321.80   | 0.25%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWFB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1560190 | PA      | $1299333.11    | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                             | KELSO INDUSTRIES LLC TL 5.75                                            | CUSIP: 48825CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     378849 | PA      | $378849.09     | 0.00%             | 2029-12-30      | Variable      | 10.07%                | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                             | KELSO INDUSTRIES LLC DDTL 5.75                                          | CUSIP: 48825CAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      66500 | PA      | $66500.00      | 0.00%             | 2029-12-30      | Variable      | 5.75%                 | No            |                  3 | On Loan: No      |
| SWEDBANK AB                                                      | SWEDBANK AB                                                             | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    3135000 | PA      | $3248234.31    | 0.02%             | 2029-03-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SWITCH DATA CENTER SWTCH_25-1A                                   | SWTCH_25-1A                                                             | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8800000 | PA      | $8757939.52    | 0.06%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                         | DEVON ENERGY CORPORATION                                                | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1166376.56    | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DEWOLF PARK CLO LTD DWOLF_17-1A                                  | DWOLF_21-1A                                                             | CUSIP: 25211AAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     864984 | PA      | $865233.95     | 0.01%             | 2030-10-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11154693 | PA      | $11299598.41   | 0.08%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWFL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2658817 | PA      | $2214080.65    | 0.02%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES COMPANY                                       | KENTUCKY UTILITIES COMPANY                                              | CUSIP: 491674BN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $280469.90     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES COMPANY                                       | KENTUCKY UTILITIES COMPANY                                              | CUSIP: 491674BP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1742132.41    | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7795214 | PA      | $7854373.20    | 0.06%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1542139 | PA      | $1527024.15    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                       | KENVUE INC                                                              | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     579000 | PA      | $593674.16     | 0.00%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                       | KENVUE INC                                                              | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     957000 | PA      | $974073.86     | 0.01%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                    | OLYMPUS WATER US HOLDING CORP                                           | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3172327.54    | 0.02%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                         | DIAMOND SPORTS NET LLC TL EXIT                                          | CUSIP: 25277EAB8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |     373308 | PA      | $324777.66     | 0.00%             | 2028-01-02      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   16084435 | PA      | $15896108.47   | 0.12%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWMJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5235885 | PA      | $5169985.52    | 0.04%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                                                  | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     833000 | PA      | $823394.18     | 0.01%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                                                  | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     765000 | PA      | $772877.05     | 0.01%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | LEVEL 3 FINANCING INC                                                   | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     225000 | PA      | $210564.50     | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | LEVEL 3 FINANCING INC                                                   | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1032242.43    | 0.01%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                                                  | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     295000 | PA      | $272831.91     | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS LTD                                       | DIGICEL GROUP HOLDINGS LTD                                              | CUSIP: 25381HAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      51721 | PA      | $5223.77       | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| DIGICEL GROUP HOLDINGS LTD                                       | DIGICEL GROUP HOLDINGS LTD                                              | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      17820 | PA      | $117.61        | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| DIGICEL INTERNATIONAL FINANCE LTD                                | DIGICEL INTERNATIONAL FINANCE LTD                                       | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    3430000 | PA      | $3513290.60    | 0.03%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | LEVEL 3 FINANCING INC                                                   | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1782330.26    | 0.01%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | LEVEL 3 FINANCING INC                                                   | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1636684.51    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                     | SYNOPSYS INC                                                            | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     846000 | PA      | $862729.30     | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                                                   | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4755000 | PA      | $4384887.99    | 0.03%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3154135 | PA      | $3173368.60    | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13736266 | PA      | $13550626.86   | 0.10%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | LEVEL 3 FINANCING INC                                                   | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2486070.85    | 0.02%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                             | LEXINGTON REALTY TRUST                                                  | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    3805000 | PA      | $3286507.23    | 0.02%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   17305170 | PA      | $17409382.68   | 0.13%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWPH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12814080 | PA      | $12891246.90   | 0.10%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                         | LIBERTY MUTUAL GROUP INC                                                | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $1538045.37    | 0.01%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                             | LIBERTY UTILITIES CO                                                    | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1084326.90    | 0.01%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FIN LTD                                                 | WOODSIDE FINANCE LTD                                                    | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1368000 | PA      | $1405566.44    | 0.01%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FIN LTD                                                 | WOODSIDE FINANCE LTD                                                    | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1277000 | PA      | $1319514.73    | 0.01%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR REVERSE REMIC GIAN                                      | CUSIP: 3132FCJX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11674239 | PA      | $12129625.07   | 0.09%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132GEB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     192166 | PA      | $194718.30     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132GFTB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80050 | PA      | $80076.10      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132GLVT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34226 | PA      | $33324.30      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FIN LTD                                                 | WOODSIDE FINANCE LTD                                                    | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1434000 | PA      | $1481010.47    | 0.01%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_24-C                     | WOART_24-C                                                              | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2520000 | PA      | $2531772.68    | 0.02%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                           | ROPER TECHNOLOGIES INC                                                  | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1465394.01    | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | ROYAL BANK OF SCOTLAND GROUP PLC                                        | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     799000 | PA      | $816475.28     | 0.01%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132GMDH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1030893 | PA      | $1005641.15    | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR  LTV >125                                               | CUSIP: 3132H7DU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1774049 | PA      | $1665873.96    | 0.01%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132HL3H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1259581 | PA      | $1220930.17    | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K095             | FHLMC_K095                                                              | CUSIP: 3137FNAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   72428662 | PA      | $2185447.96    | 0.02%             | 2029-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD                                             | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      50000 | PA      | $50916.25      | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD                                             | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     275000 | PA      | $276090.17     | 0.00%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_23-DELC                                              | BX_23-DELC                                                              | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2011250.00    | 0.01%             | 2038-05-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_22-CSMO                          | BX_22-CSMO                                                              | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5918000 | PA      | $5949440.56    | 0.04%             | 2027-06-15      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_25-C                     | WOART_25-C                                                              | CUSIP: 981936AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4645000 | PA      | $4664452.33    | 0.03%             | 2030-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                         | WYNN RESORTS FIN LLC/CAPITAL CORP                                       | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $998924.00     | 0.01%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4910                                           | FHLMC_4910                                                              | CUSIP: 3137FNHW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13239371 | PA      | $1899158.68    | 0.01%             | 2049-09-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4941                | FHLMC_4941                                                              | CUSIP: 3137FQRX3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1113822 | PA      | $990320.28     | 0.01%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3063159 | PA      | $3035664.80    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1375814 | PA      | $1390147.62    | 0.01%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4942                                           | FHLMC_4942                                                              | CUSIP: 3137FQWJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9310017 | PA      | $1084102.13    | 0.01%             | 2050-01-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_K106                | FHLMC_K106                                                              | CUSIP: 3137FRUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   93246105 | PA      | $4570765.55    | 0.03%             | 2030-01-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K1515            | FHLMC_K-1515                                                            | CUSIP: 3137FTZM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7030614 | PA      | $685215.59     | 0.01%             | 2035-02-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K1516            | FHLMC_K-1516                                                            | CUSIP: 3137FUZK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14466226 | PA      | $1526891.30    | 0.01%             | 2035-05-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4999                                           | FHLMC_4999                                                              | CUSIP: 3137FV3N0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   22505311 | PA      | $4925069.03    | 0.04%             | 2050-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4999                                           | FHLMC_4999                                                              | CUSIP: 3137FV4S8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     169859 | PA      | $33660.64      | 0.00%             | 2050-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                     | DISCOVERY COMMUNICATIONS LLC                                            | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    2213000 | PA      | $1995761.43    | 0.01%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH NETWORK CORP                                                       | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    3516000 | PA      | $3718932.40    | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5012                | FHLMC_5012                                                              | CUSIP: 3137FWA26<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7586879 | PA      | $1552928.61    | 0.01%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K1517             | FHLMC_K1517                                                             | CUSIP: 3137FWHG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19890358 | PA      | $1821574.89    | 0.01%             | 2035-07-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                          | XPO INC                                                                 | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     575000 | PA      | $585881.47     | 0.00%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                  | XCEL ENERGY INC                                                         | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1179109.06    | 0.01%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES LTD                                             | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1690000 | PA      | $1718716.49    | 0.01%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA                                                    | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1337000 | PA      | $1349274.38    | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5038                | FHLMC_5038                                                              | CUSIP: 3137FXMZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   25694460 | PA      | $4648153.54    | 0.03%             | 2050-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5095                | FHLMC_5095                                                              | CUSIP: 3137FXZF8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   17930705 | PA      | $3169460.02    | 0.02%             | 2051-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                  | XCEL ENERGY INC                                                         | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     993000 | PA      | $1015815.54    | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                | XEROX CORPORATION                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     960000 | PA      | $996836.03     | 0.01%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5093                                           | FHLMC_5093                                                              | CUSIP: 3137FYJJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7739584 | PA      | $1798302.34    | 0.01%             | 2050-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5093                                           | FHLMC_5093                                                              | CUSIP: 3137FYL61<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13237601 | PA      | $3075773.77    | 0.02%             | 2050-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                     | ZF NORTH AMERICA CAPITAL INC                                            | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1340792.17    | 0.01%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | FRONT RANGE BIDCO INC                                                   | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     265000 | PA      | $256568.72     | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QMTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15391583 | PA      | $12281502.33   | 0.09%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QMUZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6273255 | PA      | $5224960.48    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5094                                           | FHLMC_5094                                                              | CUSIP: 3137FYQ41<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12218337 | PA      | $906022.69     | 0.01%             | 2048-12-15      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3740                                           | FHLMC_3740                                                              | CUSIP: 3137GAPL5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     938802 | PA      | $912703.52     | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                               | ROYALTY PHARMA PLC                                                      | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     316000 | PA      | $315871.26     | 0.00%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                               | ROYALTY PHARMA PLC                                                      | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     401000 | PA      | $381565.71     | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1067069 | PA      | $888810.12     | 0.01%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EJ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10217127 | PA      | $8865357.45    | 0.07%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                               | ROYALTY PHARMA PLC                                                      | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2784000 | PA      | $2491203.87    | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                               | ROYALTY PHARMA PLC                                                      | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     345000 | PA      | $260792.93     | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5113                                           | FHLMC_5113                                                              | CUSIP: 3137H0J74<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   16219607 | PA      | $3154377.89    | 0.02%             | 2051-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5115                | FHLMC_5115                                                              | CUSIP: 3137H0WK0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9526888 | PA      | $1540995.11    | 0.01%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140MGLQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2719251 | PA      | $2301750.16    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140MGNA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2198252 | PA      | $1772842.91    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                               | ROYALTY PHARMA PLC                                                      | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     608000 | PA      | $623951.72     | 0.00%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RYAN LLC                                                         | RYAN LLC TLB 3.5                                                        | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |     225451 | PA      | $226061.87     | 0.00%             | 2030-11-14      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | RYDER SYSTEM INC                                                        | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     699000 | PA      | $718014.15     | 0.01%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | RYDER SYSTEM INC                                                        | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     625000 | PA      | $691900.78     | 0.01%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                          | DUKE ENERGY INDIANA LLC                                                 | CUSIP: 26443TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $339091.88     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                          | DUKE ENERGY FLORIDA LLC                                                 | CUSIP: 26444HAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     858000 | PA      | $768349.83     | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140MGNN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2638918 | PA      | $2321770.23    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140MGNQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2556848 | PA      | $2246428.69    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER LLC ZAYO_25-2A                                       | ZAYO_25-2A                                                              | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5700000 | PA      | $5881042.26    | 0.04%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ZAXBY_21-1A                                                      | ZAXBY_21-1A                                                             | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5424000 | PA      | $5115346.20    | 0.04%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_22-CSMO                          | BX_22-CSMO                                                              | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3490000 | PA      | $3510723.97    | 0.03%             | 2027-06-15      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BPR TRUST BPR_23-BRK2                                            | BPR_23-BRK2                                                             | CUSIP: 05610WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5400000 | PA      | $5685883.02    | 0.04%             | 2028-11-05      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   31198285 | PA      | $30182396.54   | 0.22%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   33509696 | PA      | $33205462.52   | 0.25%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418FE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9717292 | PA      | $9931873.33    | 0.07%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418FMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15455027 | PA      | $15548097.50   | 0.12%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ELU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3607447 | PA      | $3260747.41    | 0.02%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4988379 | PA      | $5130043.38    | 0.04%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_23-VLT3                          | BX_23-VLT3                                                              | CUSIP: 05611GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3500076.17    | 0.03%             | 2028-11-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-MF                            | BX_24-MF                                                                | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2656364 | PA      | $2662174.44    | 0.02%             | 2039-02-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31419A4N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     570698 | PA      | $539905.53     | 0.00%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31419JS41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1084532 | PA      | $1104552.94    | 0.01%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | RYDER SYSTEM INC                                                        | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     126000 | PA      | $130278.51     | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | RYDER SYSTEM INC                                                        | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     917000 | PA      | $955550.71     | 0.01%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                    | FREEDOM MORTGAGE HOLDINGS LLC                                           | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     740000 | PA      | $764322.24     | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III INC                        | FRESENIUS MEDICAL CARE US FIN III                                       | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2728918.67    | 0.02%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS CORP                                            | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3018180.46    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMM HOLD LLC TLB 2.5                                          | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     203397 | PA      | $203056.95     | 0.00%             | 2031-07-01      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                          | DUKE ENERGY FLORIDA LLC                                                 | CUSIP: 26444HAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1120043.54    | 0.01%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS INC                                      | DUQUESNE LIGHT HOLDINGS INC                                             | CUSIP: 266233AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $285988.02     | 0.00%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS HOLDINGS L                                      | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1791282.36    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC FYBR_23-1                                    | FYBR_23-1                                                               | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4475000 | PA      | $4547145.06    | 0.03%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14474208 | PA      | $14348765.49   | 0.11%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ENM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2500688 | PA      | $2597409.36    | 0.02%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC FYBR_24-1                                    | FYBR_24-1                                                               | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2060000 | PA      | $2110067.89    | 0.02%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                          | GA GLOBAL FUNDING TRUST                                                 | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $2322111.32    | 0.02%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_25-INV3                  | EFMT_25-INV3                                                            | CUSIP: 26847NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3975428 | PA      | $4004328.74    | 0.03%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM ELFI_19-A                             | ELFI_19-A                                                               | CUSIP: 26857EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     489043 | PA      | $469531.87     | 0.00%             | 2044-03-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                               | ZEGONA FINANCE PLC                                                      | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    1726000 | PA      | $1839127.81    | 0.01%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                       | ZIMMER BIOMET HOLDINGS INC                                              | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     763000 | PA      | $790006.47     | 0.01%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                          | GA GLOBAL FUNDING TRUST                                                 | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    4240000 | PA      | $4345398.12    | 0.03%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                        | GATX CORPORATION                                                        | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     559000 | PA      | $548807.89     | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM ELFI_19-A                             | ELFI_19-A                                                               | CUSIP: 26857EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     242284 | PA      | $223279.74     | 0.00%             | 2044-03-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                             | ELM_24-ELM                                                              | CUSIP: 26860XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5041624.00    | 0.04%             | 2039-06-10      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | RYDER SYSTEM INC                                                        | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     649000 | PA      | $663441.25     | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                 | RYDER SYSTEM INC                                                        | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2439000 | PA      | $2496683.96    | 0.02%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   39471988 | PA      | $39795923.96   | 0.29%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6418179 | PA      | $6351964.32    | 0.05%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                        | GATX CORPORATION                                                        | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1715000 | PA      | $1740579.01    | 0.01%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                        | GATX CORPORATION                                                        | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     261000 | PA      | $261562.90     | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7724542 | PA      | $7786742.73    | 0.06%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   23708261 | PA      | $23923024.64   | 0.18%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                          | GCI LLC                                                                 | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1080878.59    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC                                                   | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     710000 | PA      | $741922.85     | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GECU AUTO RECEIVABLES TRUST GECU_23-1                            | GECU_23-1A                                                              | CUSIP: 36169EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2249963 | PA      | $2259080.48    | 0.02%             | 2028-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GCAT_25-INV2                                                     | GCAT_25-INV2                                                            | CUSIP: 36173QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13241940 | PA      | $13424016.77   | 0.10%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                             | LIBERTY UTILITIES CO                                                    | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    1188000 | PA      | $1218529.01    | 0.01%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST LIFE_22-BMR2                       | LIFE_22-BMR2                                                            | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1458742.05    | 0.01%             | 2039-05-15      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_24-1                               | SCFET_24-1A                                                             | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1695000 | PA      | $1735502.70    | 0.01%             | 2032-01-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                                 | SBL HOLDINGS INC                                                        | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    4095000 | PA      | $4030286.97    | 0.03%             | 2034-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179MK74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9154929 | PA      | $8574752.61    | 0.06%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     851745 | PA      | $791261.45     | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     810567 | PA      | $755006.78     | 0.01%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-171                                                             | CUSIP: 38379K6Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4196362 | PA      | $125282.82     | 0.00%             | 2055-11-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8827195 | PA      | $9044773.61    | 0.07%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3606061 | PA      | $3736736.47    | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-114                                                             | CUSIP: 38379KA99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1103615 | PA      | $10200.38      | 0.00%             | 2057-03-15      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-30                                                              | CUSIP: 38379KAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1992059 | PA      | $79612.83      | 0.00%             | 2056-07-16      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13090187 | PA      | $13375472.37   | 0.10%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   20018613 | PA      | $20139166.35   | 0.15%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-21                                                              | CUSIP: 38379KBF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2565568 | PA      | $70215.74      | 0.00%             | 2056-07-16      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-29                                                              | CUSIP: 38379KDW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3855836 | PA      | $59645.54      | 0.00%             | 2049-09-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                       | ZOETIS INC                                                              | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    2935000 | PA      | $2922710.05    | 0.02%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWP: OIS 1.350000 11-MAY-2054 SOF                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | GB        |    5710000 | OU      | $2658754.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1             | SFAST_23-1A                                                             | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2236858 | PA      | $2252448.78    | 0.02%             | 2028-10-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST SBALT_24-C                                 | SBALT_24-C                                                              | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     950000 | PA      | $952381.18     | 0.01%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-41                                                              | CUSIP: 38379KEL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     715385 | PA      | $2151.88       | 0.00%             | 2056-09-16      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-120                                                             | CUSIP: 38379KF37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6136955 | PA      | $116376.92     | 0.00%             | 2057-03-16      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWP: OIS 4.805090 31-AUG-2025 SOF                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | GB        |  167010000 | OU      | $215.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWP: OIS 4.497000 13-MAY-2027 SOF                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   74475000 | OU      | $1234787.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-32                                                              | CUSIP: 38379KGH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3343902 | PA      | $70033.35      | 0.00%             | 2049-09-16      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-73                                                              | CUSIP: 38379KMF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1101544 | PA      | $12834.09      | 0.00%             | 2055-11-16      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-70                                                              | CUSIP: 38379KQF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5095454 | PA      | $96972.10      | 0.00%             | 2049-12-16      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-125                                                             | CUSIP: 38379KU22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14393748 | PA      | $142292.28     | 0.00%             | 2055-07-16      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-12                               | FSMT_21-12                                                              | CUSIP: 33853GBM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1183083 | PA      | $969127.28     | 0.01%             | 2051-11-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD FLAT_21-1A                                      | FLAT_21-1A                                                              | CUSIP: 33883PAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2004454.00    | 0.01%             | 2037-10-19      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_25-2             | SFAST_25-2A                                                             | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4580000 | PA      | $4623735.79    | 0.03%             | 2030-12-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                   | S&P GLOBAL INC                                                          | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     409000 | PA      | $355700.82     | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWP: OIS 4.253000 13-MAY-2029 SOF                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   46350000 | OU      | $-1532279.