# EDGAR Filing Document

**Accession Number:** 0001317146
**File Stem:** 0001398344-23-004850
**Filing Date:** 2023-2
**Character Count:** 292234
**Document Hash:** de6966d0e5883e2a2e8475e144c7ab6f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001398344-23-004850.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001398344-23-004850

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MML Series Investment Fund II
- **CENTRAL INDEX KEY:** 0001317146
- **IRS NUMBER:** 043557005
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21714
- **FILM NUMBER:** 23672038

**BUSINESS ADDRESS:**
- **STREET 1:** 1295 STATE STREET
- **CITY:** SPRINGFIELD
- **STATE:** MA
- **ZIP:** 01111
- **BUSINESS PHONE:** 413-744-1000

**MAIL ADDRESS:**
- **STREET 1:** 1295 STATE STREET
- **CITY:** SPRINGFIELD
- **STATE:** MA
- **ZIP:** 01111

## Series and Classes Contracts Data

### MML Dynamic Bond Fund (Series ID: S000049313)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000155847 | Class II        |  |
| C000155848 | Service Class I |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MML Series Investment Fund II

- **b. Investment Company Act file number:** 811-21714

- **c. CIK number of Registrant:** 0001317146

- **d. LEI of Registrant:** XSZQMOMB2JPNHA01JH98

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

  - **Street Address 1:** 1295 State Street

  - **City:** Springfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01111-0001

  - **Telephone number:** 4137441000

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

- **a. Name of Series:** MML Dynamic Bond Fund

- **b. EDGAR series identifier (if any):** S000049313

- **c. LEI of Series:** 549300NGRYJ7PDBF2R17

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $309538840.88

**Total Liabilities:** $78785319.89

**Net Assets:** $230753520.99

**Delayed Delivery Securities:** $45267887.87

**Stand-by Commitments:** $18726.89

**Cash Not Reported:** $1136556.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 58.57 | **1-Year:** 5952.24 | **5-Year:** 43139.37 | **10-Year:** 38089.44 | **30-Year:** 38402.43

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

- **3-Month:** 5.49 | **1-Year:** 943.19 | **5-Year:** 6234.13 | **10-Year:** 4203.5 | **30-Year:** 2572.12

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000155847 | -0.12%               | 4.91%                | -1.73%               |
| Class ID C000155848 | -0.24%               | 4.94%                | -1.74%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-222619.88              | $-944793.16                                |
| Month 2  | $92515.92                | $8219837.29                                |
| Month 3  | $-2486371.40             | $-1658431.27                               |