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWP: OIS 4.750000 11-MAY-2026 SOF                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   60000000 | OU      | $317099.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLEXENTIAL ISSUER LLC FLX_21-1                                   | FLX_21-1A                                                               | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4421000 | PA      | $4301821.78    | 0.03%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                         | FLEX LTD                                                                | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    2560000 | PA      | $2649840.44    | 0.02%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                         | FLEX LTD                                                                | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    1489000 | PA      | $1520825.48    | 0.01%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                         | FLORIDA POWER & LIGHT COMPANY                                           | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     468000 | PA      | $476605.27     | 0.00%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                                  | EMD FINANCE LLC                                                         | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    1357000 | PA      | $1347213.62    | 0.01%             | 2032-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                | EOG RESOURCES INC                                                       | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    5597000 | PA      | $5694217.62    | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWP: OIS 4.663000 17-MAY-2026 SOF                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |  164695000 | OU      | $-809227.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | FSWP: OIS 3.135500 14-DEC-2054 SOF                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   33500000 | OU      | $1213547.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-125                                                             | CUSIP: 38379KU55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5104620 | PA      | $100616.13     | 0.00%             | 2055-01-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-101                                                             | CUSIP: 38379KVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2602795 | PA      | $18330.45      | 0.00%             | 2052-03-16      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QMZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6161403 | PA      | $5185596.24    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-155             | GNMA_15-155                                                             | CUSIP: 38379QXB6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2302332 | PA      | $237965.15     | 0.00%             | 2045-10-20      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_16-39                                                              | CUSIP: 38379RHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3019457 | PA      | $79311.47      | 0.00%             | 2056-01-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-189                                                             | CUSIP: 38379UAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5768801 | PA      | $154279.08     | 0.00%             | 2057-01-16      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| GOVERMENT NATIONAL MORTGAGE ASSO                                 | GNMA_16-72                                                              | CUSIP: 38379UTJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4033064 | PA      | $113035.09     | 0.00%             | 2055-12-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | SWP: OIS 3.805000 16-DEC-2049 SOF                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   25535000 | OU      | $-1176088.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NK KAZMUNAYGAZ AO                                                | KAZMUNAYGAS NATIONAL CO                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |     962000 | PA      | $982283.19     | 0.01%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                   | S&P GLOBAL INC                                                          | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     778000 | PA      | $744000.76     | 0.01%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST SBALT_24-A                                 | SBALT_24-A                                                              | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     977616 | PA      | $980227.24     | 0.01%             | 2026-11-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                         | FLORIDA POWER & LIGHT CO                                                | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     667000 | PA      | $689888.62     | 0.01%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                     | FOCUS FINANCIAL PARTNERS LLC                                            | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1049498.66    | 0.01%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_16-152                                                             | CUSIP: 38379UY67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8802992 | PA      | $336382.58     | 0.00%             | 2058-08-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_16-89                                                              | CUSIP: 38379XRX0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1763838 | PA      | $303580.20     | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                | EOG RESOURCES INC                                                       | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     966000 | PA      | $981360.57     | 0.01%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EOC BORROWER LLC                                                 | EOC BORROWER LLC TLA 3.75                                               | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     650000 | PA      | $650000.00     | 0.00%             | 2028-03-24      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-PAT                           | BX_24-PAT                                                               | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11000000 | PA      | $11020628.30   | 0.08%             | 2041-03-15      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-XL5                           | BX_24-XL5                                                               | CUSIP: 05612GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3791019 | PA      | $3798126.95    | 0.03%             | 2041-03-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                               | HOWARD HUGHES CORP                                                      | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2997848.48    | 0.02%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                               | HOWARD HUGHES CORP                                                      | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     750000 | PA      | $699046.14     | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                             | HOWARD MIDSTREAM ENERGY PARTNERS                                        | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     970000 | PA      | $1012047.56    | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT HLM_24-21                                    | HLM_24-21A                                                              | CUSIP: 442913AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   13000000 | PA      | $13034112.00   | 0.10%             | 2037-10-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-CNYN                          | BX_24-CNYN                                                              | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1572385 | PA      | $1575824.14    | 0.01%             | 2029-04-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-VLT4                          | BX_24-VLT4                                                              | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5790000 | PA      | $5793611.22    | 0.04%             | 2029-07-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| ZIGGO FINANCING PARTNERSHIP                                      | ZIGGO FINANCING PARTNERSHIP                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     217891 | PA      | $210560.92     | 0.00%             | 2028-04-30      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                         | ELANCO ANIMAL HEALTH TLB 1.75                                           | CUSIP: 000000000<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    1097573 | PA      | $1096201.26    | 0.01%             | 2027-08-01      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                 | LPL HOLDINGS INC                                                        | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    4167000 | PA      | $4249566.06    | 0.03%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                 | LSEG US FIN CORP                                                        | CUSIP: 50222CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1152000 | PA      | $1163666.65    | 0.01%             | 2027-03-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX MORTGAGE TRUST BX_24-PALM                                     | BX_24-PALM                                                              | CUSIP: 05612UAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1730769 | PA      | $1722990.46    | 0.01%             | 2037-06-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST BMWLT_24-2                               | BMWLT_24-2                                                              | CUSIP: 05613MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2665000 | PA      | $2667785.99    | 0.02%             | 2027-10-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-AIR2                          | BX_24-AIR2                                                              | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3357130 | PA      | $3362376.35    | 0.02%             | 2041-10-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_25-5C10                                   | BMO_25-5C10                                                             | CUSIP: 05615BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1047183.30    | 0.01%             | 2058-05-15      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                 | LSEG US FIN CORP                                                        | CUSIP: 50222CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1058000 | PA      | $1083760.74    | 0.01%             | 2034-03-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                        | L3HARRIS TECHNOLOGIES INC                                               | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     690000 | PA      | $708327.90     | 0.01%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST FMBT_24-FBLU                     | FMBT_24-FBLU                                                            | CUSIP: 34461WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1000938.80    | 0.01%             | 2039-12-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST FMBT_24-FBLU                     | FMBT_24-FBLU                                                            | CUSIP: 34461WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2503125.75    | 0.02%             | 2039-12-15      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI BV                                               | BACARDI LTD                                                             | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    3970000 | PA      | $4112577.31    | 0.03%             | 2030-02-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_24-3                                  | BLUEM_24-3A                                                             | CUSIP: 09628VAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3023894 | PA      | $3025276.03    | 0.02%             | 2030-11-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     741000 | PA      | $707679.57     | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1748000 | PA      | $1555510.21    | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIE                                 | SGCMS_16-C5                                                             | CUSIP: 78419CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5120000 | PA      | $5029140.99    | 0.04%             | 2048-10-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC SEB4P_24-1A                                      | SEB4P_24-1A                                                             | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2070000 | PA      | $2121436.19    | 0.02%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     728000 | PA      | $644894.99     | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2836290.10    | 0.02%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_25-A                          | FORDL_25-A                                                              | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2055000 | PA      | $2073119.76    | 0.02%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_21-2                          | FORDR_21-2                                                              | CUSIP: 345285AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3900000 | PA      | $3774065.49    | 0.03%             | 2034-05-15      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1695824.68    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     560000 | PA      | $543416.61     | 0.00%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                         | EAGLE FUNDING LUXCO S. R.L.                                             | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    2825000 | PA      | $2870256.69    | 0.02%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | EARTHSTONE ENERGY HOLDINGS LLC                                          | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1629204.60    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                             | SMITHFIELD FOODS INC                                                    | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1845443.28    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLIMITED CO                              | SMURFIT KAPPA TREASURY UNLIMITED C                                      | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    2025000 | PA      | $2088957.58    | 0.02%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_25-2                 | WLAKE_25-2A                                                             | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1310000 | PA      | $1314471.03    | 0.01%             | 2029-05-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_25-2                 | WLAKE_25-2                                                              | CUSIP: 96041KAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4200000 | PA      | $4234424.88    | 0.03%             | 2031-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                               | OREGON TOOL LUX LP                                                      | CUSIP: 68610BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     570445 | PA      | $305188.08     | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON & CO                                                            | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    2620000 | PA      | $2246900.08    | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                         | ORLEN SA                                                                | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     400000 | PA      | $414299.51     | 0.00%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST OSCAR_21-1                                | OSCAR_21-1A                                                             | CUSIP: 68785AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JP        |     308197 | PA      | $305855.01     | 0.00%             | 2028-04-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP                                         | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     745000 | PA      | $711506.70     | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                      | OVINTIV INC                                                             | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    5441000 | PA      | $5599790.79    | 0.04%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_17-2A                                 | BLUEM_17-2A                                                             | CUSIP: 09629EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2795804 | PA      | $2799376.54    | 0.02%             | 2030-10-20      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_18-3A                                 | BLUEM_18-3A                                                             | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8500000 | PA      | $8529019.00    | 0.06%             | 2030-10-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_24-2                 | WLAKE_24-2A                                                             | CUSIP: 96042YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1815000 | PA      | $1829684.44    | 0.01%             | 2028-02-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2011-1                     | WLAKE_24-3A                                                             | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2355000 | PA      | $2363415.59    | 0.02%             | 2028-04-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                      | OVINTIV INC                                                             | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    1846000 | PA      | $1907070.04    | 0.01%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC.                              | OWENS-BROCKWAY GLASS CONTAINER INC                                      | CUSIP: 69073TAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1017896.92    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_21-2                          | FORDR_21-2                                                              | CUSIP: 345285AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $2236796.92    | 0.02%             | 2034-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_21-1                          | FORDR_21-1                                                              | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3415000 | PA      | $3353123.27    | 0.02%             | 2033-10-17      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_21-31A                                | BLUEM_21-31A                                                            | CUSIP: 09631BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3600000 | PA      | $3601936.80    | 0.03%             | 2034-04-19      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                          | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3535000 | PA      | $3357507.55    | 0.02%             | 2028-09-30      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                                 | OWL ROCK TECHNOLOGY FIN CORP                                            | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1275692.73    | 0.01%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                      | BLUE OWL CREDIT INCOME CORP                                             | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1241649.10    | 0.01%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_24-1A                | WLAKE_24-1A                                                             | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4600000 | PA      | $4630520.54    | 0.03%             | 2027-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_25-1A                | WLAKE_25-1A                                                             | CUSIP: 96043VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4795000 | PA      | $4820288.83    | 0.04%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                          | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    5455000 | PA      | $4942021.09    | 0.04%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                          | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    6240000 | PA      | $5619986.13    | 0.04%             | 2033-01-20      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_23-1                          | FORDR_23-1                                                              | CUSIP: 34535QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3900000 | PA      | $3995702.10    | 0.03%             | 2035-08-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                               | FORD MOTOR COMPANY                                                      | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     836000 | PA      | $646366.39     | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                         | EASTMAN CHEMICAL COMPANY                                                | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2372787.07    | 0.02%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | ECHOSTAR CORP                                                           | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    3720800 | PA      | $4005398.80    | 0.03%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                                          | WESTPAC NEW ZEALAND LTD                                                 | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    1331000 | PA      | $1349684.92    | 0.01%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                             | WEYERHAEUSER COMPANY                                                    | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     131000 | PA      | $131314.12     | 0.00%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                          | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1555000 | PA      | $1593421.85    | 0.01%             | 2030-11-19      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                                          | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1345000 | PA      | $1366774.29    | 0.01%             | 2031-05-09      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | ZAYO TLB 3.0                                                            | CUSIP: 000000000<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     624062 | PA      | $602219.39     | 0.00%             | 2027-03-09      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| DAKOTA HOLDING CORP                                              | DUFF & PHELPS TLB 3.75                                                  | CUSIP: 000000000<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |     226660 | PA      | $225562.79     | 0.00%             | 2027-04-09      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORPORATION II                                  | BLUE OWL CAPITAL CORPORATION II                                         | CUSIP: 69121DAD2<br>LEI: 549300MMNWZO5XKDDX47 | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1870796.04    | 0.01%             | 2026-11-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                                 | BLUE OWL TECHNOLOGY FINANCE CORP I                                      | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    3005000 | PA      | $3110770.59    | 0.02%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_23-1                         | WFLF_23-1A                                                              | CUSIP: 96328GAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2431897 | PA      | $2447187.81    | 0.02%             | 2038-04-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-1                         | WFLF_24-1A                                                              | CUSIP: 96328GBM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1793205 | PA      | $1812194.78    | 0.01%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLIMITED CO                              | SMURFIT KAPPA TREASURY UNLIMITED C                                      | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     737000 | PA      | $756947.62     | 0.01%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLIMITED CO                              | SMURFIT KAPPA TREASURY UNLIMITED C                                      | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     351000 | PA      | $345180.04     | 0.00%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE EQS_24-2M                                         | EQS_24-2M                                                               | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4010295 | PA      | $4078635.50    | 0.03%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-2                         | WFLF_24-2A                                                              | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2074556 | PA      | $2090877.51    | 0.02%             | 2039-06-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-3                         | WFLF_24-3                                                               | CUSIP: 96328GBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2050000 | PA      | $2068888.50    | 0.02%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_24-5C8                                    | BMO_24-5C8                                                              | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13230000 | PA      | $13804402.94   | 0.10%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST BOCA_24-BOCA                      | BOCA_24-BOCA                                                            | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4017454.00    | 0.03%             | 2041-08-15      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                   | WHIRLPOOL CORPORATION                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     270000 | PA      | $273439.53     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS COMPANIES INC.                                                 | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3486000 | PA      | $4209983.20    | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST BMWLT_25-1                               | BMWLT_25-1                                                              | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1270000 | PA      | $1279449.94    | 0.01%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_25-5C9                                    | BMO_25-5C9                                                              | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7710000 | PA      | $8081291.24    | 0.06%             | 2058-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD WINDR_15-1A                                   | WINDR_15-1A                                                             | CUSIP: 97316XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     813251 | PA      | $813816.48     | 0.01%             | 2030-10-20      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD WINDR_24-1                                    | WINDR_24-1A                                                             | CUSIP: 97317AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3100000 | PA      | $3108264.60    | 0.02%             | 2037-04-20      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                               | FORD MOTOR COMPANY                                                      | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     928000 | PA      | $795164.02     | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                           | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1786000 | PA      | $1752435.23    | 0.01%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                 | WISCONSIN ELECTRIC POWER COMPANY                                        | CUSIP: 976656CM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     558000 | PA      | $525490.37     | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                | WISCONSIN POWER AND LIGHT COMPANY                                       | CUSIP: 976826BS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4367000 | PA      | $4509119.64    | 0.03%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                    | MEDTRONIC GLOBAL HOLDINGS SCA                                           | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     500000 | PA      | $410783.98     | 0.00%             | 2040-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                                                        | ADMI CORP TLB 3.375                                                     | CUSIP: 000000000<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |     331467 | PA      | $298874.24     | 0.00%             | 2027-12-23      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORPORATION                             | WISCONSIN PUBLIC SERVICE CORPORATI                                      | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1684202.28    | 0.01%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TMS ISSUER SARL                                                  | TMS ISSUER SARL                                                         | CUSIP: 000000000<br>LEI: 21380092DY1X4BHPMA32 | Long             | DBT              | CORP              | LU        |    1030000 | PA      | $1073704.49    | 0.01%             | 2032-08-23      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                    | ENEL FINANCE INTERNATIONAL NV                                           | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     885000 | PA      | $1039193.48    | 0.01%             | 2043-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COSTA RICA (REPUBLIC OF)                                         | COSTA RICA (REPUBLIC OF)                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CR        |    1000000 | PA      | $1056883.53    | 0.01%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL GAS TRANSMISSION PLC                                    | NATIONAL GAS TRANSMISSION PLC                                           | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |    2745000 | PA      | $3366780.06    | 0.02%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                     | MH SUB I LLC TLB 4.25                                                   | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     162270 | PA      | $150190.41     | 0.00%             | 2028-05-03      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1513405.94    | 0.01%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHEMOURS COMPANY                                                 | CHEMOURS COMPANY TLB2 3.5                                               | CUSIP: 000000000<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |     398550 | PA      | $397554.00     | 0.00%             | 2028-08-18      | Variable      | 7.32%                 | No            |                  3 | On Loan: No      |
| TENNECO LLC                                                      | TENNECO INC TLA 4.75                                                    | CUSIP: 000000000<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    2386962 | PA      | $2371541.93    | 0.02%             | 2028-11-17      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                               | BAUSCH & LOMB CORP TL 4                                                 | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     436888 | PA      | $436887.89     | 0.00%             | 2028-09-29      | Variable      | 8.32%                 | No            |                  3 | On Loan: No      |
| PERATON CORP                                                     | PERATON CORP TLB 3.75                                                   | CUSIP: 000000000<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     601188 | PA      | $516438.45     | 0.00%             | 2028-02-01      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                             | HEATHROW FUNDING LTD                                                    | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    2325000 | PA      | $2459250.35    | 0.02%             | 2030-10-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                  | STAR PARENT INC TLB 4.0                                                 | CUSIP: 000000000<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     146696 | PA      | $145779.60     | 0.00%             | 2030-09-27      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                | XEROX CORPORATION TLB 4.0                                               | CUSIP: 000000000<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |     579076 | PA      | $539409.10     | 0.00%             | 2029-11-19      | Variable      | 8.27%                 | No            |                  2 | On Loan: No      |
| DAVIDE CAMPARI MILANO NV                                         | DAVIDE CAMPARI MILANO NV                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1606100.27    | 0.01%             | 2029-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP TLB5 1.75                                                  | CUSIP: 000000000<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |     831577 | PA      | $830595.64     | 0.01%             | 2032-02-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                           | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $996602.54     | 0.01%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SCRT_19-2        | SCRT_19-2                                                               | CUSIP: 35563PKA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     152992 | PA      | $132517.25     | 0.00%             | 2058-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS LTD                                              | WEC US HOLDINGS LTD TLB 2.25                                            | CUSIP: 000000000<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     333715 | PA      | $333657.92     | 0.00%             | 2031-01-27      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                              | ARTERA SERVICES LLC TLB 4.5                                             | CUSIP: 000000000<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |     365201 | PA      | $307886.69     | 0.00%             | 2031-02-15      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                               | UNITED UTILITIES WATER FINANCE PLC                                      | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |    1540000 | PA      | $1800980.14    | 0.01%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                                           | STUBHUB HOLDCO SUB LLC TLB 4.75                                         | CUSIP: 000000000<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |     198160 | PA      | $191224.16     | 0.00%             | 2030-03-15      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC TLI 2.75                                                  | CUSIP: 000000000<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     454312 | PA      | $455374.69     | 0.00%             | 2028-08-24      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                             | HEATHROW FUNDING LTD                                                    | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     920000 | PA      | $1066426.76    | 0.01%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DSG TOPCO INC                                                    | DSG TOPCO INC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      54244 | NS      | $786538.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DSG TOPCO INC                                                    | DSG TOPCO INC - WTS                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     101455 | NS      | $42611.21      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | LIFEPOINT HEALTH INC                                                    | CUSIP: 53219LAY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1108721.17    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                              | LIGHTNING POWER LLC                                                     | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1050617.57    | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                           | ESKOM HOLDINGS SOC LTD                                                  | CUSIP: 29646AAD8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     451000 | PA      | $478407.00     | 0.00%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                          | ESSENTIAL UTILITIES INC                                                 | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    1339000 | PA      | $1243308.40    | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                    | MODIVCARE INC TL 7.5                                                    | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |     715229 | PA      | $318277.07     | 0.00%             | 2026-01-12      | Variable      | 11.78%                | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES HOLDINGS II LLC                           | GENESYS CLOUD SER HOLD I TLB 2.50                                       | CUSIP: 000000000<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |     307504 | PA      | $307504.28     | 0.00%             | 2032-01-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                         | GREAT OUTDOORS GROUP LLC TLB3 3.25                                      | CUSIP: 000000000<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     387725 | PA      | $388500.30     | 0.00%             | 2032-01-23      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| TWITTER INC                                                      | TWITTER INC                                                             | CUSIP: 000000000<br>LEI: 549300I8RX485XMK6836 | Long             | LON              | CORP              | US        |     221156 | PA      | $217246.07     | 0.00%             | 2029-10-26      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                | JOHNSON & JOHNSON                                                       | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    3030000 | PA      | $3544404.82    | 0.03%             | 2033-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYSTEMS EUROPE BV                               | AMERICAN MEDICAL SYSTEMS EUROPE BV                                      | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |    3760000 | PA      | $4378480.43    | 0.03%             | 2031-03-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICHAELS STORES INC                                              | MICHAELS STORES INC TLB 4.25                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1920000 | PA      | $1601894.40    | 0.01%             | 2028-04-15      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                    | EUROGRID GMBH                                                           | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |    1600000 | PA      | $1523764.77    | 0.01%             | 2033-04-21      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                    | SMYRNA READY MIX CONCRETE LLC                                           | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     650000 | PA      | $693724.17     | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | SNAP INC                                                                | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     841000 | PA      | $851175.69     | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                          | ESSENTIAL UTILITIES INC                                                 | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     398000 | PA      | $405233.76     | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                          | ESSENTIAL UTILITIES INC                                                 | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2749496.62    | 0.02%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                     | AMPRION GMBH                                                            | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    1200000 | PA      | $1120026.50    | 0.01%             | 2033-09-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                               | GUATEMALA (REPUBLIC OF)                                                 | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     794000 | PA      | $692135.54     | 0.01%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                          | ESSENTIAL UTILITIES INC                                                 | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    4830000 | PA      | $4804764.90    | 0.04%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                          | ESSENTIAL PROPERTIES LP                                                 | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2271070.65    | 0.02%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SCRT_19-3                                            | SCRT_19-3                                                               | CUSIP: 35563PLB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      63396 | PA      | $55116.75      | 0.00%             | 2058-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-HQA3                      | STACR_22-HQA3                                                           | CUSIP: 35564KE70<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1610580.00    | 0.01%             | 2042-08-25      | Variable      | 9.70%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | SNAP INC                                                                | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1107742.23    | 0.01%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINERA DE CHILE SA                            | SOCIEDAD QUIMICA Y MINERA DE CHILE                                      | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    1825000 | PA      | $1809473.15    | 0.01%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                      | STACR_22-DNA6                                                           | CUSIP: 35564KH77<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $6544663.20    | 0.05%             | 2042-09-25      | Variable      | 10.10%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5                      | STACR_21-DNA5                                                           | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     469600 | PA      | $471188.51     | 0.00%             | 2034-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL INC                                        | EVERGY KANSAS CENTRAL INC                                               | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     578000 | PA      | $584375.61     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO INC                                                 | EVERGY METRO INC                                                        | CUSIP: 30037DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     395000 | PA      | $361251.87     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STCR_21-HQA3                                         | STACR_21-HQA3                                                           | CUSIP: 35564KJP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2410000 | PA      | $2431626.38    | 0.02%             | 2041-09-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STCR_21-HQA3                                         | STACR_21-HQA3                                                           | CUSIP: 35564KKK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     620000 | PA      | $632476.14     | 0.00%             | 2041-09-25      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| CAST & CREW LLC                                                  | CAST & CREW PAYROLL TL 3.75                                             | CUSIP: 000000000<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |     177827 | PA      | $161921.96     | 0.00%             | 2028-12-29      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC               | ELEMENT MATERIALS TLB 3.75                                              | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |     316909 | PA      | $317834.17     | 0.00%             | 2029-07-06      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                                                     | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     480000 | PA      | $427961.60     | 0.00%             | 2032-06-09      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                                                     | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   10380000 | PA      | $9340856.78    | 0.07%             | 2033-01-21      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_21-DNA6                      | STACR_21-DNA6                                                           | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10299891 | PA      | $10336002.57   | 0.08%             | 2041-10-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA6                      | STACR_21-DNA6                                                           | CUSIP: 35564KLU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2048351.20    | 0.02%             | 2041-10-25      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                                                         | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     328000 | PA      | $331785.62     | 0.00%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                                                           | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      25000 | PA      | $25612.51      | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                              | CARRIER GLOBAL CORP                                                     | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $187800.52     | 0.00%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                              | CARRIER GLOBAL CORP                                                     | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     212000 | PA      | $226149.98     | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | ECOPETROL SA                                                            | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    3270000 | PA      | $3310307.98    | 0.02%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                                                     | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1110000 | PA      | $1121092.91    | 0.01%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                                                     | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    2130000 | PA      | $2225720.54    | 0.02%             | 2033-04-13      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                                                     | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    5385000 | PA      | $5503426.88    | 0.04%             | 2031-05-22      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_18-B                       | SOFI_18-B                                                               | CUSIP: 83404RAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2700000 | PA      | $2614353.03    | 0.02%             | 2047-08-25      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| EDGEWATER GENERATION LLC (DELAWARE)                              | EDGEWATER GEN LLC TLB 3.0                                               | CUSIP: 28031FAM2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |     178347 | PA      | $178717.75     | 0.00%             | 2030-08-01      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT CORP                                    | ELEMENT FLEET MANAGEMENT CORP                                           | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    1880000 | PA      | $1915087.92    | 0.01%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI_19-B                         | SOFI_19-B                                                               | CUSIP: 83404WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2281299.25    | 0.02%             | 2048-08-17      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_20-B                       | SOFI_20-B                                                               | CUSIP: 83405FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $1801601.34    | 0.01%             | 2046-05-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA7                      | STACR_21-DNA7                                                           | CUSIP: 35564KMH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     960000 | PA      | $968028.29     | 0.01%             | 2041-11-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA7                      | STACR_21-DNA7                                                           | CUSIP: 35564KND7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     710000 | PA      | $730226.55     | 0.01%             | 2041-11-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | ZAYO GROUP HOLDINGS INC TLB 4.25                                        | CUSIP: 000000000<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     297344 | PA      | $290942.54     | 0.00%             | 2027-03-09      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                               | MATIV HOLDINGS INC DD TL 2.5                                            | CUSIP: 000000000<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |     162661 | PA      | $161440.62     | 0.00%             | 2027-05-06      | Variable      | 6.92%                 | No            |                  3 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT CORP                                    | ELEMENT FLEET MANAGEMENT CORP                                           | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    1670000 | PA      | $1700585.73    | 0.01%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1101983 | PA      | $1112528.50    | 0.01%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                                                   | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2802468.08    | 0.02%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                                                   | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1776000 | PA      | $1754760.12    | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2192832 | PA      | $1827081.26    | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8721740 | PA      | $8833920.18    | 0.07%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                                                   | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   12370000 | PA      | $12436354.60   | 0.09%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                                 | LINCOLN FINANCIAL GLOBAL FUNDING                                        | CUSIP: 53359KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3705000 | PA      | $3740053.38    | 0.03%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 31418EL57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13344482 | PA      | $13700957.72   | 0.10%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179TV51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4958607 | PA      | $4584375.88    | 0.03%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA II 30YR SF - JUMBO-CONFORMING                                      | CUSIP: 36179U3S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     412387 | PA      | $362206.27     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179U4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2383753 | PA      | $2044888.25    | 0.02%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                                    | SOFTBANK CORP                                                           | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    5450000 | PA      | $5490930.75    | 0.04%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_18-A                       | SOFI_18-A                                                               | CUSIP: 83406EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1777 | PA      | $1772.44       | 0.00%             | 2042-02-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179U6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2275355 | PA      | $1950493.97    | 0.01%             | 2049-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARRACUDA NETWORKS INC                                           | BARRACUDA NETWORKS INC TLB 4.5                                          | CUSIP: 000000000<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |     223636 | PA      | $175910.07     | 0.00%             | 2029-08-15      | Variable      | 8.81%                 | No            |                  2 | On Loan: No      |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                               | GUATEMALA (REPUBLIC OF)                                                 | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     450000 | PA      | $453455.17     | 0.00%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST SCLP_25-2                       | SCLP_25-2                                                               | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1504006 | PA      | $1507532.49    | 0.01%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                   | SOLVENTUM CORP                                                          | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   10350000 | PA      | $10791360.28   | 0.08%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                   | SOLVENTUM CORP                                                          | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     912000 | PA      | $954651.47     | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                   | SOLVENTUM CORP                                                          | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     614000 | PA      | $636678.59     | 0.00%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INGENOVIS HEALTH INC                                             | INGENOVIS HEALTH INC TLB 4.25                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     403716 | PA      | $121114.87     | 0.00%             | 2028-03-06      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTERNATIONAL FINANCE BV                      | PFIZER NETHERLANDS INTERNATIONAL F                                      | CUSIP: 000000000<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1292808.78    | 0.01%             | 2032-05-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                   | SOLVENTUM CORP                                                          | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     681000 | PA      | $681451.05     | 0.01%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                               | SOUTHWESTERN ENERGY COMPANY                                             | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1509587.75    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-HQA4                      | STACR_21-HQA4                                                           | CUSIP: 35564KNS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3039753.90    | 0.02%             | 2041-12-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA1                      | STACR_22-DNA1                                                           | CUSIP: 35564KQC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4875000 | PA      | $4963850.29    | 0.04%             | 2042-01-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                              | SOUTHWESTERN PUBLIC SERVICE CO                                          | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     165000 | PA      | $165273.48     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                              | SOUTHWESTERN PUBLIC SERVICE COMPAN                                      | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    3268000 | PA      | $3297106.39    | 0.02%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                                         | EVERGY MISSOURI WEST INC                                                | CUSIP: 30037EAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5310985.71    | 0.04%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                       | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2213000 | PA      | $1994212.52    | 0.01%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                       | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     618000 | PA      | $601126.19     | 0.00%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                       | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1096000 | PA      | $1076224.95    | 0.01%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ARCHIMEDES DEBT MERGER SUB LLC                                   | ARCHIMEDES DEBT MER SUB LLC TL 4.0                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     325530 | PA      | $318748.97     | 0.00%             | 2032-05-27      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PLC                                        | FLUTTER FINANCING BV TLB 2.0                                            | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | IE        |     508418 | PA      | $506511.26     | 0.00%             | 2032-06-04      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 22-DNA2                                      | STACR_22-DNA2                                                           | CUSIP: 35564KRN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4500000 | PA      | $4670145.00    | 0.03%             | 2042-02-25      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179UEB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     281295 | PA      | $283225.84     | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                       | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2690632.14    | 0.02%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                                       | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     841000 | PA      | $864539.76     | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | SPECTRUM BRANDS INC                                                     | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     479000 | PA      | $383497.53     | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                       | SPRINT CAPITAL CORPORATION                                              | CUSIP: 852060AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2328000 | PA      | $2504086.54    | 0.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEANOVA MIDCO LIMITED                                           | CLEANOVA US HOLDINGS LLC TL 4.75                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     220115 | PA      | $219014.51     | 0.00%             | 2032-06-14      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| FIRST EAGLE INVESTMENT MANAGEMENT LLC                            | FIRST EAGLE TLB 3.5                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     214279 | PA      | $211645.62     | 0.00%             | 2032-08-16      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| CAISTER FINANCE CAIF_1                                           | CAIF_25-1A                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    2500000 | PA      | $3372708.36    | 0.02%             | 2035-08-17      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| C&S WHOLESALE GROCERS                                            | C&S WHOLESALE GROCERS INC TLB 0.5                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     769860 | PA      | $751098.36     | 0.01%             | 2030-08-06      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $747130.68     | 0.01%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $2660977.51    | 0.02%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179UMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1828158 | PA      | $1691809.98    | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179UV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6580315 | PA      | $6038313.24    | 0.04%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                       | SPRINT CAPITAL CORPORATION                                              | CUSIP: 852060AT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1775000 | PA      | $2152983.01    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                           | SPRINT SPECTRUM CO I/ II /III/ LLC                                      | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4551250 | PA      | $4579463.24    | 0.03%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                                             | HEARTLAND DENTAL LLC TLB 3.75                                           | CUSIP: 000000000<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |     598780 | PA      | $598282.89     | 0.00%             | 2032-08-25      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC TLM 2.5                                                   | CUSIP: 000000000<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     597327 | PA      | $597464.06     | 0.00%             | 2032-08-19      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $1459901.05    | 0.01%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4659000 | PA      | $3974634.50    | 0.03%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-MFP2                                        | SREIT_21-MFP2                                                           | CUSIP: 85236WCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4538000 | PA      | $4536581.88    | 0.03%             | 2036-11-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-PALM                                        | SREIT_21-PALM                                                           | CUSIP: 85237AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6275000 | PA      | $6263234.38    | 0.05%             | 2034-10-15      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2413217.05    | 0.02%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     634000 | PA      | $608487.50     | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | STANDARD BUILDING SOLUTIONS INC                                         | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     310000 | PA      | $320071.65     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC                                                  | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1025000 | PA      | $1051100.53    | 0.01%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2267492.35    | 0.02%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   13505000 | PA      | $13370562.65   | 0.10%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Barclays                                                         | EURO COUNTRIES                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | XX        |         50 | OU      | $0.35          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NC QAZAQGAZ JSC                                                  | KAZTRANSGAS JSC                                                         | CUSIP: 000000000<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | NUSS              | KZ        |     200000 | PA      | $197980.43     | 0.00%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     139000 | PA      | $152530.70     | 0.00%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                                               | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     808000 | PA      | $895500.27     | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10370000 | PA      | $7457966.66    | 0.06%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     133000 | PA      | $96613.13      | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA II 30YR SF - JUMBO-CONFORMING                                      | CUSIP: 36179UVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     460185 | PA      | $413658.86     | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7118830 | PA      | $5833732.32    | 0.04%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-2         | BLAST_24-2                                                              | CUSIP: 10805MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4761714 | PA      | $4782676.61    | 0.04%             | 2028-06-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-3         | BLAST_24-3                                                              | CUSIP: 10805NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1185000 | PA      | $1193302.11    | 0.01%             | 2028-10-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                                                  | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $2449649.44    | 0.02%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC                                                  | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    8655000 | PA      | $8643174.34    | 0.06%             | 2036-08-12      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | STANDARD INDUSTRIES INC                                                 | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    3180000 | PA      | $3048224.10    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STAR LEASING COMPANY LLC                                         | STAR LEASING COMPANY LLC                                                | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2833327.12    | 0.02%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                      | STARWOOD PROPERTY TRUST INC                                             | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     770000 | PA      | $798883.57     | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISITION I INC                                       | GC FERRY ACQU I INC DDTL 3.25                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      36584 | PA      | $36134.62      | 0.00%             | 2032-08-16      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | OTC (GENERIC) 1 YEAR                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |  172000000 | OU      | $43017.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | OTC (GENERIC) 1 YEAR                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |  172000000 | OU      | $61472.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | OTC (GENERIC) 1 YEAR                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |  172000000 | OU      | $90248.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | OTC (GENERIC) 1 YEAR                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   71000000 | OU      | $45951.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | OTC (GENERIC) 1 YEAR                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   71000000 | OU      | $66299.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | OTC (GENERIC) 1 YEAR                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |   71000000 | OU      | $91874.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                           | ESKOM HOLDINGS SOC LTD                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    3985000 | PA      | $4227166.10    | 0.03%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                      | STARWOOD PROPERTY TRUST INC                                             | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1035967.52    | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3788162 | PA      | $3230523.82    | 0.02%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25073238 | PA      | $22212883.18   | 0.16%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                           | SOUTH FIELD ENERGY LLC TLC 3.25                                         | CUSIP: 000000000<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |      14707 | PA      | $14743.30      | 0.00%             | 2031-08-29      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                           | SOUTH FIELD ENERGY LLC TLB 3.25                                         | CUSIP: 000000000<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |     228693 | PA      | $229265.12     | 0.00%             | 2031-08-29      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                     | LINCOLN NATIONAL CORPORATION                                            | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     930000 | PA      | $1045312.06    | 0.01%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                     | LINCOLN NATIONAL CORPORATION                                            | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5635360.44    | 0.04%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MICHAELS COMPANIES INC                                           | MAGIC MERGERCO INC                                                      | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1139381.51    | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COMPANIES INC                                           | MAGIC MERGERCO INC                                                      | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     415000 | PA      | $283433.78     | 0.00%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAGNITE INC                                                      | MAGNITE INC TLB 3.0                                                     | CUSIP: 55955NAG3<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |     500084 | PA      | $500083.86     | 0.00%             | 2031-02-06      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO LTD MAGNE_25-45                                    | MAGNE_25-45                                                             | CUSIP: 55956CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3910000 | PA      | $3920858.07    | 0.03%             | 2038-04-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                         | MAIN STREET CAPITAL CORP                                                | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1766779.68    | 0.01%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDUCATIONAL FINANCING AUTH MEFA_18-A               | MEFA_18-A                                                               | CUSIP: 57563NAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     782183 | PA      | $752189.46     | 0.01%             | 2033-05-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MA INSTITUTE OF TECH                                             | MASSACHUSETTS INSTITUTE OF TECH                                         | CUSIP: 575718AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     758000 | PA      | $626228.62     | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MA INSTITUTE OF TECH                                             | MASSACHUSETTS INSTITUTE OF TECH                                         | CUSIP: 575718AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1265261.22    | 0.01%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179W7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18592149 | PA      | $16471156.66   | 0.12%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2306610 | PA      | $1969026.89    | 0.01%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                           | ESKOM HOLDINGS SOC LTD                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     213000 | PA      | $217732.21     | 0.00%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                   | OMAN GOVT INTL BOND                                                     | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     600000 | PA      | $612999.12     | 0.00%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5471802 | PA      | $4666322.83    | 0.03%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23359077 | PA      | $20697871.83   | 0.15%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS INC                                                   | DK CROWN HLDS INC TLB 1.75                                              | CUSIP: 000000000<br>LEI: 2549006G33IUL6IVOD83 | Long             | LON              | CORP              | US        |     414765 | PA      | $413848.38     | 0.00%             | 2032-03-04      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                         | BCPE EMPIRE HOLDINGS INC TLB 3.25                                       | CUSIP: 000000000<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |     536340 | PA      | $534999.27     | 0.00%             | 2030-12-11      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6270724 | PA      | $5343143.77    | 0.04%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6335103 | PA      | $5402540.88    | 0.04%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17981646 | PA      | $15334648.52   | 0.11%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7980820 | PA      | $7070368.49    | 0.05%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC TLB 1.75                                                      | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |     640544 | PA      | $643548.23     | 0.00%             | 2031-01-02      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| POTOMAC ENERGY CENTER LLC                                        | POTOMAC ENERGY CENTER LLC TLB 3.0                                       | CUSIP: 000000000<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |     222498 | PA      | $222082.33     | 0.00%             | 2032-08-05      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| CELSIUS HOLDINGS INC                                             | CELSIUS HOLDINGS INC TLB 3.25                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     453113 | PA      | $456510.92     | 0.00%             | 2032-04-01      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| OPAL US LLC                                                      | OPAL US LLC TLB 3.25                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     682716 | PA      | $686129.74     | 0.01%             | 2032-04-28      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                    | MEDTRONIC GLOBAL HOLDINGS SCA                                           | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    1975000 | PA      | $2149188.52    | 0.02%             | 2031-03-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ASCIANO FINANCE LTD                                              | PACIFIC NATIONAL FINANCE PTY LTD                                        | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |     970000 | PA      | $591704.35     | 0.00%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WTX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17076943 | PA      | $13994197.92   | 0.10%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2313768 | PA      | $2049813.69    | 0.02%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EAGLEVIEW TECHNOLOGY CORP                                        | EAGLEVIEW TECHNOLOGY CORP TL 6.5                                        | CUSIP: 000000000<br>LEI: 549300HLIL8HO4PPLG50 | Long             | LON              | CORP              | US        |     876872 | PA      | $859062.85     | 0.01%             | 2028-08-14      | Variable      | 9.80%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                  | NAKED JUICE LLC TL 5.5                                                  | CUSIP: 000000000<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    1922195 | PA      | $1917389.94    | 0.01%             | 2029-01-24      | Variable      | 9.80%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179WY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4276846 | PA      | $3504786.23    | 0.03%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179X2J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2589660 | PA      | $2507525.43    | 0.02%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US ULTRA T-BOND DEC 25                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |       1717 | NC      | $-1018984.24   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | ICE: (CDX.NA.HY.44.V1)                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |   34766000 | OU      | $-2513325.