**Designated Index Information**

- **Index Name:** Barclays US Aggregate

- **Index Identifier:** LEHM50

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| 1011778 BC UNLIMITED LBLTY CO                   | TERM LOAN B4                  | CUSIP: C6901LAH0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |       28396 | PA      | $27863.36     | 0.01%             | 2026-11-19      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| 3 MONTH SOFR FUT  DEC23                         | XCME 20240319                 | CUSIP: ADI20TM27<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -158 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 3 MONTH SOFR FUT  DEC24                         | XCME 20250318                 | CUSIP: ADI23N1Z7<br>LEI: N/A                  | N/A              | DIR              |  | US        |          98 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 3 MONTH SOFR FUT  DEC25                         | XCME 20260317                 | CUSIP: ADI23N1K0<br>LEI: N/A                  | N/A              | DIR              |  | US        |          23 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 3 MONTH SOFR FUT  JUN23                         | XCME 20230919                 | CUSIP: ADI21GLS8<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 3 MONTH SOFR OPT  DEC23C 96.5                   | EXP 12/15/2023                | CUSIP: ADI28SHK7<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -71 | NC      | $-34612.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| 3 MONTH SOFR OPT  DEC23C 96.62                  | EXP 12/15/2023                | CUSIP: ADI28ZT77<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -21 | NC      | $-9056.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| 3 MONTH SOFR OPT  JUN23C 95.5                   | EXP 06/16/2023                | CUSIP: ADI2BT847<br>LEI: N/A                  | N/A              | DIR              |  | US        |          21 | NC      | $4593.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 3 MONTH SOFR OPT  JUN23C 96                     | EXP 06/16/2023                | CUSIP: ADI2BT5N8<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -21 | NC      | $-2100.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| 3M COMPANY                                      | SR UNSECURED 04/30 3.05       | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      290000 | PA      | $254938.92    | 0.11%             | 2030-04-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: —       |
| 3M COMPANY                                      | SR UNSECURED 04/50 3.7        | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      180000 | PA      | $138745.98    | 0.06%             | 2050-04-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: —       |
| 90DAY EUR FUTR  DEC23                           | XCME 20231218                 | CUSIP: ADI0G8YN1<br>LEI: N/A                  | N/A              | DIR              |  | US        |          18 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 90DAY EUR FUTR  MAR23                           | XCME 20230313                 | CUSIP: ADI0GMD52<br>LEI: N/A                  | N/A              | DIR              |  | US        |          36 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 90DAY EUR FUTR  MAR25                           | XCME 20250317                 | CUSIP: ADI0GPRW1<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -58 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ABBOTT LABORATORIES                             | SR UNSECURED 11/26 3.75       | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      140000 | PA      | $136457.14    | 0.06%             | 2026-11-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ABBOTT LABORATORIES                             | SR UNSECURED 11/36 4.75       | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79608.16     | 0.03%             | 2036-11-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ABBOTT LABORATORIES                             | SR UNSECURED 11/46 4.9        | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97493.58     | 0.04%             | 2046-11-30      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                      | SR UNSECURED 05/45 4.7        | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22399.12     | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                      | SR UNSECURED 11/29 3.2        | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      600000 | PA      | $543139.87    | 0.24%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                      | SR UNSECURED 11/26 2.95       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      260000 | PA      | $242087.01    | 0.10%             | 2026-11-21      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                      | SR UNSECURED 11/24 2.6        | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      880000 | PA      | $842272.50    | 0.37%             | 2024-11-21      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                                | SUBORDINATED 144A 07/25 4.75  | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      260000 | PA      | $252150.60    | 0.11%             | 2025-07-28      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| ACRISURE LLC                                    | 2021 FIRST LIEN TERM LOAN B   | CUSIP: 00488PAP0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      123750 | PA      | $119521.46    | 0.05%             | 2027-02-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ACRISURE, LLC                                   | 2020 TERM LOAN B              | CUSIP: 00488PAL9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      120944 | PA      | $113233.69    | 0.05%             | 2027-02-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | COMPANY GUAR 02/24 3.15       | CUSIP: 00774MAQ8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      190000 | PA      | $183724.55    | 0.08%             | 2024-02-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | COMPANY GUAR 10/26 2.45       | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      170000 | PA      | $148830.11    | 0.06%             | 2026-10-29      