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179X2K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3358235 | PA      | $3334702.33    | 0.02%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9987412 | PA      | $9695426.47    | 0.07%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                   | MCDONALDS CORPORATION                                                   | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     595000 | PA      | $725421.84     | 0.01%             | 2035-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTERNATIONAL FIN NV                                  | VOLKSWAGEN INTERNATIONAL FIN PNC9                                       | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1873582.32    | 0.01%             | N/A             | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179XHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2812175 | PA      | $2565797.80    | 0.02%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179XQX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6828377 | PA      | $6921865.63    | 0.05%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_25-2         | BLAST_25-2                                                              | CUSIP: 10807HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2125000 | PA      | $2130139.74    | 0.02%             | 2028-12-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                             | BRIGHTHOUSE FINANCIAL GLOBAL FUND                                       | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    5235000 | PA      | $5316857.47    | 0.04%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRINKS CO                                                        | BRINKS CO                                                               | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     540000 | PA      | $556072.44     | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRINKS CO                                                        | BRINKS CO                                                               | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     540000 | PA      | $560601.53     | 0.00%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FDJ UNITED                                                       | LA FRANCAISE DES JEUX SA                                                | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |    1600000 | PA      | $1832779.57    | 0.01%             | 2033-11-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LONZA FINANCE INTERNATIONAL NV/SA                                | LONZA FINANCE INTERNATIONAL NV/SA                                       | CUSIP: 000000000<br>LEI: 549300AS6XQBD4ETT379 | Long             | DBT              | CORP              | BE        |     935000 | PA      | $1103276.79    | 0.01%             | 2036-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                                 | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     166000 | PA      | $147537.47     | 0.00%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                                 | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     555000 | PA      | $489942.86     | 0.00%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179XTD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13205192 | PA      | $13372976.37   | 0.10%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179XX68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12605401 | PA      | $12773019.47   | 0.09%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                                 | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     230000 | PA      | $245845.87     | 0.00%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                                 | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     649000 | PA      | $675423.42     | 0.00%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MOLNLYCKE HOLDING AB                                             | MOLNLYCKE HOLDING AB                                                    | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |     350000 | PA      | $421084.65     | 0.00%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC                                         | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     685000 | PA      | $798042.61     | 0.01%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                             | SARTORIUS FINANCE BV                                                    | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $367022.81     | 0.00%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERNOD-RICARD SA                                                 | PERNOD-RICARD SA                                                        | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1778507.36    | 0.01%             | 2033-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179XX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9281257 | PA      | $9527454.40    | 0.07%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179YAP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9673895 | PA      | $9092792.04    | 0.07%             | 2053-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179YS88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2556911 | PA      | $2633200.65    | 0.02%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                | GXO LOGISTICS INC                                                       | CUSIP: 36262GAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     377000 | PA      | $395316.30     | 0.00%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H04             | GNMA_17-H04                                                             | CUSIP: 38376RT63<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        274 | PA      | $270.97        | 0.00%             | 2066-12-20      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_17-52                                                              | CUSIP: 38376UPC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2165203 | PA      | $319685.93     | 0.00%             | 2047-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                     | MASSMUTUAL GLOBAL FUNDING II                                            | CUSIP: 57629TBV8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    5170000 | PA      | $5304045.26    | 0.04%             | 2030-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                     | MASSMUTUAL GLOBAL FUNDING II                                            | CUSIP: 57629TBX4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    2254000 | PA      | $2278978.71    | 0.02%             | 2030-05-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-68              | GNMA_17-68                                                              | CUSIP: 38376UT66<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     861426 | PA      | $126176.21     | 0.00%             | 2047-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-31              | GNMA_10-31                                                              | CUSIP: 38376XF40<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5281296 | PA      | $370076.76     | 0.00%             | 2040-03-20      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_20-R6                                              | CIM_20-R6                                                               | CUSIP: 12560YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2960188 | PA      | $2712745.84    | 0.02%             | 2060-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_20-R7                                              | CIM_20-R7                                                               | CUSIP: 12563GAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4387979 | PA      | $3984321.78    | 0.03%             | 2061-12-27      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_21-R3                                              | CIM_21-R3                                                               | CUSIP: 12566LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3611825 | PA      | $3300040.01    | 0.02%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_21-R3                                              | CIM_21-R3                                                               | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5065430 | PA      | $4662703.56    | 0.03%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_22-I1                                              | CIM_22-I1                                                               | CUSIP: 12568TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3987023 | PA      | $3991603.71    | 0.03%             | 2067-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_23-R1                                              | CIM_23-R1                                                               | CUSIP: 12569RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9836661 | PA      | $9667971.29    | 0.07%             | 2062-04-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_10-H03                                                             | CUSIP: 38376XNT6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      75163 | PA      | $75238.97      | 0.00%             | 2060-03-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-108             | GNMA_10-108                                                             | CUSIP: 38377JTZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1422643 | PA      | $1406316.92    | 0.01%             | 2040-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_10-120                                                             | CUSIP: 38377KNT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1340972 | PA      | $1316716.96    | 0.01%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA_10-135                                                      | GNMA_10-135                                                             | CUSIP: 38377KY38<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3125389 | PA      | $3096851.84    | 0.02%             | 2040-10-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_23-R3                                              | CIM_23-R3                                                               | CUSIP: 12570GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8467970 | PA      | $8066673.04    | 0.06%             | 2063-01-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                    | CME GROUP INC                                                           | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $2031190.43    | 0.02%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_25-R1                                              | CIM_25-R1                                                               | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10353353 | PA      | $10258872.46   | 0.08%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                       | CNH INDUSTRIAL CAPITAL LLC                                              | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    1212000 | PA      | $1255438.32    | 0.01%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_11-13                                                              | CUSIP: 38377TCP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3293209 | PA      | $324007.62     | 0.00%             | 2041-01-16      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-30              | GNMA_11-30                                                              | CUSIP: 38377TUA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1551711 | PA      | $158906.96     | 0.00%             | 2041-02-20      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                       | CNH INDUSTRIAL CAPITAL LLC                                              | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    1332000 | PA      | $1365904.10    | 0.01%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                       | CNH INDUSTRIAL CAPITAL LLC                                              | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2371369.04    | 0.02%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-3               | GNMA_13-3                                                               | CUSIP: 38378FMA5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2527996 | PA      | $517186.81     | 0.00%             | 2043-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-162             | GNMA_13-162                                                             | CUSIP: 38378NFC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11312705 | PA      | $18800.58      | 0.00%             | 2046-09-16      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_14-H15                                                             | CUSIP: 38378U8B6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     975062 | PA      | $46618.69      | 0.00%             | 2064-05-20      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-6                                                               | CUSIP: 38378X4A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1847907 | PA      | $25635.47      | 0.00%             | 2051-02-16      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-9                                                               | CUSIP: 38378X5P2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6069686 | PA      | $107222.82     | 0.00%             | 2049-02-16      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-101             | GNMA_14-101                                                             | CUSIP: 38378XFB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8966166 | PA      | $124530.19     | 0.00%             | 2056-04-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_14-134                                                             | CUSIP: 38378XSQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9371597 | PA      | $41164.74      | 0.00%             | 2055-01-16      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| GNMA_14-150                                                      | GNMA_14-150                                                             | CUSIP: 38378XTA9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8429851 | PA      | $173593.39     | 0.00%             | 2056-07-16      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| GNMA_14-3                                                        | GNMA_14-3                                                               | CUSIP: 38378YYW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3476988 | PA      | $3339500.59    | 0.02%             | 2043-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-146                                                             | CUSIP: 38379K2C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4776927 | PA      | $17240.88      | 0.00%             | 2055-07-16      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| COMM_16-COR1                                                     | COMM_16-COR1                                                            | CUSIP: 12594MBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8238692 | PA      | $8128375.35    | 0.06%             | 2049-10-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| COMM_16-COR1                                                     | COMM_16-COR1                                                            | CUSIP: 12594MBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2838890.10    | 0.02%             | 2049-10-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-174                                                             | CUSIP: 38379K3G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5104140 | PA      | $83006.08      | 0.00%             | 2055-11-16      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                         | GNMA_15-163                                                             | CUSIP: 38379K5Z7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1506753 | PA      | $54201.38      | 0.00%             | 2057-12-16      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-88              | GNMA_16-88                                                              | CUSIP: 38379XTY6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4757695 | PA      | $801922.80     | 0.01%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_16-111                                                             | CUSIP: 38379YU97<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1097000 | PA      | $799860.88     | 0.01%             | 2046-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_17-COR2                                 | COMM_17-COR2                                                            | CUSIP: 12595EAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2406107.50    | 0.02%             | 2050-09-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_18-C14                     | CSAIL_18-C14                                                            | CUSIP: 12596GBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $954668.30     | 0.01%             | 2051-11-15      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_19-C16                     | CSAIL_19-C16                                                            | CUSIP: 12596WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2892083.10    | 0.02%             | 2052-06-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_19-C18                     | CSAIL_19-C18                                                            | CUSIP: 12597DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3345000 | PA      | $3144332.78    | 0.02%             | 2052-12-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_20-C19                     | CSAIL_20-C19                                                            | CUSIP: 12597NAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2740000 | PA      | $2308344.51    | 0.02%             | 2053-03-15      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_20-C19                     | CSAIL_20-C19                                                            | CUSIP: 12597NAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2345000 | PA      | $1910674.81    | 0.01%             | 2053-03-15      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                               | CNA FINANCIAL CORP                                                      | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    3828000 | PA      | $3777633.70    | 0.03%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_12-LTRT                                 | COMM_12-LTRT                                                            | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2489022 | PA      | $2414351.41    | 0.02%             | 2030-10-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3416703.39    | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     850000 | PA      | $783274.73     | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MALT_04-12                                                       | MALT_04-12                                                              | CUSIP: 576434YG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     265171 | PA      | $268309.25     | 0.00%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                      | MATCH GROUP HOLDINGS II LLC                                             | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1042980.07    | 0.01%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    3041000 | PA      | $2394804.63    | 0.02%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1706000 | PA      | $800444.15     | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     500000 | PA      | $329039.69     | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $976508.72     | 0.01%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                               | MATTAMY GROUP CORP                                                      | CUSIP: 57701RAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    4500000 | PA      | $4336770.14    | 0.03%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS HOLDINGS CAPITAL LLC                           | MAXIM CRANE WORKS HOLDINGS CAPITAL                                      | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     975000 | PA      | $1033416.08    | 0.01%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     400000 | PA      | $255943.93     | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                                                        | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    3659000 | PA      | $3358118.38    | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-101             | GNMA_17-101                                                             | CUSIP: 38380F2W5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3149120 | PA      | $527776.71     | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_17-93                                                              | CUSIP: 38380FHF6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7108642 | PA      | $1056550.41    | 0.01%             | 2047-06-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     884000 | PA      | $917629.00     | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1316000 | PA      | $1269571.76    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     143000 | PA      | $137805.68     | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HDI AEROSPACE INTERMEDIATE HOLDING                               | HDI AEROSPACE INTERMEDIATE HOLDING                                      | CUSIP: 40415WAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     408975 | PA      | $408975.00     | 0.00%             | 2032-02-11      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2929000 | PA      | $2795157.35    | 0.02%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1829000 | PA      | $1650994.69    | 0.01%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_15-CR27                                 | COMM_15-CR27                                                            | CUSIP: 12635QBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $976759.80     | 0.01%             | 2048-10-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                         | CSX CORPORATION                                                         | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     148000 | PA      | $120481.49     | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST C                                 | CARR_06-NC3                                                             | CUSIP: 144528AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     857101 | PA      | $827469.57     | 0.01%             | 2036-08-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST C                                 | CARR_06-NC3                                                             | CUSIP: 144528AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9300000 | PA      | $7689348.81    | 0.06%             | 2036-08-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                       | CARVANA CO                                                              | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     902321 | PA      | $923090.41     | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                       | CARVANA CO                                                              | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    1402502 | PA      | $1591512.40    | 0.01%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                       | CARVANA CO PIK                                                          | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $4413562.56    | 0.03%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P1                       | CRVNA_23-P1                                                             | CUSIP: 14688EAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1532086 | PA      | $1537616.67    | 0.01%             | 2027-12-10      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-P2                       | CRVNA_24-P2                                                             | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1735000 | PA      | $1749792.44    | 0.01%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_25-P1                       | CRVNA_25-P2                                                             | CUSIP: 14688YAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4625000 | PA      | $4686608.24    | 0.03%             | 2031-06-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1403000 | PA      | $1321583.10    | 0.01%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     775000 | PA      | $791057.48     | 0.01%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| CASCADES INC.                                                    | CASCADES INC                                                            | CUSIP: 14739LAB8<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | DBT              | CORP              | CA        |    1020000 | PA      | $1005488.87    | 0.01%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SPA                                    | CASSA DEPOSITI E PRESTITI SPA                                           | CUSIP: 147918AB2<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    1200000 | PA      | $1210241.73    | 0.01%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3700000 | PA      | $3759777.62    | 0.03%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                                                       | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4550000 | PA      | $4676177.30    | 0.03%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SPA                                    | CASSA DEPOSITI E PRESTITI SPA                                           | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    2000000 | PA      | $2099020.63    | 0.02%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_25-2              | CLAST_25-2A                                                             | CUSIP: 14855XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3530605.05    | 0.03%             | 2050-08-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                      | MAYO CLINIC                                                             | CUSIP: 578454AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $591428.24     | 0.00%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                      | CONDOR MERGER SUB INC                                                   | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1363863.43    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                  | CATERPILLAR INC                                                         | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    1419000 | PA      | $1454365.25    | 0.01%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORP                              | CATERPILLAR FINANCIAL SERVICES                                          | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     700000 | PA      | $710060.00     | 0.01%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO 6 ABBSL_25-6                                          | ABBSL_25-6A                                                             | CUSIP: 00039LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   11800000 | PA      | $11823918.60   | 0.09%             | 2037-07-20      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HOLDINGS 2 LLC                                  | ABG INTERM HLDS 2 LLC TLB1 2.25                                         | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     115679 | PA      | $115408.66     | 0.00%             | 2028-12-21      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV                                                        | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     641000 | PA      | $574180.25     | 0.00%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV                                                        | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    6900000 | PA      | $7035617.93    | 0.05%             | 2027-09-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| AGCO CORPORATION                                                 | AGCO CORPORATION                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     894000 | PA      | $906210.75     | 0.01%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                    | AEP TEXAS INC                                                           | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1383000 | PA      | $1435780.64    | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                    | AEP TEXAS CENTRAL CO                                                    | CUSIP: 0010EPAF5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1509974.41    | 0.01%             | 2033-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                    | AEP TEXAS CENTRAL CO                                                    | CUSIP: 0010EPAN8<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1658000 | PA      | $1655945.69    | 0.01%             | 2025-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                     | HSBC USA INC                                                            | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2413609.53    | 0.02%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST HTL_24-T53                         | HTL_24-T53                                                              | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5578769.90    | 0.04%             | 2039-05-10      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                      | MCAFEE CORP TLB1 3.0                                                    | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     112670 | PA      | $107177.63     | 0.00%             | 2029-03-01      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                   | MCDONALDS CORPORATION                                                   | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     910000 | PA      | $659624.49     | 0.00%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                    | MCKESSON CORP                                                           | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     771000 | PA      | $773703.29     | 0.01%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                    | MCKESSON CORP                                                           | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    1434000 | PA      | $1462246.22    | 0.01%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC                                                            | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     995000 | PA      | $999325.07     | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC                                                            | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   12020000 | PA      | $10827600.40   | 0.08%             | 2032-03-10      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                    | MCKESSON CORP                                                           | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    1147000 | PA      | $1167834.26    | 0.01%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEDINA VALLEY TEX INDPT SCH DIST                                 | Medina Valley Independent School District                               | CUSIP: 584887WW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1255000 | PA      | $1225339.71    | 0.01%             | 2050-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_21-INV1                  | MELLO_21-INV1                                                           | CUSIP: 58549KBW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1832202 | PA      | $1492235.36    | 0.01%             | 2051-06-25      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                          | MERCEDES-BENZ FINANCE NA                                                | CUSIP: 58769JAW7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1122500.12    | 0.01%             | 2029-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC                                                            | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    8516000 | PA      | $8783033.42    | 0.07%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD BABSN_25-3                                       | BABSN_25-3                                                              | CUSIP: 06764PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17500000 | PA      | $17546637.50   | 0.13%             | 2038-03-31      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC MNET_25-2                     | MNET_25-2                                                               | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-MBS          | CORP              | US        |    2015000 | PA      | $2033515.03    | 0.02%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                             | METROPOLITAN EDISON COMPANY                                             | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1396000 | PA      | $1394999.95    | 0.01%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                        | MEXICO CITY AIRPORT TRUST                                               | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1435000 | PA      | $1428248.09    | 0.01%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                        | MEXICO CITY AIRPORT TRUST                                               | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    2303000 | PA      | $1948089.45    | 0.01%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                        | MEXICO CITY AIRPORT TRUST                                               | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     420000 | PA      | $410709.79     | 0.00%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4170000 | PA      | $4302612.63    | 0.03%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| ST BARNABAS HEALTH SYSTEM INC                                    | ST BARNABAS HEALTH SYSTEM INC                                           | CUSIP: 06769QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3183124.65    | 0.02%             | 2028-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                                                   | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     415000 | PA      | $374454.53     | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                           | HP INC                                                                  | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     594000 | PA      | $533140.45     | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                       | HPS CORPORATE LENDING FUND                                              | CUSIP: 40440VAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $51719.83      | 0.00%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                       | HPS CORPORATE LENDING FUND                                              | CUSIP: 40440VAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4195000 | PA      | $4233444.34    | 0.03%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HVMLT_06-10                                                      | HVMLT_06-10                                                             | CUSIP: 41162CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4938543 | PA      | $3771111.67    | 0.03%             | 2036-11-19      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC                                     | HARTFORD FINANCIAL SERVICES GROUP                                       | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    1247000 | PA      | $1160058.79    | 0.01%             | 2047-02-12      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC                                     | HARTFORD FINANCIAL SERVICES GROUP                                       | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     441000 | PA      | $276074.19     | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HAYFIN US XII LTD HAYFN_24-15                                    | HAYFN_24-15A                                                            | CUSIP: 420916AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   24750000 | PA      | $24815414.25   | 0.18%             | 2037-04-28      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                          | HEALTH CARE SERVICE CORP                                                | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    1383000 | PA      | $1423352.86    | 0.01%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                                                   | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    1100000 | PA      | $954210.78     | 0.01%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                                                   | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $145895.41     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                    | HEALTHCARE TRUST OF AMERICA HLDGS                                       | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     761000 | PA      | $715520.20     | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                    | HEALTHCARE REALTY HOLDINGS LP                                           | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     435000 | PA      | $426641.69     | 0.00%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2532861.77    | 0.02%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     583000 | PA      | $577910.56     | 0.00%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-5C31        | BBCMS_24-5C31                                                           | CUSIP: 07336YAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1006320.80    | 0.01%             | 2057-12-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                     | BECTON DICKINSON AND COMPANY                                            | CUSIP: 075887BM0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1555000 | PA      | $1363660.72    | 0.01%             | 2044-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                     | BECTON DICKINSON AND COMPANY                                            | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    2913000 | PA      | $2843129.37    | 0.02%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                                                   | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     850000 | PA      | $668708.41     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                                                   | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    1200000 | PA      | $812226.59     | 0.01%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                     | BECTON DICKINSON AND COMPANY                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1197000 | PA      | $1212284.27    | 0.01%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II                                         | BELROSE FUNDING TRUST II                                                | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3955000 | PA      | $4099865.23    | 0.03%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B34                            | BMARK_22-B34                                                            | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $2139355.81    | 0.02%             | 2055-04-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_19-B13                            | BMARK_19-B13                                                            | CUSIP: 08162DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $1994300.40    | 0.01%             | 2057-08-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_19-B10                            | BMARK_19-B10                                                            | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24501811 | PA      | $888626.79     | 0.01%             | 2062-03-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B20                            | BMARK_20-B20                                                            | CUSIP: 08162XBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12976438 | PA      | $689003.44     | 0.01%             | 2053-10-15      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_21-B26                            | BMARK_21-B26                                                            | CUSIP: 08163EBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10600000 | PA      | $9521100.20    | 0.07%             | 2054-06-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_23-V2                             | BMARK_23-V2                                                             | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17305000 | PA      | $17917432.74   | 0.13%             | 2055-05-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_25-V16                            | BMARK_25-V16                                                            | CUSIP: 08164RAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3115321.50    | 0.02%             | 2057-08-15      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| BSP_15-6BR                                                       | BSP_15-6BR                                                              | CUSIP: 08182DAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5100000 | PA      | $5111291.40    | 0.04%             | 2038-04-20      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                         | BMARK_24-V12                                                            | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7860000 | PA      | $8244504.91    | 0.06%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| WR BERKLEY CORP                                                  | WR BERKLEY CORPORATION                                                  | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1115732.22    | 0.01%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERMUDA                                                          | BERMUDA (GOVERNMENT OF)                                                 | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    1105000 | PA      | $996345.49     | 0.01%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC                                                        | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1028054.65    | 0.01%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                    | HEALTHCARE TRUST OF AMERICA HLDGS                                       | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     400000 | PA      | $343394.01     | 0.00%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC                                                        | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    3261000 | PA      | $3222197.15    | 0.02%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC                                                        | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    6438000 | PA      | $6635107.77    | 0.05%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC                                                        | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1663137.47    | 0.01%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL ESCROW CORP                                                | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     782000 | PA      | $782072.13     | 0.01%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_24-ICON                             | BHG_24-1CON                                                             | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     506891 | PA      | $520269.85     | 0.00%             | 2035-04-17      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BHMS MORTGAGE TRUST BHMS_25-ATLS                                 | BHMS_25-ATLS                                                            | CUSIP: 088928AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5015625.00    | 0.04%             | 2042-08-15      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4372                                           | FHLMC_4372                                                              | CUSIP: 3137BDB47<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2612544 | PA      | $2390412.46    | 0.02%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_4402                                                              | CUSIP: 3137BEMT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2081499 | PA      | $1899965.94    | 0.01%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4419                                           | FHLMC_4419                                                              | CUSIP: 3137BFNG2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   23007353 | PA      | $2926625.07    | 0.02%             | 2053-05-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4440                                           | FHLMC_4440                                                              | CUSIP: 3137BGFZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   12575044 | PA      | $12066800.04   | 0.09%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                                                   | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $76635.97      | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                                                   | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     475000 | PA      | $428958.64     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AUTH CALIF TOLL BRDG                               | Bay Area Toll Authority                                                 | CUSIP: 072024ND0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1920000 | PA      | $1991957.38    | 0.01%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | BAYER US FINANCE II LLC                                                 | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    5945000 | PA      | $5919102.63    | 0.04%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4463                                           | FHLMC_4463                                                              | CUSIP: 3137BHHM2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3812846 | PA      | $3716420.89    | 0.03%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_4461                                                              | CUSIP: 3137BHL62<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4695803 | PA      | $624570.49     | 0.00%             | 2045-04-15      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_4495                                                              | CUSIP: 3137BKQN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      77564 | PA      | $76663.67      | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_K051                                           | FHLMC_K051                                                              | CUSIP: 3137BM7D2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4353759 | PA      | $156.74        | 0.00%             | 2025-09-25      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                              | CATHOLIC HEALTH INITIATIVES                                             | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     120000 | PA      | $101606.69     | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CCM MERGER                                                       | CCM MERGER INC                                                          | CUSIP: 14985VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1224848.13    | 0.01%             | 2026-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_K152                                           | FHLMC_K152                                                              | CUSIP: 3137BPVP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3823798 | PA      | $146417.42     | 0.00%             | 2031-01-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | FHLMC_K055                                                              | CUSIP: 3137BPW39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1794231 | PA      | $10595.47      | 0.00%             | 2026-03-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| FHLMC_K056                                                       | FHLMC_K056                                                              | CUSIP: 3137BQYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5925381 | PA      | $5856046.21    | 0.04%             | 2026-05-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | FHLMC_K057                                                              | CUSIP: 3137BRQL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2046489 | PA      | $16715.11      | 0.00%             | 2026-07-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4612                                           | FHLMC_4612                                                              | CUSIP: 3137BRS22<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7500308 | PA      | $6362893.89    | 0.05%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4627                                           | FHLMC_4627                                                              | CUSIP: 3137BSBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     765018 | PA      | $13220.88      | 0.00%             | 2044-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | FHLMC_K058                                                              | CUSIP: 3137BSP98<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2205804 | PA      | $13983.47      | 0.00%             | 2026-08-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | FHLMC_K059                                                              | CUSIP: 3137BSRG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6165621 | PA      | $11099.97      | 0.00%             | 2026-09-25      | Variable      | 0.37%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                   | DCLI BIDCO LLC                                                          | CUSIP: 233104AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3115000 | PA      | $3190084.23    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                     | DNB BANK ASA                                                            | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    3950000 | PA      | $3943848.31    | 0.03%             | 2026-09-16      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| DSLA MORTGAGE LOAN TRUST DSLA_06-AR2                             | DSLA_06-AR2                                                             | CUSIP: 23332QAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1619574 | PA      | $1071205.84    | 0.01%             | 2036-10-19      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| DSLA MORTGAGE LOAN TRUST DSLA_05-AR6                             | DSLA_05-AR6                                                             | CUSIP: 23332UFV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     978586 | PA      | $897186.26     | 0.01%             | 2045-10-19      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                               | DTE ENERGY COMPANY                                                      | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    2196000 | PA      | $2251942.55    | 0.02%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                               | DTE ENERGY COMPANY                                                      | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    3249000 | PA      | $3291240.00    | 0.02%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PA                                  | FHLMC_K060                                                              | CUSIP: 3137BTAE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24030461 | PA      | $15651.04      | 0.00%             | 2026-10-25      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4635                                           | FHLMC_4635                                                              | CUSIP: 3137BTKP5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7397016 | PA      | $498194.95     | 0.00%             | 2046-12-15      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PAS                                 | FHLMC_KW02                                                              | CUSIP: 3137BWFX7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7019886 | PA      | $6539.02       | 0.00%             | 2026-12-25      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4682                                           | FHLMC_4682                                                              | CUSIP: 3137BXYK2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2595396 | PA      | $2407406.44    | 0.02%             | 2047-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4695                                           | FHLMC_4695                                                              | CUSIP: 3137F1F86<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2522154 | PA      | $437922.15     | 0.00%             | 2047-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE CORP LTD                                  | INDIAN RAILWAY FINANCE CORP LTD                                         | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |    1110000 | PA      | $1049657.94    | 0.01%             | 2032-01-21      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | BAYER US FINANCE II LLC                                                 | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $892733.79     | 0.01%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | BAYER US FINANCE II LLC                                                 | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    3505000 | PA      | $2880722.43    | 0.02%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                     | INTERNET BRANDS TLB3 4.25                                               | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     213735 | PA      | $197824.81     | 0.00%             | 2028-05-03      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                           | INTERNATIONAL FLAVORS & FRAGRANCES                                      | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     455000 | PA      | $431854.93     | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                           | INTERNATIONAL FLAVORS & FRAGRANCES                                      | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    5075000 | PA      | $4536509.28    | 0.03%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                           | INTERNATIONAL FLAVORS & FRAGRANCES                                      | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     365000 | PA      | $273239.70     | 0.00%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT CO                                    | INTERSTATE POWER AND LIGHT CO                                           | CUSIP: 461070AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2765000 | PA      | $2872109.47    | 0.02%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | INTESA SANPAOLO SPA                                                     | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1100000 | PA      | $1029533.71    | 0.01%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST TOWN_25-STAY                               | TOWN_25-STAY                                                            | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1380000 | PA      | $1376558.56    | 0.01%             | 2042-03-15      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST TOWN_25-STAY                               | TOWN_25-STAY                                                            | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6600000 | PA      | $6587640.84    | 0.05%             | 2042-03-15      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                       | INTUIT INC.                                                             | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     464000 | PA      | $479528.55     | 0.00%             | 2028-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                       | INTUIT INC                                                              | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1622116.76    | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC S.A.                                            | INVERSIONES CMPC SA                                                     | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    1500000 | PA      | $1552877.96    | 0.01%             | 2034-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO LTD INVCO_21-2A                                      | INVCO_21-2A                                                             | CUSIP: 46149MAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    4000000 | PA      | $4000000.00    | 0.03%             | 2034-07-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                        | INVITATION HOMES OPR PRT TLA 0.95                                       | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              | CORP              | US        |    3206777 | PA      | $3198759.98    | 0.02%             | 2028-09-09      | Variable      | 5.31%                 | No            |                  3 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                        | INVITATION HOMES OP PARTNER LP                                          | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    2544000 | PA      | $2188621.22    | 0.02%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | BAYER US FINANCE II LLC                                                 | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    2799000 | PA      | $2190137.98    | 0.02%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING BVABS_24-SN1                                    | BVABS_24-SN1                                                            | CUSIP: 072926AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5800000 | PA      | $5823349.64    | 0.04%             | 2028-03-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                        | INVITATION HOMES OPER PARTNERSHIP                                       | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     658000 | PA      | $621325.76     | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                        | INVITATION HOMES OP PARTNER LP                                          | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     545000 | PA      | $559574.58     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                           | IPALCO ENTERPRISES INC                                                  | CUSIP: 462613AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1099000 | PA      | $1073711.36    | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC                                                               | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    7875000 | PA      | $8126141.03    | 0.06%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB LLC                                  | BCPE FLAVOR DEBT MERGER SUB LLC                                         | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     525000 | PA      | $544450.59     | 0.00%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                               | BAYTEX ENERGY CORP                                                      | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    1005000 | PA      | $1026645.07    | 0.01%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST BVINV_21-5             | BVINV_21-5                                                              | CUSIP: 07336JCJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     912991 | PA      | $791925.59     | 0.01%             | 2051-11-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST BVINV_22-2             | BVINV_22-2                                                              | CUSIP: 07336NCJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1380861 | PA      | $1148859.54    | 0.01%             | 2051-12-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132VLMD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2516693 | PA      | $2396240.92    | 0.02%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132WGW78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     660507 | PA      | $612763.19     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD AGL_21-12A                                           | AGL_21-12A                                                              | CUSIP: 00120BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1002437.00    | 0.01%             | 2034-07-20      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                         | AES CORPORATION (THE)                                                   | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     544000 | PA      | $537016.85     | 0.00%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CBAM LTD CBAM_17-1                                               | CBAMR_17-1A                                                             | CUSIP: 14987LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    9100000 | PA      | $9144444.40    | 0.07%             | 2038-01-20      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                  | CEMEX SAB DE CV                                                         | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     950000 | PA      | $980590.91     | 0.01%             | N/A             | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                       | BIOGEN INC                                                              | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    3740000 | PA      | $3814200.07    | 0.03%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO LTD BGCLO_24-9A                                  | BGCLO_24-9A                                                             | CUSIP: 09077WAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3150000 | PA      | $3159809.10    | 0.02%             | 2037-10-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    4010000 | PA      | $3918173.60    | 0.03%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     588000 | PA      | $566553.91     | 0.00%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_                                 | MSBAM_15-C25                                                            | CUSIP: 61765TAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     608803 | PA      | $607716.77     | 0.00%             | 2048-10-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_                                 | MSBAM_16-C29                                                            | CUSIP: 61766EBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16510 | PA      | $16473.54      | 0.00%             | 2049-05-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO LTD BGCLO_24-10A                                 | BGCLO_24-10                                                             | CUSIP: 09090JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3250000 | PA      | $3260234.25    | 0.02%             | 2038-01-22      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO LTD BGCLO_25-12                                  | BGCLO_25-12                                                             | CUSIP: 09090MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6000000 | PA      | $6003630.00    | 0.04%             | 2038-04-22      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                 | BLACK HILLS CORPORATION                                                 | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     336000 | PA      | $317585.17     | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                 | BLACK HILLS CORPORATION                                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     397000 | PA      | $417343.38     | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                               | BLACKSTONE HOLDINGS FINANCE CO LLC                                      | CUSIP: 09256BAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $120975.08     | 0.00%             | 2030-01-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                               | BLACKSTONE HOLDINGS FINANCE CO LLC                                      | CUSIP: 09261BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     373000 | PA      | $348143.05     | 0.00%             | 2028-08-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132WGY27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1252736 | PA      | $1120316.88    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                                                         | CUSIP: 3132WH5N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10813215 | PA      | $9661849.30    | 0.07%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                               | BLACKSTONE HOLDINGS FINANCE CO LLC                                      | CUSIP: 09261BAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1846000 | PA      | $1574669.88    | 0.01%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                              | BLOCK FINANCIAL LLC                                                     | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3765000 | PA      | $3787766.47    | 0.03%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                            | AIR LEASE CORPORATION                                                   | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2061327.58    | 0.02%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                            | AIR LEASE CORPORATION                                                   | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     927000 | PA      | $953381.17     | 0.01%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                    | AIRCASTLE LTD                                                           | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    3335000 | PA      | $3207117.87    | 0.02%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                    | AIRCASTLE LTD                                                           | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    1725000 | PA      | $1812944.69    | 0.01%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                               | DTE ENERGY COMPANY                                                      | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    1224000 | PA      | $1261875.05    | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                     | DNB BANK ASA                                                            | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    2748000 | PA      | $2806804.34    | 0.02%             | 2030-11-05      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                      | BLUE OWL CREDIT INCOME CORP                                             | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1465423.93    | 0.01%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31371HLV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       1009 | PA      | $1060.55       | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_                                 | MSBAM_16-C30                                                            | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3010000 | PA      | $2949079.11    | 0.02%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_17-C34                           | MSBAM_17-C34                                                            | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2285000 | PA      | $2251333.72    | 0.02%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-2                                   | DTAOT_23-2A                                                             | CUSIP: 23346CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     426651 | PA      | $426770.50     | 0.00%             | 2029-02-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DTP COMMERCIAL MORTGAGE TRUST DTP_23-STE2                        | DTP_23-STE2                                                             | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2056434.80    | 0.02%             | 2041-01-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| DK TRUST DK_24-SPBX                                              | DK_24-SPBX                                                              | CUSIP: 23346LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1502812.50    | 0.01%             | 2034-03-15      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                | DXC TECHNOLOGY CO                                                       | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    5845000 | PA      | $5483810.02    | 0.04%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR GIANT                                                   | CUSIP: 3132XCR49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6510979 | PA      | $6022190.78    | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR GIANT                                                   | CUSIP: 3132XCRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     467729 | PA      | $434309.66     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST M                                 | MSC_16-UB11                                                             | CUSIP: 61767FAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8300158 | PA      | $8170373.67    | 0.06%             | 2049-08-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                                          | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2792000 | PA      | $2739508.76    | 0.02%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT LENDING FUND                               | MORGAN STANLEY DIRECT LENDING FUND                                      | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1834755.92    | 0.01%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                   | MORGAN STANLEY PRIVATE BANK NA                                          | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5476669.91    | 0.04%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR GIANT                                                   | CUSIP: 3132XCSA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1245262 | PA      | $1186830.52    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR GIANT                                                   | CUSIP: 3132XCSE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1062818 | PA      | $1014092.44    | 0.01%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31371HNP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         41 | PA      | $43.25         | 0.00%             | 2029-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31371KRC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       2461 | PA      | $2578.63       | 0.00%             | 2032-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_24-4         | MSRM_24-4                                                               | CUSIP: 61777BBH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1480758 | PA      | $1523744.70    | 0.01%             | 2054-09-25      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_25-DSC2      | MSRM_25-DSC2                                                            | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5275674 | PA      | $5314857.13    | 0.04%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST AJAXM_19-F                              | AJAXM_19-F                                                              | CUSIP: 00969PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2643540 | PA      | $2575203.59    | 0.02%             | 2059-07-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | AKER BP ASA                                                             | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    4800000 | PA      | $4614086.75    | 0.03%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DTI HOLDCO INC                                                   | DTI HOLDCO INC TLB 4.0                                                  | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |     285769 | PA      | $271360.48     | 0.00%             | 2029-04-26      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                          | DAIMLER TRUCK FINANCE NORTH AMERIC                                      | CUSIP: 233853BF6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2899237.17    | 0.02%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | AKER BP ASA                                                             | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    6640000 | PA      | $6372648.56    | 0.05%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | AKER BP ASA                                                             | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1250000 | PA      | $1297382.85    | 0.01%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | AKER BP ASA                                                             | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     718000 | PA      | $695696.43     | 0.01%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_23-3           | ACAR_23-3                                                               | CUSIP: 02530EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1935735 | PA      | $1947460.55    | 0.01%             | 2029-10-12      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC.                             | AMERICAN ELECTRIC POWER COMPANY                                         | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    2855000 | PA      | $2765851.85    | 0.02%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP INC                                      | AMERICAN NATIONAL GROUP INC                                             | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    3405000 | PA      | $3443674.54    | 0.03%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                                                | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1918023.58    | 0.01%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                                                | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1043000 | PA      | $1055396.84    | 0.01%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                                                | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1094000 | PA      | $1141816.03    | 0.01%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                                                | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    6340000 | PA      | $6417704.48    | 0.05%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                               | AMERICAN HONDA FINANCE CORPORATION                                      | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1175166.66    | 0.01%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                               | AMERICAN HONDA FINANCE CORPORATION                                      | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     581000 | PA      | $606046.05     | 0.00%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | CENTENE CORPORATION                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2955000 | PA      | $2612743.04    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                               | CENOVUS ENERGY INC                                                      | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     130000 | PA      | $116056.16     | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                               | AMERICAN HONDA FINANCE CORPORATION                                      | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1487000 | PA      | $1506426.17    | 0.01%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT LP                                                | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     210000 | PA      | $209672.47     | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR GIANT                                                   | CUSIP: 31335AEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1878006 | PA      | $1754543.22    | 0.01%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR GIANT                                                   | CUSIP: 31335APZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1243608 | PA      | $1160062.92    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                               | CENOVUS ENERGY INC                                                      | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    3750000 | PA      | $2546651.59    | 0.02%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION CHASE_19-1                    | CHASE_19-1                                                              | CUSIP: 16159WBT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       2212 | PA      | $1988.29       | 0.00%             | 2050-03-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT LP                                                | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     755000 | PA      | $493701.73     | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT                                                   | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     219000 | PA      | $203582.45     | 0.00%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT                                                   | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $977700.54     | 0.01%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT LP                                                | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1426000 | PA      | $1461457.08    | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-8                     | CHASE_24-8                                                              | CUSIP: 16159XBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1482193 | PA      | $1543717.10    | 0.01%             | 2055-08-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION CHASE_16-SH1                  | CHASE_16-SH1                                                            | CUSIP: 16163YAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     146986 | PA      | $135853.92     | 0.00%             | 2045-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                 | AMERICAN INTERNATIONAL GROUP INC                                        | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     919000 | PA      | $884066.70     | 0.01%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GLOBAL FUNDING                                 | AMERICAN NATIONAL GLOBAL FUNDING                                        | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    3030000 | PA      | $3122552.69    | 0.02%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2                  | CHASE_24-RPL2                                                           | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1140887 | PA      | $1029415.82    | 0.01%             | 2064-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                                                 | CUSIP: 197677AJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10562.59      | 0.00%             | 2027-12-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31374TSC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       1298 | PA      | $1326.50       | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31374TY60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      29980 | PA      | $31513.80      | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GLOBAL FUNDING                                 | AMERICAN NATIONAL GLOBAL FUNDING                                        | CUSIP: 02771D2B9<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $2245984.72    | 0.02%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | AMERICAN TOWER CORPORATION                                              | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2761998.07    | 0.02%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                           | COLUMBIA PIPELINES HOLDING COMPANY                                      | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3242260.57    | 0.02%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                           | COLUMBIA PIPELINES HOLDING CO LLC                                       | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     708000 | PA      | $718787.56     | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                      | EQUINOR ASA                                                             | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |     787000 | PA      | $798320.35     | 0.01%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                 | EQUITABLE AMERICA GLOBAL FUNDING                                        | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    3445000 | PA      | $3512603.88    | 0.03%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                          | EQUITABLE FINANCIAL LIFE GLOBAL FU                                      | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    1972000 | PA      | $2022268.15    | 0.01%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                           | ESKOM HOLDINGS SOC LTD                                                  | CUSIP: 29646AAC0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    1739000 | PA      | $1777635.31    | 0.01%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_22-6                               | AOMT_22-6                                                               | CUSIP: 03465VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13755337 | PA      | $13738950.10   | 0.10%             | 2067-07-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                              | FS KKR CAPITAL CORP                                                     | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1529629.88    | 0.01%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                                                      | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3365000 | PA      | $3323533.72    | 0.02%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3680                                           | FHLMC_3680                                                              | CUSIP: 3137A02F1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     396107 | PA      | $400363.57     | 0.00%             | 2040-06-15      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_3753                | FHLMC_3753                                                              | CUSIP: 3137A3LN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4124026 | PA      | $4119246.37    | 0.03%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA_13-70                                                       | FNMA_13-70                                                              | CUSIP: 3136AEZ67<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   14254594 | PA      | $12934051.42   | 0.10%             | 2043-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-66                                            | FNMA_13-66                                                              | CUSIP: 3136AFWH3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      38654 | PA      | $36697.81      | 0.00%             | 2043-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                       | ANGLO AMERICAN CAPITAL PLC                                              | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     431000 | PA      | $442256.68     | 0.00%             | 2033-05-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HOLDINGS PLC                                   | ANGLOGOLD ASHANTI HOLDINGS PLC                                          | CUSIP: 03512TAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | IM        |    1800000 | PA      | $1699342.51    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC                                     | ANHEUSER-BUSCH COS LLC / INBEV                                          | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6328000 | PA      | $5776355.79    | 0.04%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3769                                           | FHLMC_3769                                                              | CUSIP: 3137A3YW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2074088 | PA      | $2073421.05    | 0.02%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR_11-3892                                          | FHLMC_3892                                                              | CUSIP: 3137ACZP7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2311889 | PA      | $238923.13     | 0.00%             | 2041-07-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-106                                           | FNMA_13-106                                                             | CUSIP: 3136AGG71<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1224547 | PA      | $1196349.08    | 0.01%             | 2041-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-124                                           | FNMA_13-124                                                             | CUSIP: 3136AHGQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10262104 | PA      | $1150594.29    | 0.01%             | 2043-12-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3888                                           | FHLMC_3888                                                              | CUSIP: 3137ADHB6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     394355 | PA      | $382438.89     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3908                                           | FHLMC_3908                                                              | CUSIP: 3137AE3P8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6593264 | PA      | $733516.48     | 0.01%             | 2039-06-15      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-136                                           | FNMA_13-136                                                             | CUSIP: 3136AHWH9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8243800 | PA      | $889433.43     | 0.01%             | 2044-01-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| FNMA_14-52                                                       | FNMA_14-52                                                              | CUSIP: 3136AKH22<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3939490 | PA      | $455987.27     | 0.00%             | 2044-09-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_14-40                                            | FNMA_14-40                                                              | CUSIP: 3136AKMA8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2276749 | PA      | $334308.89     | 0.00%             | 2044-07-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_15-54                                            | FNMA_15-54                                                              | CUSIP: 3136APLU4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   16661556 | PA      | $2380936.32    | 0.02%             | 2045-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_25-NQM4      | MSRM_25-NQM4                                                            | CUSIP: 617945AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3318261 | PA      | $3345104.82    | 0.02%             | 2070-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS LLC MSAIC_23-3                                | MSAIC_23-3A                                                             | CUSIP: 618933AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2018706 | PA      | $2021614.02    | 0.01%             | 2053-11-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST MSAIC_23-4                               | MSAIC_23-4A                                                             | CUSIP: 618934AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3076586 | PA      | $3155162.55    | 0.02%             | 2053-05-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS LLC MSAIC_24-1                                | MSAIC_24-1                                                              | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1984077 | PA      | $1942427.48    | 0.01%             | 2049-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3928                                           | FHLMC_3928                                                              | CUSIP: 3137AEXW0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     703469 | PA      | $700425.03     | 0.01%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR_11-3926                                          | FHLMC_3926                                                              | CUSIP: 3137AFCN0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     335975 | PA      | $327977.72     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                         | COLUMBIA PIPELINES OP CO LLC                                            | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9090000 | PA      | $9620653.15    | 0.07%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     232000 | PA      | $195243.32     | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_15-86                                            | FNMA_15-86                                                              | CUSIP: 3136AQJP6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4729817 | PA      | $719680.00     | 0.01%             | 2045-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31416WWF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     215693 | PA      | $215500.14     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     246000 | PA      | $214060.00     | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1290447.54    | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     500000 | PA      | $468532.62     | 0.00%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     450000 | PA      | $398602.73     | 0.00%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     484000 | PA      | $417282.17     | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     327000 | PA      | $300507.60     | 0.00%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     424000 | PA      | $436357.63     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     345000 | PA      | $330578.48     | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                                                     | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1350708.45    | 0.01%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMERICA INCORPORATED                                            | COMERICA INCORPORATED                                                   | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1591849.39    | 0.01%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3934                                           | FHLMC_3934                                                              | CUSIP: 3137AG6F2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2271306 | PA      | $2210520.11    | 0.02%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC_11-3982                                                    | FHLMC_3982                                                              | CUSIP: 3137AKBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     873747 | PA      | $853915.76     | 0.01%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                 | COMISION FEDERAL DE ELECTRICIDAD                                        | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    2797000 | PA      | $2743079.68    | 0.02%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                 | COMISION FEDERAL DE ELECTRICIDAD                                        | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    1425000 | PA      | $1433823.00    | 0.01%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                 | COMISION FEDERAL DE ELECTRICIDAD                                        | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    1975000 | PA      | $1986727.09    | 0.01%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST CBSLT_20-AGS                       | CBSLT_20-AGS                                                            | CUSIP: 20267WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     675552 | PA      | $593116.81     | 0.00%             | 2050-08-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3997                                           | FHLMC_3997                                                              | CUSIP: 3137AMDJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2801847 | PA      | $210417.90     | 0.00%             | 2041-11-15      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4027                                           | FHLMC_4027                                                              | CUSIP: 3137ANQX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     948226 | PA      | $933039.43     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDEN LOAN TRUST CBSLT_18-CGS                        | CBSLT_18-CGS                                                            | CUSIP: 20267XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      73679 | PA      | $70867.22      | 0.00%             | 2046-02-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                              | COMMONSPIRIT HEALTH                                                     | CUSIP: 20268JAE3<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2989860.93    | 0.02%             | 2025-10-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                              | COMMONSPIRIT HEALTH                                                     | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    9875000 | PA      | $10209792.50   | 0.08%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)                 | COMMONWEALTH BANK OF AUSTRALIA (NE                                      | CUSIP: 20271RAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2715000 | PA      | $2747479.19    | 0.02%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4048                                           | FHLMC_4048                                                              | CUSIP: 3137AQUG1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     500537 | PA      | $497288.83     | 0.00%             | 2037-07-15      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4057                | FHLMC_4057                                                              | CUSIP: 3137ARM29<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4706363 | PA      | $4482971.16    | 0.03%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31417Y6Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      87608 | PA      | $89189.77      | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418A3J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     315350 | PA      | $311695.54     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DB MASTER FINANCE LLC DNKN_17-1A                                 | DNKN_17-1A                                                              | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1156250 | PA      | $1139632.95    | 0.01%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DB MASTER FINANCE LLC DNKN_19-1A                                 | DNKN_19-1A                                                              | CUSIP: 233046AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1128000 | PA      | $1109228.50    | 0.01%             | 2049-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_20-C9              | DBJPM_20-C9                                                             | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36703406 | PA      | $1723092.79    | 0.01%             | 2053-09-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| DBWF MORTGAGE TRUST DBWF_16-85T                                  | DBWF_16-85T                                                             | CUSIP: 23307CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1891532.00    | 0.01%             | 2036-12-10      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJXK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1382511 | PA      | $1286470.61    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJY61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     702416 | PA      | $628211.23     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 31418AJJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     437376 | PA      | $412077.07     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                                                      | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1863000 | PA      | $1871405.35    | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                                                      | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2532000 | PA      | $2426001.61    | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2866624 | PA      | $2564658.62    | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJYT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     740874 | PA      | $662606.81     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                                                      | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2713000 | PA      | $2617845.20    | 0.02%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                               | F&G GLOBAL FUNDING                                                      | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    2235000 | PA      | $2293356.61    | 0.02%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHLMC_5148                                    | FHLMC_5148                                                              | CUSIP: 3137H3JW3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   39209649 | PA      | $6214317.74    | 0.05%             | 2051-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K137        | FHLMC_K137                                                              | CUSIP: 3137H5DR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  273501486 | PA      | $2658653.25    | 0.02%             | 2031-11-25      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| MORTGAGEIT TRUST MHL_05-5                                        | MHL_05-5                                                                | CUSIP: 61915RAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     288950 | PA      | $285544.58     | 0.00%             | 2035-12-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     377000 | PA      | $377471.25     | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FS RIALTO ISSUER LTD FSRIA_21-FL3                                | FSRIA_21-FL3                                                            | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1243264 | PA      | $1242438.38    | 0.01%             | 2036-11-16      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| FS RIALTO FSRIA_25-FL10                                          | FSRIA_25-FL10                                                           | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5003128.00    | 0.04%             | 2030-02-01      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     950000 | PA      | $952409.51     | 0.01%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     950000 | PA      | $1015095.15    | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4057                | FHLMC_4057                                                              | CUSIP: 3137ARM52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5194706 | PA      | $4950451.57    | 0.04%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4087                                           | FHLMC_4087                                                              | CUSIP: 3137AS5K6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3061035 | PA      | $242932.62     | 0.00%             | 2042-07-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                   | FAIRFAX FINANCIAL HOLDINGS LTD                                          | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    6300000 | PA      | $5924899.83    | 0.04%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP                                             | FARMERS EXCHANGE CAPITAL                                                | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $844265.51     | 0.01%             | 2028-07-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP                                             | FARMERS EXCHANGE CAPITAL                                                | CUSIP: 309588AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1303099.80    | 0.01%             | 2048-07-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL II                                      | FARMERS EXCHANGE CAPITAL II                                             | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2626806.49    | 0.02%             | 2053-11-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCHANGE                                             | FARMERS INSURANCE EXCHANGE                                              | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     405000 | PA      | $414643.58     | 0.00%             | 2064-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 31283HGR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17321 | PA      | $18225.16      | 0.00%             | 2030-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                                                     | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     100000 | PA      | $101549.41     | 0.00%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL CORPORATION LTD                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1550000 | PA      | $1599272.61    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                  | NCL FINANCE LTD                                                         | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     875000 | PA      | $890081.76     | 0.01%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                  | NGPL PIPECO LLC                                                         | CUSIP: 62912XAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     412000 | PA      | $412835.93     | 0.00%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                               | NLG GLOBAL FUNDING                                                      | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    3895000 | PA      | $4047251.76    | 0.03%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                           | NLT_25-INV1                                                             | CUSIP: 62916TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7519204 | PA      | $7571177.48    | 0.06%             | 2070-02-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5217                                           | FHLMC_5217                                                              | CUSIP: 3137H6SZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    4456276 | PA      | $403710.08     | 0.00%             | 2052-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K141             | FHLMC_K141                                                              | CUSIP: 3137H6ZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7240800 | PA      | $127982.60     | 0.00%             | 2032-02-25      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                           | NLT_25-INV1                                                             | CUSIP: 62916TAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     842761 | PA      | $847809.70     | 0.01%             | 2070-02-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                           | NLT_25-INV1                                                             | CUSIP: 62916TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1447078 | PA      | $1454955.85    | 0.01%             | 2070-02-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4091                                           | FHLMC_4091                                                              | CUSIP: 3137ATEV0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6500000 | PA      | $6124206.40    | 0.05%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4146                                           | FHLMC_4146                                                              | CUSIP: 3137AXFK4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3052526 | PA      | $247884.94     | 0.00%             | 2032-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                          | DAIMLER TRUCK FINANCE NORTH AMERIC                                      | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    4060000 | PA      | $4073330.30    | 0.03%             | 2030-10-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                         | DANA INC                                                                | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     800000 | PA      | $799369.23     | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                           | NLT_25-INV1                                                             | CUSIP: 62916TAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     631000 | PA      | $637769.37     | 0.00%             | 2070-02-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                           | NLT_25-INV1                                                             | CUSIP: 62916TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     443000 | PA      | $438752.34     | 0.00%             | 2070-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | DANSKE BANK A/S                                                         | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    4875000 | PA      | $4878445.49    | 0.04%             | 2026-09-22      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | DANSKE BANK A/S                                                         | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     844000 | PA      | $880914.98     | 0.01%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 31283HR72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1510 | PA      | $1589.05       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 31283HS63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35009 | PA      | $36835.36      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 31283HV44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73556 | PA      | $77352.35      | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 31287TSL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5943 | PA      | $6253.50       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 31288G4Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111344 | PA      | $113783.93     | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 31288KA78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38439 | PA      | $39354.16      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC_4186                                                       | FHLMC_4186                                                              | CUSIP: 3137B0RX4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3069197 | PA      | $216818.22     | 0.00%             | 2033-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC_4236                                                       | FHLMC_4236                                                              | CUSIP: 3137B3ZC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8500062 | PA      | $922312.83     | 0.01%             | 2043-08-15      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128LXJ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160494 | PA      | $166744.81     | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                                              | CUSIP: 3128M5DY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138236 | PA      | $145770.21     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | CORPORACION NACIONAL DEL COBRE DE                                       | CUSIP: P3143NBP8<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |     850000 | PA      | $836216.61     | 0.01%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | EURO-BUND DEC 25                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |       -237 | NC      | $-141887.53    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street                                                     | MEXICAN PESO                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | MX        |    9743603 | OU      | $7224.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                           | NLT_25-INV1                                                             | CUSIP: 62916TAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     348000 | PA      | $333198.24     | 0.00%             | 2070-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| NLMT TRUST NLT_25-INV1                                           | NLT_25-INV1                                                             | CUSIP: 62916TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     218000 | PA      | $197178.04     | 0.00%             | 2070-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_18-4                    | NRZT_18-4A                                                              | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     552022 | PA      | $553454.23     | 0.00%             | 2048-01-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_24-NQM2                 | NRZT_24-NQM2                                                            | CUSIP: 64832BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7369852 | PA      | $7372358.90    | 0.05%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_25-NQM4                 | NRZT_25-NQM4                                                            | CUSIP: 64832FAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3961460 | PA      | $3992303.36    | 0.03%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| NEW YORK AND PRESBYTERIAN HOSPITAL                               | NY & PRESBYTERIAN HOSPITAL                                              | CUSIP: 649322AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $206215.48     | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | New York City Transitional Finance Authority Future Tax Secured Revenue | CUSIP: 64971XQZ4<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    3000000 | PA      | $2350464.90    | 0.02%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | New York City Transitional Finance Authority Future Tax Secured Revenue | CUSIP: 64971XU97<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    1080000 | PA      | $1082104.38    | 0.01%             | 2051-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | New York City Transitional Finance Authority                            | CUSIP: 64972JPT9<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    3700000 | PA      | $3721633.16    | 0.03%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | New York State Dormitory Authority                                      | CUSIP: 64990KHB2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    2925000 | PA      | $2942606.45    | 0.02%             | 2054-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC_4257                                                       | FHLMC_4257                                                              | CUSIP: 3137B5AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2700690 | PA      | $433753.18     | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR_4258                                             | FHLMC_4258                                                              | CUSIP: 3137B5BZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2450839 | PA      | $400270.30     | 0.00%             | 2043-10-15      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TWY AUTH                                             | New York State Thruway Authority                                        | CUSIP: 650028C68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3500000 | PA      | $3508039.15    | 0.03%             | 2059-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TWY AUTH                                             | New York State Thruway Authority                                        | CUSIP: 650028ZN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1440000 | PA      | $1444316.26    | 0.01%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                                                       | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     585000 | PA      | $572814.94     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                                                       | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     480000 | PA      | $473854.20     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                                                       | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     760000 | PA      | $803289.23     | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS                                         | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     948000 | PA      | $918936.24     | 0.01%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS                                         | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1229000 | PA      | $1188283.35    | 0.01%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS IN                                      | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3180000 | PA      | $3210023.69    | 0.02%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_4263                                                              | CUSIP: 3137B5PL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    9109137 | PA      | $856733.46     | 0.01%             | 2043-11-15      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_4281                                                              | CUSIP: 3137B6R37<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    5075915 | PA      | $458799.80     | 0.00%             | 2043-12-15      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS IN                                      | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     945000 | PA      | $976327.41     | 0.01%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS IN                                      | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1037986.79    | 0.01%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS IN                                      | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     966000 | PA      | $999813.69     | 0.01%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                               | NIAGARA ENERGY SAC                                                      | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     675000 | PA      | $681818.84     | 0.01%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_4313                                                              | CUSIP: 3137B8V53<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3073882 | PA      | $284235.75     | 0.00%             | 2039-04-15      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_4314                                                              | CUSIP: 3137B9H81<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2734325 | PA      | $253887.23     | 0.00%             | 2044-03-15      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| DELIVERY HERO FINCO LLC                                          | DELIVERY HERO FINCO LLC TLB 5.0                                         | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |     720599 | PA      | $726457.54     | 0.01%             | 2029-12-12      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LTD                                              | GATWICK FUNDING LTD                                                     | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |     330000 | PA      | $386020.65     | 0.00%             | 2033-10-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                    | BLACKROCK INC                                                           | CUSIP: 000000000<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    2430000 | PA      | $2899457.44    | 0.02%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                     | WP CAREY INC                                                            | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     500000 | PA      | $606061.43     | 0.00%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOLDING DINFRASTRUCTURES DES METIERS DE LENVIRONNEMENT SAS       | HOLDING DINFRASTRUCTURES DES METIE                                      | CUSIP: 000000000<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1214872.70    | 0.01%             | 2029-10-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC                         | SCOTTISH HYDRO ELECTRIC TRANS                                           | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |     640000 | PA      | $749880.23     | 0.01%             | 2032-09-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LONZA FINANCE INTERNATIONAL NV/SA                                | LONZA FINANCE INTERNATIONAL NV/SA                                       | CUSIP: 000000000<br>LEI: 549300AS6XQBD4ETT379 | Long             | DBT              | CORP              | BE        |     670000 | PA      | $776224.56     | 0.01%             | 2034-09-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICES AG                                 | VOLKSWAGEN FINANCIAL SERVICES AG                                        | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |    4500000 | PA      | $5337038.36    | 0.04%             | 2031-11-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK PWR CORP                                          | NIAGARA MOHAWK POWER CORPORATION                                        | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     978000 | PA      | $875115.78     | 0.01%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK PWR CORP                                          | NIAGARA MOHAWK POWER CORPORATION                                        | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     144000 | PA      | $137717.40     | 0.00%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | DANSKE BANK A/S                                                         | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     683000 | PA      | $687321.75     | 0.01%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | DANSKE BANK A/S                                                         | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    4660000 | PA      | $4752519.50    | 0.04%             | 2031-03-04      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                               | 2ND LIEN NEWCO EXCHANGE                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     597128 | PA      | $468745.76     | 0.00%             | 2029-10-15      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV                    | TEVA PHARMACEUTICAL FINANCE NETHER                                      | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    1940000 | PA      | $2286987.19    | 0.02%             | 2031-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128M9D90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     506022 | PA      | $492579.85     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128M9SD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3516899 | PA      | $3309785.25    | 0.02%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJ5A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     335425 | PA      | $337280.93     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                                                        | CUSIP: 3128MJ5D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1218419 | PA      | $1193500.27    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     451344 | PA      | $377469.13     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11896952 | PA      | $9923730.78    | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU PETROPERU SA                                  | PETROLEOS DEL PERU - PETROPERU SA                                       | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | NUSS              | PE        |    2100000 | PA      | $1706885.94    | 0.01%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US DOLLARS                                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |     366602 | OU      | $1062.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE INC                                                            | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     605000 | PA      | $524081.17     | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE INC                                                            | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     930000 | PA      | $957425.89     | 0.01%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   19469319 | PA      | $16911092.04   | 0.13%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                                                   | CUSIP: 3132DWC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3741558 | PA      | $3395979.22    | 0.03%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | EURO-SCHATZ DEC 25                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |        -58 | NC      | $-6476.70      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                                       | GRIFOLS SA                                                              | CUSIP: E5706XAS7<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    2839000 | PA      | $3500218.50    | 0.03%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER LLC COLO_23-1                                    | COLO_23-1                                                               | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3394204.36    | 0.03%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                       | DAVITA INC                                                              | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    5320000 | PA      | $5121492.05    | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K142              | FHLMC_K142                                                              | CUSIP: 3137H73R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17540244 | PA      | $305858.00     | 0.00%             | 2031-12-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K143        | FHLMC_K143                                                              | CUSIP: 3137H74C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7912028 | PA      | $163890.54     | 0.00%             | 2055-04-25      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE INC                                                            | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1139000 | PA      | $1118529.90    | 0.01%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                              | NISSAN MOTOR ACCEPTANCE COMPANY                                         | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    3255000 | PA      | $3214161.24    | 0.02%             | 2029-09-13      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                            | DC_23-DC                                                                | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7175000 | PA      | $7512545.72    | 0.06%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_24-1                   | DRMT_24-1                                                               | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11111792 | PA      | $11179707.24   | 0.08%             | 2069-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| NJ TRUST NJ_23-GSP                                               | NJ_23-GSP                                                               | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6800000 | PA      | $7180708.20    | 0.05%             | 2029-01-06      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                      | NUTRIEN LTD                                                             | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     407000 | PA      | $407692.56     | 0.00%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5223                | FHLMC_5223                                                              | CUSIP: 3137H7HR7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7576761 | PA      | $1175726.20    | 0.01%             | 2042-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K144             | FHLMC_K144                                                              | CUSIP: 3137H7MB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10360147 | PA      | $207733.37     | 0.00%             | 2032-04-25      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_K145       | FHLMC_K145                                                              | CUSIP: 3137H7Z22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4644898 | PA      | $91153.79      | 0.00%             | 2055-06-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| FNMA_04-29                                                       | FNMA_04-29                                                              | CUSIP: 31393YPJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     716501 | PA      | $87738.91      | 0.00%             | 2034-05-25      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                       | NUVEEN LLC                                                              | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     871000 | PA      | $911754.65     | 0.01%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST ODART_21-1A                | ODART_21-1A                                                             | CUSIP: 682687AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7367000 | PA      | $7261826.50    | 0.05%             | 2028-07-14      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| FNMA_04-93                                                       | FNMA_04-93                                                              | CUSIP: 31394BKY9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     105704 | PA      | $105181.53     | 0.00%             | 2034-12-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2725                                           | FHLMC_2725                                                              | CUSIP: 31394MWL0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1130986 | PA      | $1139840.83    | 0.01%             | 2033-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST ODART_21-1A                | ODART_21-1A                                                             | CUSIP: 682687AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $887544.18     | 0.01%             | 2030-11-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                | ONEOK PARTNERS LP                                                       | CUSIP: 68268NAM5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     216000 | PA      | $216308.22     | 0.00%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN FNMA FNMA_06-43                             | FNMA_06-43                                                              | CUSIP: 31395DD63<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     551121 | PA      | $60757.61      | 0.00%             | 2036-06-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| FHLMC_2882                                                       | FHLMC_2882                                                              | CUSIP: 31395JM78<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2072291 | PA      | $2196667.11    | 0.02%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST DRMT_21-4                   | DRMT_21-4                                                               | CUSIP: 24381JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1503241.00    | 0.01%             | 2066-11-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                                                 | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1909000 | PA      | $1956281.76    | 0.01%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_22-2                      | OMFIT_22-2A                                                             | CUSIP: 68268VAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6280000 | PA      | $6310784.56    | 0.05%             | 2034-10-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP                                                    | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2414059.84    | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US 5YR NOTE DEC 25                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       2531 | NC      | $1123440.