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | COMPANY GUAR 10/28 3          | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      160000 | PA      | $134316.65    | 0.06%             | 2028-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | COMPANY GUAR 10/33 3.4        | CUSIP: 00774MAY1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      420000 | PA      | $319767.29    | 0.14%             | 2033-10-29      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| AIR CANADA                                      | 2021 TERM LOAN B              | CUSIP: C0102MAP0<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |       74625 | PA      | $73599.06     | 0.03%             | 2028-08-11      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                                  | SR UNSECURED 08/26 1.875      | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      170000 | PA      | $147862.03    | 0.06%             | 2026-08-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ALI GROUP NORTH AMER CORP                       | 2021 TERM LOAN B              | CUSIP: 01608UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      238800 | PA      | $236454.98    | 0.10%             | 2029-07-30      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                     | 2021 USD TERM LOAN            | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      239834 | PA      | $227393.81    | 0.10%             | 2028-05-12      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                                    | SR UNSECURED 08/40 1.9        | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $66807.67     | 0.03%             | 2040-08-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                                    | SR UNSECURED 08/50 2.05       | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       60000 | PA      | $35332.95     | 0.02%             | 2050-08-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                        | 2021 SERIES B2 CONSENTING TL  | CUSIP: 46124CAJ6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |      267965 | PA      | $264114.18    | 0.11%             | 2028-08-17      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                | COMPANY GUAR 02/32 2.45       | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      140000 | PA      | $105987.35    | 0.05%             | 2032-02-04      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                | COMPANY GUAR 02/26 4.4        | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      190000 | PA      | $186170.12    | 0.08%             | 2026-02-14      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                | COMPANY GUAR 02/39 5.8        | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      240000 | PA      | $220384.28    | 0.10%             | 2039-02-14      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                | COMPANY GUAR 02/49 5.95       | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      160000 | PA      | $142705.48    | 0.06%             | 2049-02-14      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                  | SR UNSECURED 08/27 3.15       | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      500000 | PA      | $470902.55    | 0.20%             | 2027-08-22      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                  | SR UNSECURED 08/37 3.875      | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      190000 | PA      | $169490.09    | 0.07%             | 2037-08-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                  | SR UNSECURED 04/32 3.6        | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      470000 | PA      | $431570.03    | 0.19%             | 2032-04-13      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                                  | SR UNSECURED 04/52 3.95       | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      280000 | PA      | $233911.78    | 0.10%             | 2052-04-13      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES, INC.                         | 2021 TERM LOAN                | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      120000 | PA      | $119343.60    | 0.05%             | 2028-04-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                             | SR UNSECURED 05/24 3.375      | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      130000 | PA      | $127404.17    | 0.06%             | 2024-05-03      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                             | SR UNSECURED 05/29 4.05       | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      210000 | PA      | $200390.69    | 0.09%             | 2029-05-03      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| AMWINS GROUP INC                                | AMWINS GROUP INC TERM LOAN B  | CUSIP: 03234TAW8<br>LEI: 549300ER4R3WJD5XXM35 | Long             | LON              | CORP              | US        |      237976 | PA      | $233440.53    | 0.10%             | 2028-02-19      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ANGLO AMERICAN CAPITAL                          | COMPANY GUAR 144A 04/27 4.75  | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      230000 | PA      | $222462.41    | 0.10%             | 2027-04-10      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| ANHEUSER BUSCH CO/INBEV                         | COMPANY GUAR 02/26 3.65       | CUSIP: 03522AAG5<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |      680000 | PA      | $654949.09    | 0.28%             | 2026-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| ANHEUSER BUSCH INBEV WOR                        | COMPANY GUAR 04/48 4.6        | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      334000 | PA      | $292557.10    | 0.13%             | 2048-04-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| ANHEUSER BUSCH INBEV WOR                        | COMPANY GUAR 06/30 3.5        | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      130000 | PA      | $118692.39    | 0.05%             | 2030-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| APPLE INC                                       | SR UNSECURED 08/26 2.45       | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      480000 | PA      | $445706.46    | 0.19%             | 2026-08-04      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| ASURION LLC                                     | 2020 TERM LOAN B8             | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      151900 | PA      | $135096.82    | 0.06%             | 2026-12-23      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ASURION LLC                                     | 2021 TERM LOAN B9             | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |       73684 | PA      | $64335.89     | 0.03%             | 2027-07-31      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| AT+T INC                                        | SR UNSECURED 06/31 2.75       | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      160000 | PA      | $133021.49    | 0.06%             | 2031-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| AT+T INC                                        | SR UNSECURED 02/28 1.65       | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      460000 | PA      | $389177.37    | 0.17%             | 2028-02-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| AT+T INC                                        | SR UNSECURED 09/53 3.5        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      619000 | PA      | $417437.01    | 0.18%             | 2053-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AT+T INC                                        | SR UNSECURED 09/55 3.55       | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      225000 | PA      | $150804.84    | 0.07%             | 2055-09-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| ATHENAHEALTH INC                                | 2022 TERM LOAN B              | CUSIP: 04686RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      146213 | PA      | $131644.62    | 0.06%             | 2029-02-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ATHENAHEALTH INC                                | 2022 DELAYED DRAW TERM LOAN   | CUSIP: 04686RAC7<br>LEI: N/A                  | Long             | LON              |  | US        |       24969 | PA      | $22481.26     | 0.01%             | 2029-02-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | SR SECURED 144A 08/24 VAR     | CUSIP: 04685A3B5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      465000 | PA      | $453633.09    | 0.20%             | 2024-08-19      | Floating      | 4.54%                 | Yes           | 2                  | On Loan: No      |
| AUST 10Y BOND FUT MAR23                         | XSFE 20230315                 | CUSIP: ADI28Q5N8<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          36 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AVEANNA HEALTHCARE LLC                          | 2021 TERM LOAN B              | CUSIP: 05549DAJ7<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |      140207 | PA      | $107258.00    | 0.05%             | 2028-07-17      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| AVEANNA HEALTHCARE LLC                          | 2021 DELAYED DRAW TERM LOAN   | CUSIP: 05549DAK4<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |       32994 | PA      | $25240.49     | 0.01%             | 2028-07-17      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                          | SR UNSECURED 144A 09/26 1.95  | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      395000 | PA      | $334028.43    | 0.14%             | 2026-09-20      | Fixed         | 1.95%                 | Yes           | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                        | COMPANY GUAR 144A 02/27 3.25  | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      370000 | PA      | $317063.63    | 0.14%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| BANCO SANTANDER SA                              | SR UNSECURED 03/25 3.496      | CUSIP: 05964HAP0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $578179.72    | 0.25%             | 2025-03-24      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                              | SR UNSECURED 04/23 VAR        | CUSIP: 05964HAH8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $200021.06    | 0.09%             | 2023-04-12      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| BANK                                            | BANK 2022 BNK39 AS            | CUSIP: 06539VAR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      302000 | PA      | $248474.40    | 0.11%             | 2055-02-15      | Floating      | 3.18%                 | No            | 2                  | On Loan: No      |
| BANK                                            | BANK 2020 BN28 AS             | CUSIP: 06540YAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      380000 | PA      | $286639.28    | 0.12%             | 2063-03-15      | Floating      | 2.14%                 | No            | 2                  | On Loan: No      |
| BANK                                            | BANK 2017 BNK5 C              | CUSIP: 06541WBC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $171799.30    | 0.07%             | 2060-06-15      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | JR SUBORDINA 09/49 VAR        | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      170000 | PA      | $163261.35    | 0.07%             | 2049-09-29      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | SUBORDINATED 08/24 4.2        | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      380000 | PA      | $374319.73    | 0.16%             | 2024-08-26      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | SR UNSECURED 02/33 VAR        | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $873436.64    | 0.38%             | 2033-02-04      | Fixed         | 2.97%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | SUBORDINATED 01/25 4          | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      700000 | PA      | $685520.95    | 0.30%             | 2025-01-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | SR UNSECURED 07/28 VAR        | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1830000 | PA      | $1687255.66   | 0.73%             | 2028-07-21      | Fixed         | 3.59%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | SR UNSECURED 03/51 VAR        | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      300000 | PA      | $236757.91    | 0.10%             | 2051-03-20      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | SUBORDINATED 09/36 VAR        | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      520000 | PA      | $383375.61    | 0.17%             | 2036-09-21      | Fixed         | 2.48%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                            | SR UNSECURED 10/32 VAR        | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      190000 | PA      | $149348.19    | 0.06%             | 2032-10-20      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                | SUBORDINATED 12/32 VAR        | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $308685.34    | 0.13%             | 2032-12-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                             | SUBORDINATED 05/37 VAR        | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      440000 | PA      | $376722.46    | 0.16%             | 2037-05-04      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                    | SR UNSECURED 05/24 VAR        | CUSIP: 06738EBC8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      425000 | PA      | $424929.18    | 0.18%             | 2024-05-16      | Floating      | 6.02%                 | No            | 2                  | On Loan: No      |
| BARRICK NA FINANCE LLC                          | COMPANY GUAR 05/41 5.7        | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $80773.76     | 0.04%             | 2041-05-30      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| BARRICK NA FINANCE LLC                          | COMPANY GUAR 05/43 5.75       | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $81302.03     | 0.04%             | 2043-05-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                | COMPANY GUAR 08/47 4.54       | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      170000 | PA      | $120950.51    | 0.05%             | 2047-08-15      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                | COMPANY GUAR 09/29 3.462      | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      525000 | PA      | $450937.67    | 0.20%             | 2029-09-06      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                           | SR SECURED 144A 02/27 6.125   | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $34474.00     | 0.01%             | 2027-02-01      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| BECTON DICKINSON AND CO                         | SR UNSECURED 06/24 3.363      | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       80000 | PA      | $78178.79     | 0.03%             | 2024-06-06      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                        | BMARK 2020 B19 AS             | CUSIP: 08162WBE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      380000 | PA      | $296652.66    | 0.13%             | 2053-09-15      | Floating      | 2.15%                 | No            | 2                  | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                        | BMARK 2020 B18 AGNF 144A      | CUSIP: 08163ABR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      378000 | PA      | $301536.12    | 0.13%             | 2053-07-15      | Floating      | 4.14%                 | Yes           | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                        | SR UNSECURED 144A 05/53 4.6   | CUSIP: 084659BE0<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      255000 | PA      | $222972.90    | 0.10%             | 2053-05-01      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                          | COMPANY GUAR 10/50 2.85       | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      150000 | PA      | $100957.36    | 0.04%             | 2050-10-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                          | COMPANY GUAR 03/52 3.85       | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |       90000 | PA      | $72771.53     | 0.03%             | 2052-03-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FIN USA LTD                        | COMPANY GUAR 09/43 5          | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $97519.83     | 0.04%             | 2043-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT                      | BBIRD 2016 1A B 144A          | CUSIP: 09228YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      693830 | PA      | $457747.83    | 0.20%             | 2041-12-16      | Floating      | 5.68%                 | Yes           | 2                  | On Loan: No      |
| BLACKHAWK NETWORK HLDGS INC                     | TERM LOAN B                   | CUSIP: 09238FAK7<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |      112774 | PA      | $109750.95    | 0.05%             | 2025-06-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                     | SR UNSECURED 144A 01/31 VAR   | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      390000 | PA      | $320843.43    | 0.14%             | 2031-01-13      | Fixed         | 3.05%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                     | SR UNSECURED 144A 06/26 VAR   | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $183773.21    | 0.08%             | 2026-06-09      | Fixed         | 2.22%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                     | SUBORDINATED 144A 03/27 4.625 | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      260000 | PA      | $246873.62    | 0.11%             | 2027-03-13      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| BOEING CO                                       | SR UNSECURED 03/27 2.8        | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      290000 | PA      | $262039.45    | 0.11%             | 2027-03-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                       | SR UNSECURED 02/30 2.95       | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      270000 | PA      | $229390.74    | 0.10%             | 