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 5YR NOTE DEC 25                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |       2573 | NC      | $794322.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC FHLMC_2953                                           | FHLMC_2953                                                              | CUSIP: 31395PMB5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1622745 | PA      | $1706748.44    | 0.01%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC_2962                                                       | FHLMC_2962                                                              | CUSIP: 31395TRF3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      18981 | PA      | $18958.94      | 0.00%             | 2035-03-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_20-2                      | OMFIT_20-2A                                                             | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2700000 | PA      | $2648933.28    | 0.02%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_23-2                      | OMFIT_23-2A                                                             | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1543140.15    | 0.01%             | 2036-09-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31390SKA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       8900 | PA      | $9094.20       | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31391BGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        856 | PA      | $893.06        | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_23-2                      | OMFIT_23-2A                                                             | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1649761.92    | 0.01%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_23-1                      | OMFIT_23-1A                                                             | CUSIP: 68269JAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $104890.86     | 0.00%             | 2038-06-14      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| FHLMC_2981                                                       | FHLMC_2981                                                              | CUSIP: 31395U5T4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     102550 | PA      | $101981.77     | 0.00%             | 2030-05-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3028                                           | FHLMC_3028                                                              | CUSIP: 31396AGC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     170023 | PA      | $172758.30     | 0.00%             | 2035-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31391LXK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      67813 | PA      | $71021.57      | 0.00%             | 2032-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                                              | CUSIP: 31391LXQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      12368 | PA      | $13000.34      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_24-1                      | OMFIT_24-1A                                                             | CUSIP: 68269NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5400000 | PA      | $5698879.74    | 0.04%             | 2041-05-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| 1345 TRUST 1345T_25-AOA                                          | 1345T_25-AOA                                                            | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6060000 | PA      | $6086534.92    | 0.05%             | 2030-06-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR_05-3032                                          | FHLMC_3032                                                              | CUSIP: 31396AHQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     411545 | PA      | $429081.32     | 0.00%             | 2035-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FNMA_03-22                                                       | FNMA_03-22                                                              | CUSIP: 31393APN1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      60186 | PA      | $62721.28      | 0.00%             | 2033-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA_03-33                                                       | FNMA_03-33                                                              | CUSIP: 31393BHP3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       2475 | PA      | $2451.55       | 0.00%             | 2033-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                   | 1261229 B.C. LTD.                                                       | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     975000 | PA      | $1013743.08    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ONNI COMMERCIAL MORTGAGE TRUST ONNI_24-APT                       | ONNI_24-APT                                                             | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2564728.75    | 0.02%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US 5YR NOTE DEC 25                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |       -571 | NC      | $-148306.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | LONG GILT DEC 25                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | GB        |         -9 | NC      | $711.88        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC_2557                                                       | FHLMC_2557                                                              | CUSIP: 31393JKV9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      52034 | PA      | $51988.81      | 0.00%             | 2033-01-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140FNHG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      40115 | PA      | $37036.17      | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                   | OPEN TEXT CORP                                                          | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     650000 | PA      | $674988.22     | 0.00%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                    | OPEN TEXT INC                                                           | CUSIP: 683720AC0<br>LEI: 391200TOWHX99FWE8G92 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1450734.83    | 0.01%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140FPU31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1747846 | PA      | $1671619.87    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED                                         | CUSIP: 3140FXDY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1526695 | PA      | $1481952.17    | 0.01%             | 2056-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OPMAC_05-4                                                       | OPMAC_05-4                                                              | CUSIP: 68383NCH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10889486 | PA      | $10729247.50   | 0.08%             | 2035-11-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      15000 | PA      | $11399.61      | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED                                         | CUSIP: 3140FXXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2639570 | PA      | $2097891.41    | 0.02%             | 2062-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140GYK57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      58486 | PA      | $54189.58      | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1978000 | PA      | $1939388.09    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1207000 | PA      | $1028329.18    | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     666000 | PA      | $626712.84     | 0.00%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     165000 | PA      | $110499.62     | 0.00%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DL LTD                                                           | DIGICEL LTD                                                             | CUSIP: G2770C100<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      59381 | NS      | $861024.50     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DL LTD                                                           | DIGICEL INTL FIN LTD CVT PFD                                            | CUSIP: G2770C126<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |       3868 | NS      | $38680.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PFP LTD PFP_24-11                                                | PFP_24-11                                                               | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2140144 | PA      | $2144160.30    | 0.02%             | 2039-09-17      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                   | PECO ENERGY CO                                                          | CUSIP: 693304BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2145093.71    | 0.02%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E CORPORATION                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1091244.49    | 0.01%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC                                        | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1261000 | PA      | $1351346.90    | 0.01%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5456589 | PA      | $4656417.30    | 0.03%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5444941 | PA      | $4462709.61    | 0.03%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179VME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17914362 | PA      | $16388574.84   | 0.12%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                                                       | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     710000 | PA      | $725645.08     | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                | ISRAEL (STATE OF)                                                       | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2500000 | PA      | $2566409.38    | 0.02%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                         | VIRGIN MEDIA BRISTOL LLC TLN 2.5                                        | CUSIP: G9368PBC7<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     767834 | PA      | $761983.41     | 0.01%             | 2028-01-31      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US DOLLARS                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |     598049 | OU      | $2061.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3192084 | PA      | $2615845.85    | 0.02%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                                                 | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1571000 | PA      | $1619472.92    | 0.01%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                                                 | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     861000 | PA      | $885511.39     | 0.01%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US DOLLARS                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |   91833586 | OU      | $463854.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US DOLLARS                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |    1762459 | OU      | $-6679.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                                               | CUSIP: 3140J8JA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2370944 | PA      | $2117444.76    | 0.02%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140KSTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3247789 | PA      | $2604288.10    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | US DOLLARS                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |    5017992 | OU      | $-80908.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | EURO COUNTRIES                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | XX        |    3224846 | OU      | $19185.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs                                                    | EURO COUNTRIES                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | XX        |    6219795 | OU      | $-29885.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US DOLLARS                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     399797 | OU      | $-311.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA LUX SA/JBS FOOD CO/JBS USA                                      | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1500000 | PA      | $1413062.60    | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-8                              | JPMMT_19-8                                                              | CUSIP: 46591KBE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     108012 | PA      | $97896.80      | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | EURO-BOBL DEC 25                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |       -190 | NC      | $-97446.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered                                               | US DOLLARS                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |     798072 | OU      | $-2144.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US 2YR NOTE DEC 25                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |        592 | NC      | $110621.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 2YR NOTE DEC 25                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |       4424 | NC      | $1094371.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_19-8                              | JPMMT_19-8                                                              | CUSIP: 46591KBU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1717113 | PA      | $1530889.12    | 0.01%             | 2050-03-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_20-2                              | JPMMT_20-2                                                              | CUSIP: 46591TBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     229989 | PA      | $203088.63     | 0.00%             | 2050-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140KSVA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15286845 | PA      | $12175507.45   | 0.09%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140KSVF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9812615 | PA      | $7813176.23    | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                                                 | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1079000 | PA      | $1084445.86    | 0.01%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP                                      | DELEK LOGISTICS PARTNERS LP                                             | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |     980000 | PA      | $1025910.78    | 0.01%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_24-9                              | JPMMT_24-9                                                              | CUSIP: 46593DAV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1469712 | PA      | $1466496.73    | 0.01%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_24-HE2                            | JPMMT_24-HE2                                                            | CUSIP: 46593HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     551435 | PA      | $551887.20     | 0.00%             | 2054-10-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST DEFT_23-3                           | DEFT_23-3                                                               | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3596570 | PA      | $3617735.19    | 0.03%             | 2029-04-23      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                              | DELTA AIR LINES INC                                                     | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    1358000 | PA      | $1385453.92    | 0.01%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_25-BM | JPMCC_25-BMS                                                            | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2970000 | PA      | $2955143.47    | 0.02%             | 2042-01-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_25-BM | JPMCC_25-BMS                                                            | CUSIP: 46596CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6947469.20    | 0.05%             | 2042-01-15      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST                | DELTA AIR LINES 2020-AA                                                 | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4731955 | PA      | $4522790.81    | 0.03%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DENSO CORP                                                       | DENSO CORPORATION                                                       | CUSIP: 24872BAA8<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |    4070000 | PA      | $3945311.62    | 0.03%             | 2026-09-16      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_23-HE3                            | JPMMT_23-HE3                                                            | CUSIP: 465985AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     286946 | PA      | $288300.91     | 0.00%             | 2054-05-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS COMPANY (THE)                                   | SHERWIN-WILLIAMS COMPANY (THE)                                          | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2517794.94    | 0.02%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140MAVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     974610 | PA      | $812516.10     | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140MGLH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3550294 | PA      | $2863111.07    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC SRFC_24-2               | SRFC_24-2A                                                              | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1914094 | PA      | $1933055.84    | 0.01%             | 2041-06-20      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SILVER ROCK CLO LTD SLVRK_23-3                                   | SLVRK_23-3A                                                             | CUSIP: 82811AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   19000000 | PA      | $19055632.00   | 0.14%             | 2036-01-20      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140MGLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1562384 | PA      | $1257984.47    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                           | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     951000 | PA      | $855792.81     | 0.01%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                                | SIMMONS FOODS INC/SIMMONS PREP                                          | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |     740000 | PA      | $710173.75     | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                          | SIMON PROPERTY GROUP LP                                                 | CUSIP: 828807EA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3610000 | PA      | $3607876.77    | 0.03%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                           | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3552422.21    | 0.03%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                           | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     450000 | PA      | $467129.57     | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US 10YR NOTE DEC 25                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       1792 | NC      | $1169314.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US 10YR NOTE DEC 25                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |       1688 | NC      | $539184.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                           | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6615000 | PA      | $6688991.27    | 0.05%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                           | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1530936.32    | 0.01%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                                           | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $991028.33     | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                      | FORTRESS TRANSPORTATION & INFRAST                                       | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1048346.51    | 0.01%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                                   | FORTUNE BRANDS HOME & SECURITY INC                                      | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    2213000 | PA      | $2116710.28    | 0.02%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                                   | FORTUNE BRANDS HOME & SECURITY INC                                      | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     498000 | PA      | $473031.70     | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DENSO CORP                                                       | DENSO CORPORATION                                                       | CUSIP: 24872BAB6<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |     980000 | PA      | $983589.09     | 0.01%             | 2029-09-11      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36180AB85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18155769 | PA      | $17490162.08   | 0.13%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | EURO BUXL 30YR BOND DEC 25                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | DE        |        -35 | NC      | $-19443.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US LONG BOND DEC 25                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       1743 | NC      | $760594.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTRESS INTERMEDIATE 3 INC                                      | FORTRESS INTERMEDIATE 3 INC                                             | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     635000 | PA      | $668661.18     | 0.00%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS LLC                                     | FORTITUDE GROUP HOLDINGS LLC                                            | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1632925.11    | 0.01%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                                                   | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     418000 | PA      | $428840.42     | 0.00%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                                                   | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     533000 | PA      | $562546.57     | 0.00%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                                                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     685000 | PA      | $710002.93     | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                                                   | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     866000 | PA      | $910892.40     | 0.01%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US LONG BOND DEC 25                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |         73 | NC      | $23383.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US LONG BOND DEC 25                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |       1725 | NC      | $-354082.13    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP / GLP FIN II INC                                         | CUSIP: 361841AH2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     125000 | PA      | $125382.26     | 0.00%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP / GLP FINANCING II                                       | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     205000 | PA      | $208890.99     | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP/GLP FINANCING II                                         | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     555000 | PA      | $536364.76     | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP / GLP FINANCING II                                       | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     510000 | PA      | $486560.65     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                   | GLP CAPITAL LP                                                          | CUSIP: 361841AV1<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1706995.11    | 0.01%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATI                                 | GSMS_12-BWTR                                                            | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3679823 | PA      | $3112909.87    | 0.02%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | G2 1M/1M 1Y CMT ARM                                                     | CUSIP: 36193EWX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26671 | PA      | $26887.79      | 0.00%             | 2066-03-20      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | G2 1M/1M 1Y CMT ARM                                                     | CUSIP: 36193U5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96649 | PA      | $97471.20      | 0.00%             | 2066-04-20      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSM                                 | GSMS_13-PEMB                                                            | CUSIP: 36197VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2010000 | PA      | $1761242.40    | 0.01%             | 2033-03-05      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                                              | CUSIP: 36202FTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     319225 | PA      | $318562.80     | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TRUST GWT_24-WLF2                                     | GWT_24-WLF2                                                             | CUSIP: 362414AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4957000 | PA      | $4977137.32    | 0.04%             | 2041-05-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA  30YR PLATINUM                                                     | CUSIP: 36241LJF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     194673 | PA      | $198555.01     | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST GSAMP_04-OPT                                         | GSAMP_04-OPT                                                            | CUSIP: 36242DNU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     587511 | PA      | $565391.23     | 0.00%             | 2034-11-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP II G                                 | GSMS_15-GC30                                                            | CUSIP: 36250GAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     226316 | PA      | $221224.06     | 0.00%             | 2050-05-10      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                     | GSMS_16-GS2                                                             | CUSIP: 36252TAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3788687 | PA      | $3760149.76    | 0.03%             | 2049-05-10      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSM                                 | GSMS_17-GS7                                                             | CUSIP: 36254CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9792242.00    | 0.07%             | 2050-08-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_17-375H                        | GSMS_17-375H                                                            | CUSIP: 36254JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5000000 | PA      | $4834650.50    | 0.04%             | 2037-09-10      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_17-GS8                         | GSMS_17-GS8                                                             | CUSIP: 36254KAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20000000 | PA      | $19575372.00   | 0.14%             | 2050-11-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                    | SINCLAIR TELEVISION GROUP INC                                           | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     140000 | PA      | $143469.00     | 0.00%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                                                     | CUSIP: 82967NBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1085386.61    | 0.01%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                     | SCRT_17-3                                                               | CUSIP: 35563PBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   15112540 | PA      | $13413818.06   | 0.10%             | 2056-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT 17-4                                     | SCRT_17-4                                                               | CUSIP: 35563PCS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1920144 | PA      | $1857497.59    | 0.01%             | 2057-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1915014.09    | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     387000 | PA      | $401321.82     | 0.00%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                         | US ULTRA 10YR NOTE DEC 25                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       1765 | NC      | $889170.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | US ULTRA 10YR NOTE DEC 25                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |        293 | NC      | $150544.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUSPOINT LTD                                                  | SIRIUSPOINT LTD                                                         | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    3580000 | PA      | $3788736.09    | 0.03%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA SAB DE CV                                   | SITIOS LATINOAMERICA SAB DE CV                                          | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    3145000 | PA      | $3253906.15    | 0.02%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-2                          | SCRT_18-2                                                               | CUSIP: 35563PFA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     926953 | PA      | $803787.11     | 0.01%             | 2057-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-2                          | SCRT_18-2                                                               | CUSIP: 35563PFJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3558132 | PA      | $3379112.73    | 0.03%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                    | SIXTH STREET LENDING PARTNERS                                           | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    2985000 | PA      | $3101289.23    | 0.02%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                 | SKANDINAVISKA ENSKILDA BANKEN AB                                        | CUSIP: 830505BK8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    6220000 | PA      | $6234648.22    | 0.05%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                  | DELTA AIR LINES/SKYMILES IP LTD                                         | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | KY        |    7234857 | PA      | $7277376.27    | 0.05%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_19-B                        | SMB_19-B                                                                | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4588739 | PA      | $4487424.90    | 0.03%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | NATIONAL RURAL UTILITIES COOP                                           | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     941000 | PA      | $938364.22     | 0.01%             | 2043-04-30      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | NATIONAL RURAL UTILITIES COOP                                           | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1384000 | PA      | $1380765.93    | 0.01%             | 2046-04-20      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_24-A                        | SMB_24-A                                                                | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4572199 | PA      | $4676779.62    | 0.03%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                             | SMITHFIELD FOODS INC                                                    | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2483377.77    | 0.02%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | US ULTRA 10YR NOTE DEC 25                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |       -441 | NC      | $-128389.21    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                         | US ULTRA T-BOND DEC 25                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |        340 | NC      | $-206847.