2030-02-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                       | SR UNSECURED 03/29 3.2        | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      300000 | PA      | $264118.22    | 0.11%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                       | SR UNSECURED 02/35 3.25       | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      330000 | PA      | $252597.71    | 0.11%             | 2035-02-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                       | SR UNSECURED 02/50 3.75       | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      140000 | PA      | $96857.23     | 0.04%             | 2050-02-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                       | SR UNSECURED 05/40 5.705      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      130000 | PA      | $123968.18    | 0.05%             | 2040-05-01      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                       | SR UNSECURED 05/50 5.805      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      350000 | PA      | $325861.06    | 0.14%             | 2050-05-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                       | SR UNSECURED 05/60 5.93       | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45840.00     | 0.02%             | 2060-05-01      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                       | SR UNSECURED 02/26 2.196      | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      300000 | PA      | $272864.70    | 0.12%             | 2026-02-04      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                          | COMPANY GUAR 05/26 3.119      | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      410000 | PA      | $389112.00    | 0.17%             | 2026-05-04      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                          | COMPANY GUAR 04/30 3.633      | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      120000 | PA      | $110351.36    | 0.05%             | 2030-04-06      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                          | COMPANY GUAR 06/51 2.939      | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      175000 | PA      | $116090.75    | 0.05%             | 2051-06-04      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| BP CAP MARKETS AMERICA                          | COMPANY GUAR 03/52 3.001      | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      230000 | PA      | $152644.57    | 0.07%             | 2052-03-17      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                         | SR UNSECURED 144A 01/26 1     | CUSIP: 05578AAP3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $219398.79    | 0.10%             | 2026-01-20      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| BPR TRUST                                       | BPR 2021 TY A 144A            | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      550000 | PA      | $518382.32    | 0.22%             | 2038-09-15      | Floating      | 5.37%                 | Yes           | 2                  | On Loan: No      |
| BRISTOL MYERS SQUIBB CO                         | SR UNSECURED 11/47 4.35       | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      220000 | PA      | $194439.12    | 0.08%             | 2047-11-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                    | SR UNSECURED 144A 04/33 3.419 | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      396000 | PA      | $318552.38    | 0.14%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           | 2                  | On Loan: No      |
| BROOKLYN UNION GAS CO                           | SR UNSECURED 144A 03/49 4.487 | CUSIP: 114259AU8<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |      435000 | PA      | $334451.82    | 0.14%             | 2049-03-04      | Fixed         | 4.49%                 | Yes           | 2                  | On Loan: No      |
| BROWN GROUP HOLDING, LLC                        | TERM LOAN B                   | CUSIP: 11565HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      277582 | PA      | $272068.76    | 0.12%             | 2028-06-07      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| BWS063123 IRS USD R V 00MSOFR                   | 1%   15 Aug 2028              | CUSIP: 99S1ORFF6<br>LEI: N/A                  | N/A              | DIR              |  | US        |    22000000 | PA      | $2704158.38   | 1.17%             |  |  |  | No            | 2                  | On Loan: No      |
| BWS073262 IRS USD R V 00MSOFR                   | 1%   15 Aug 2047              | CUSIP: 99S1QRV09<br>LEI: N/A                  | N/A              | DIR              |  | US        |    11450000 | PA      | $3140978.20   | 1.36%             |  |  |  | No            | 2                  | On Loan: No      |
| BWS074104 IRS USD R V 00MSOFR                   | 1%   18 Mar 2032              | CUSIP: 99S1R0QL7<br>LEI: N/A                  | N/A              | DIR              |  | US        |     1600000 | PA      | $190526.58    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| BWS074823 IRS USD R V 00MSOFR                   | 1%   15 Feb 2029              | CUSIP: 99S1S31U7<br>LEI: N/A                  | N/A              | DIR              |  | US        |      948000 | PA      | $40282.38     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BWS075341 IRS USD R V 00MSOFR                   | 1%   15 Feb 2048              | CUSIP: 99S1U4769<br>LEI: N/A                  | N/A              | DIR              |  | US        |      580000 | PA      | $67511.18     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BWS075580 IRS USD R V 00MSOFR                   | 1%   15 Feb 2048              | CUSIP: 99S1UDC97<br>LEI: N/A                  | N/A              | DIR              |  | US        |     1112000 | PA      | $45513.92     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BWS075747 CDS USD R V 03MEVENT                  | 1%   20 Dec 2027              | CUSIP: 99S1UE791<br>LEI: N/A                  | N/A              | DCR              |  | US        |      242200 | PA      | $-1491.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