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | NATIONAL RURAL UTILITIES COOP                                           | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     931000 | PA      | $864034.82     | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | NATIONAL RURAL UTILITIES COOP                                           | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     626000 | PA      | $538450.72     | 0.00%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | NATIONAL RURAL UTILITIES COOP                                           | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     645000 | PA      | $579771.28     | 0.00%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | NATIONAL RURAL UTILITIES COOP                                           | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     170000 | PA      | $165014.40     | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | NATIONAL RURAL UTILITIES COOP                                           | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     110000 | PA      | $117325.36     | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | NATIONAL RURAL UTILITIES COOP                                           | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     977000 | PA      | $986020.01     | 0.01%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SONIC CAPITAL LLC SONIC_20-1A                                    | SONIC_20-1A                                                             | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1805000 | PA      | $1774580.94    | 0.01%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                                          | SONOCO PRODUCTS COMPANY                                                 | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     711000 | PA      | $713631.99     | 0.01%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                                       | SOTERA HEALTH HOLDINGS LLC                                              | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     970000 | PA      | $1018520.18    | 0.01%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_13-1A                                  | SNDPT_13-1A                                                             | CUSIP: 83608GAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1203088 | PA      | $1204681.97    | 0.01%             | 2031-01-26      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECURITIES CLEARING CORP                                | NATIONAL SECURITIES CLEARING CORP                                       | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |     842000 | PA      | $859241.77     | 0.01%             | 2030-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                 | NATIONSTAR MORTGAGE HOLDINGS INC                                        | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1048695.54    | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_20-3A                                  | SNDPT_20-3A                                                             | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    8962952 | PA      | $8974074.99    | 0.07%             | 2032-01-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)                                              | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     750000 | PA      | $754951.25     | 0.01%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                 | NATIONSTAR MORTGAGE HOLDINGS INC                                        | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $808951.54     | 0.01%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                 | NATIONSTAR MORTGAGE HOLDINGS INC                                        | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1314174.20    | 0.01%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)                                              | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     875000 | PA      | $854440.20     | 0.01%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)                                              | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2300000 | PA      | $2280710.06    | 0.02%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                 | NATIONSTAR MORTGAGE HOLDINGS INC                                        | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1346669.97    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BUILDING SOCIETY                                             | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    5625000 | PA      | $5793279.63    | 0.04%             | 2029-07-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)                                              | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1875000 | PA      | $1889629.32    | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)                                              | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     925000 | PA      | $896332.72     | 0.01%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BUILDING SOCIETY                                             | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    3640000 | PA      | $3670633.86    | 0.03%             | 2029-07-14      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                  | NCR ATLEOS CORP                                                         | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    1994000 | PA      | $2162372.16    | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NATWEST GROUP PLC                                                       | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     968000 | PA      | $1011401.36    | 0.01%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                              | NATWEST MARKETS PLC                                                     | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    1651000 | PA      | $1713666.35    | 0.01%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SOUTH JERSEY IND INC                                             | SOUTH JERSEY INDUSTRIES INC                                             | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |    1422000 | PA      | $1171808.04    | 0.01%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CALIFORNIA EDISON COMPANY                                      | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3740000 | PA      | $3821635.06    | 0.03%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3555000 | PA      | $3664385.81    | 0.03%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC                                         | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1410032.46    | 0.01%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                              | NATWEST MARKETS PLC                                                     | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    4870000 | PA      | $4957730.17    | 0.04%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                     | QUALCOMM INCORPORATED                                                   | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    1477000 | PA      | $1543131.14    | 0.01%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                     | QUALCOMM INCORPORATED                                                   | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     913000 | PA      | $928963.90     | 0.01%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                     | QUALCOMM INCORPORATED                                                   | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    5290000 | PA      | $5340374.31    | 0.04%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                           | SOUTHERN CO                                                             | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     595000 | PA      | $547548.28     | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                           | SOUTHERN COMPANY (THE)                                                  | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     765000 | PA      | $779887.30     | 0.01%             | 2027-08-01      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                           | SOUTHERN COMPANY (THE)                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     921000 | PA      | $908197.06     | 0.01%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                         | SOUTHERN COMPANY GAS CAPITAL CORP                                       | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    5715000 | PA      | $5826881.15    | 0.04%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS COMPANY LLC                                 | SOUTHERN NATURAL GAS COMPANY                                            | CUSIP: 843452AY9<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $3212799.21    | 0.02%             | 2031-02-15      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                            | SOUTHWEST AIRLINES CO                                                   | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1684024.84    | 0.01%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                             | QUEBEC (PROVINCE OF)                                                    | CUSIP: 74815HCA8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     230000 | PA      | $233089.79     | 0.00%             | 2026-03-02      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                   | RAVEN ACQUISITION HOLDINGS LLC                                          | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1041324.19    | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                                               | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     158000 | PA      | $157664.62     | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RED VENTURES LLC                                                 | RED VENTURES LLC TLB5 2.75                                              | CUSIP: 75703UAL9<br>LEI: 549300YLXP1WUPT0Q494 | Long             | LON              | CORP              | US        |     412942 | PA      | $362872.64     | 0.00%             | 2030-03-04      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| REGATTA XXIX FUNDING LTD REG29_24-3A                             | REG29_24-3A                                                             | CUSIP: 758971AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   34000000 | PA      | $34095608.00   | 0.25%             | 2037-09-06      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST RMIT_24-1                     | RMIT_24-1                                                               | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1325000 | PA      | $1356684.33    | 0.01%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST RMIT_22-1                     | RMIT_22-1                                                               | CUSIP: 75907DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1086754 | PA      | $1081755.93    | 0.01%             | 2032-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK                                                     | REGIONS BANK                                                            | CUSIP: 75913MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     670000 | PA      | $723915.94     | 0.01%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST REPS_24-A                        | REPS_24-A                                                               | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2115000 | PA      | $2140012.84    | 0.02%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| URUGUAY (ORIENTAL REPUBLIC OF)                                   | URUGUAY (ORIENTAL REPUBLIC OF)                                          | CUSIP: 760942BH4<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |     410000 | PA      | $423563.69     | 0.00%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS INC RFMSI_05-SA5             | RFMSI_05-SA5                                                            | CUSIP: 76111XZA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     481970 | PA      | $251844.65     | 0.00%             | 2035-11-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORP                                          | RESOLUTION FUNDING CORP                                                 | CUSIP: 76116EHP8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    2360000 | PA      | $1966115.26    | 0.01%             | 2030-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORP                                          | RFCSP STRIP PRINCIPAL                                                   | CUSIP: 76116FAB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    6205000 | PA      | $5237914.64    | 0.04%             | 2030-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                     | REXFORD INDUSTRIAL REALTY LP                                            | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    2529000 | PA      | $2195358.33    | 0.02%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                            | REYNOLDS AMERICAN INC                                                   | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     151000 | PA      | $151922.27     | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                            | REYNOLDS AMERICAN INC                                                   | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    6525000 | PA      | $6712995.65    | 0.05%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                            | REYNOLDS AMERICAN INC                                                   | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     424000 | PA      | $409235.07     | 0.00%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                               | RGA GLOBAL FUNDING                                                      | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     267000 | PA      | $277040.68     | 0.00%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                               | RGA GLOBAL FUNDING                                                      | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    7065000 | PA      | $7098431.03    | 0.05%             | 2032-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                      | RIO TINTO FINANCE (USA) PLC                                             | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    1150000 | PA      | $1178544.46    | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA                                                    | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     808000 | PA      | $825413.81     | 0.01%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA                                                    | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    3728000 | PA      | $3838767.35    | 0.03%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA                                                    | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     980000 | PA      | $1003234.70    | 0.01%             | 2031-05-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA                                                    | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    9250000 | PA      | $9334145.76    | 0.07%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ING INVSTMT MGMT CLO LTD INGIM_1                                 | INGIM_13-1A                                                             | CUSIP: 92917CAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     533569 | PA      | $533980.49     | 0.00%             | 2030-10-15      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_18-3A                                          | VOYA_18-3A                                                              | CUSIP: 92917KAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5191731 | PA      | $5199253.36    | 0.04%             | 2031-10-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | VOYAGER PARENT LLC                                                      | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    2664000 | PA      | $2812017.64    | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WAMU_05-AR11                                                     | WAMU_05-AR11                                                            | CUSIP: 92922F2G2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     410802 | PA      | $406898.03     | 0.00%             | 2045-08-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA                                                     | WORLDLINE SA                                                            | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    2415912 | PA      | $2730274.17    | 0.02%             | 2026-07-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER                                                    | THERMO FISHER SCIENTIFIC INC                                            | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3349096.48    | 0.02%             | 2028-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY (REPUBLIC OF)                                                  | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     730000 | PA      | $729436.27     | 0.01%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                           | DIGITAL DUTCH FINCO BV                                                  | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |     980000 | PA      | $984919.13     | 0.01%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICAN UDIBONOS 11/27/2031 FTIPS                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1851100 | PA      | $754026.77     | 0.01%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                                | TENNET HOLDING BV                                                       | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | NUSS              | NL        |    1035000 | PA      | $1317491.79    | 0.01%             | 2042-10-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                         | BANCO NACIONAL DE PANAMA                                                | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | NUSS              | PA        |     600000 | PA      | $517378.39     | 0.00%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HOLDINGS SRL                               | AES PANAMA GENERATION HOLDINGS SRL                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     940838 | PA      | $868991.31     | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE BV                                         | GLOBAL SWITCH FINANCE BV                                                | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |    1555000 | PA      | $1729503.98    | 0.01%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                       | VONOVIA SE                                                              | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    2600000 | PA      | $2527083.75    | 0.02%             | 2032-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QN3E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   20797373 | PA      | $18064615.61   | 0.13%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE LLC                                        | PROLOGIS EURO FINANCE LLC                                               | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1537484.17    | 0.01%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE LLC                                        | PROLOGIS EURO FINANCE LLC                                               | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     670000 | PA      | $843357.30     | 0.01%             | 2033-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7805349 | PA      | $7292383.88    | 0.05%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QNCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2926571 | PA      | $2334517.51    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                              | SYNCHRONY FINANCIAL                                                     | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2652008.54    | 0.02%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                              | SYNCHRONY FINANCIAL                                                     | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1717033.66    | 0.01%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                                          | CUSIP: 3140QNEN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11809574 | PA      | $9530213.07    | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                              | SYNCHRONY FINANCIAL                                                     | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     570000 | PA      | $576227.02     | 0.00%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST TCO_24-DPM             | TCO_24-DPM                                                              | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2535000 | PA      | $2535000.00    | 0.02%             | 2039-12-15      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)                                                   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1550000 | PA      | $1360991.96    | 0.01%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                     | STRYKER CORPORATION                                                     | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     955000 | PA      | $1122301.92    | 0.01%             | 2032-09-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)                                                   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     200000 | PA      | $189741.58     | 0.00%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUEZ SA (FR)                                                     | SUEZ SA (FR)                                                            | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |    1700000 | PA      | $1860201.02    | 0.01%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                               | MVM ENERGETIKA ZRT                                                      | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | NUSS              | HU        |     423000 | PA      | $442812.41     | 0.00%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                    | EUROGRID GMBH                                                           | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |     400000 | PA      | $469336.45     | 0.00%             | 2031-09-05      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA                                          | ANHEUSER BUSCH INBEV SA                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |    2420000 | PA      | $2699481.26    | 0.02%             | 2044-03-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     600000 | PA      | $602862.22     | 0.00%             | 2053-10-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                                                   | CUSIP: 01F060691<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9196000 | PA      | $9394299.42    | 0.07%             | 2055-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | ALLY FINANCIAL INC                                                      | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1682931.70    | 0.01%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | ALLY FINANCIAL INC                                                      | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2145000 | PA      | $2200643.06    | 0.02%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | ALLY FINANCIAL INC                                                      | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    8280000 | PA      | $8329001.28    | 0.06%             | 2033-07-31      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | ALPHA GENERATION LLC TLB 2.0                                            | CUSIP: 02072UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     746085 | PA      | $744532.92     | 0.01%             | 2031-09-30      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | ALPHA GENERATION LLC                                                    | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     665000 | PA      | $686440.76     | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | ALPHABET INC                                                            | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1431000 | PA      | $1419040.46    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TCW CLO LTD TCW_25-1                                             | TCW_25-1A                                                               | CUSIP: 87240NBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18000000 | PA      | $18013338.00   | 0.13%             | 2034-10-29      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| THARALDSON HOTEL PORTFOLIO TRUST THPT_23-THL                     | THPT_23-THL                                                             | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4418311 | PA      | $4492493.01    | 0.03%             | 2034-12-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     961000 | PA      | $962949.38     | 0.01%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $896031.81     | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3514000 | PA      | $3490640.13    | 0.03%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4217000 | PA      | $4129659.38    | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FHLMC_3833                                                       | FHLMC_3833                                                              | CUSIP: 3137A7TH3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3626171 | PA      | $346636.56     | 0.00%             | 2040-10-15      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE_MAC FHLMC_3841                                           | FHLMC_3841                                                              | CUSIP: 3137A8S41<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     187848 | PA      | $190483.89     | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3843                                           | FHLMC_3843                                                              | CUSIP: 3137A9K96<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1132215 | PA      | $1143642.50    | 0.01%             | 2041-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3852                                           | FHLMC_3852                                                              | CUSIP: 3137ABAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      14902 | PA      | $14293.74      | 0.00%             | 2041-05-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO LTD SYMP_15-16A                                     | SYMP_15-16A                                                             | CUSIP: 87165VAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3777071 | PA      | $3782207.98    | 0.03%             | 2031-10-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO LTD SYMP_18-20A                                     | SYMP_18-20A                                                             | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5334913 | PA      | $5335643.76    | 0.04%             | 2032-01-16      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO LTD SYMP_25-47                                      | SYMP_25-47A                                                             | CUSIP: 87170XAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    4370000 | PA      | $4383634.40    | 0.03%             | 2038-04-20      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                       | SYSCO CORPORATION                                                       | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     497000 | PA      | $507691.09     | 0.00%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                     | TAKEDA PHARMACEUTICAL CO LTD                                            | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     350000 | PA      | $357685.42     | 0.00%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                     | TAKEDA PHARMACEUTICAL CO LTD                                            | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     750000 | PA      | $727598.14     | 0.01%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FINANCING INC                                          | TAKEDA US FINANCING INC                                                 | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1069471.81    | 0.01%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FINANCING INC                                          | TAKEDA US FINANCING INC                                                 | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    1148000 | PA      | $1144072.64    | 0.01%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP                                     | TALLGRASS ENERGY PARTNERS LP/FIN                                        | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     142000 | PA      | $141715.54     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                      | TARGA RESOURCES PARTNERS LP/TARGA                                       | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     564000 | PA      | $561726.85     | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGET CORPORATION                                               | TARGET CORPORATION                                                      | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    5670000 | PA      | $5688480.78    | 0.04%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                             | TARGA RESOURCES CORP                                                    | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3755000 | PA      | $4059255.09    | 0.03%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                             | TARGA RESOURCES CORP                                                    | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     948000 | PA      | $956238.30     | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                             | TARGA RESOURCES CORP                                                    | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    5510000 | PA      | $5350405.35    | 0.04%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                             | TARGA RESOURCES CORP                                                    | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     155000 | PA      | $152788.30     | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                  | TAYLOR MORRISON COMMUNITIES INC                                         | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1064604.14    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                  | TAYLOR MORRISON COMMUNITIES INC                                         | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     989000 | PA      | $986279.25     | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEACHERS INS & ANN ASSOC OF AMER                                 | TEACHERS INSURANCE & ANNUITY                                            | CUSIP: 878091BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2040000 | PA      | $1833728.84    | 0.01%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEACHERS INS & ANN ASSOC OF AMER                                 | TEACHERS INSURANCE & ANNUITY                                            | CUSIP: 878091BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4785000 | PA      | $3864896.27    | 0.03%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| TECHNIMARK LLC                                                   | TECHNIMARK HOLDINGS LLC TLB 3.25                                        | CUSIP: 87854HAD8<br>LEI: SMVHAQI7R80MMI4TPU55 | Long             | LON              | CORP              | US        |     599393 | PA      | $593776.40     | 0.00%             | 2031-04-14      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                     | TEMPUR SEALY INTERNATIONAL INC                                          | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     500000 | PA      | $480596.89     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                     | TEMPUR SEALY INTERNATIONAL INC                                          | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     665000 | PA      | $609399.40     | 0.00%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1446314.74    | 0.01%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF THE UNIVERSITY OF PENNSYLVANIA                       | UNIVERSITY OF PENNSYLVANIA                                              | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1315166.43    | 0.01%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF SOUTHERN CALIFORNIA                                | UNIVERSITY OF SOUTHERN CALIFORNIA                                       | CUSIP: 914886AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3425000 | PA      | $2819531.83    | 0.02%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF VIRGINIA                                           | University of Virginia                                                  | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     725000 | PA      | $529969.78     | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF VIRGINIA                                           | University of Virginia                                                  | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2020000 | PA      | $1221809.12    | 0.01%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO (PRE-MERGER)                   | 1011778 BC UNLIMITED L CO TLB 1.75                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     425868 | PA      | $424006.61     | 0.00%             | 2030-09-20      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | ELECTRICITE DE FRANCE SA                                                | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    1500000 | PA      | $1740056.57    | 0.01%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                    | MODIVCARE INC TLB 4.75                                                  | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    1523679 | PA      | $666609.43     | 0.00%             | 2031-07-01      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                                          | JAZZ PHARMACEUTICALS TLB2 2.25                                          | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |     403672 | PA      | $404511.34     | 0.00%             | 2028-05-05      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC (PRE-REINCORPORATION)                            | TRIPADVISOR INC TLB 2.75                                                | CUSIP: 000000000<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |     339068 | PA      | $337162.38     | 0.00%             | 2031-07-08      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| RESEARCH NOW GROUP LLC                                           | RESEARCH NOW GROUP TLB                                                  | CUSIP: 000000000<br>LEI: 549300XTHJNIVC5Q8K50 | Long             | LON              | CORP              | US        |     122675 | PA      | $121372.04     | 0.00%             | 2028-07-17      | Variable      | 9.46%                 | No            |                  2 | On Loan: No      |
| SHOWTIME ACQUISITION LLC                                         | SHOWTIME ACQUISITION TLB 4.75                                           | CUSIP: 000000000<br>LEI: 54930002EOYTEFEJFW69 | Long             | LON              | CORP              | US        |     590301 | PA      | $586611.29     | 0.00%             | 2031-08-16      | Variable      | 8.94%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                      | YORKSHIRE WATER FINANCE PLC                                             | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |    1500000 | PA      | $2061537.59    | 0.02%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                            | ROMANIA (REPUBLIC OF)                                                   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2122000 | PA      | $2013158.21    | 0.01%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTERS INC                                               | DAVE & BUSTERS INC TLB 3.25                                             | CUSIP: 000000000<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |     463556 | PA      | $441017.91     | 0.00%             | 2031-11-01      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 (US) LLC                                   | AVOLON TLB BORROWER 1 (US)TLB 1.75                                      | CUSIP: 000000000<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |    1805723 | PA      | $1805433.90    | 0.01%             | 2030-06-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE GENERATION LLC                                       | CORNERSTONE GENERATION TLB 3.25                                         | CUSIP: 000000000<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |     181122 | PA      | $182208.87     | 0.00%             | 2032-08-11      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| HUNTERSTOWN GENERATION LLC                                       | KESTREL ACQUISITION LLC TLB 3.5                                         | CUSIP: 000000000<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |     207626 | PA      | $207929.09     | 0.00%             | 2031-11-06      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                                                        | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $2885322.47    | 0.02%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                       | EQUINIX EUROPE 2 FINANCING CORPORA                                      | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $2485924.72    | 0.02%             | 2034-11-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMMUNICATIONS TLB5 2.25                                        | CUSIP: 000000000<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     661290 | PA      | $661785.94     | 0.00%             | 2031-12-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDING CORP                                         | RENAISSANCE HOLDING CORP TLB 4.00                                       | CUSIP: 000000000<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |     731687 | PA      | $630165.30     | 0.00%             | 2030-04-05      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                     | MH SUB I LLC TLB 4.25                                                   | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     610895 | PA      | $526896.70     | 0.00%             | 2031-12-31      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                                | AMSPEC PARENT LLC DDTL 4.25                                             | CUSIP: 000000000<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |      21938 | PA      | $22026.72      | 0.00%             | 2031-12-22      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                           | DIGITAL DUTCH FINCO BV                                                  | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |     370000 | PA      | $427011.63     | 0.00%             | 2035-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                              | CARDINAL HEALTH INC                                                     | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $5709383.23    | 0.04%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                      | CARGILL INC                                                             | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     519000 | PA      | $475907.27     | 0.00%             | 2030-04-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                      | CARGILL INC                                                             | CUSIP: 141781BQ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     571000 | PA      | $501625.27     | 0.00%             | 2031-02-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                      | CARGILL INC                                                             | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     472000 | PA      | $481267.51     | 0.00%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_24-4                               | CARMX_24-4                                                              | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7030000 | PA      | $7086566.19    | 0.05%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_24-8                       | CGMS_24-8                                                               | CUSIP: 142915AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17250000 | PA      | $17320621.50   | 0.13%             | 2037-01-25      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_23-2                               | CARMX_23-2                                                              | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2568837 | PA      | $2580764.05    | 0.02%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD. CGMS_14-1A             | CGMS_14-1A                                                              | CUSIP: 14310MAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     379189 | PA      | $379178.69     | 0.00%             | 2031-04-17      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES                                 | CGMS_15-4A                                                              | CUSIP: 14311NAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    5379633 | PA      | $5379741.07    | 0.04%             | 2032-07-20      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO LTD CGMS_21-6A                                    | CGMS_21-6A                                                              | CUSIP: 143133AS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   13750000 | PA      | $13818488.75   | 0.10%             | 2038-01-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_19-3A                      | CGMS_19-3A                                                              | CUSIP: 14314HBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3650000 | PA      | $3670224.65    | 0.03%             | 2037-04-20      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| CGMS_21-7A                                                       | CGMS_21-7A                                                              | CUSIP: 14316WAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9850000 | PA      | $9859327.95    | 0.07%             | 2038-04-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| CGMS_21-7A                                                       | CGMS_21-7A                                                              | CUSIP: 14316WAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7489597.50    | 0.06%             | 2040-04-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO LTD CGMS_20-1                                     | CGMS_20-1A                                                              | CUSIP: 14317XBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1250000 | PA      | $1251351.25    | 0.01%             | 2038-01-20      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_23-3                               | CARMX_23-3                                                              | CUSIP: 14319BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3040000 | PA      | $3095260.82    | 0.02%             | 2029-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST CMXS_25-A                        | CMSRT_25-A                                                              | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3495000 | PA      | $3513162.82    | 0.03%             | 2029-09-17      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_25-2                               | CARMX_25-2                                                              | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2115000 | PA      | $2136650.62    | 0.02%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                                                           | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1250000 | PA      | $1227899.34    | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                | CHILE ELECTRICITY LUX MPC II SARL                                       | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1050818 | PA      | $1061366.35    | 0.01%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_15-81                                            | FNMA_15-81                                                              | CUSIP: 3136AQPG9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1958783 | PA      | $150364.05     | 0.00%             | 2037-01-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-19                                            | FNMA_16-19                                                              | CUSIP: 3136ARC71<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2887719 | PA      | $241666.86     | 0.00%             | 2046-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-32                                            | FNMA_16-32                                                              | CUSIP: 3136ASTY2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      32299 | PA      | $21761.08      | 0.00%             | 2043-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-32                                            | FNMA_16-32                                                              | CUSIP: 3136ASUC8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1324592 | PA      | $122449.29     | 0.00%             | 2034-10-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-25

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

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer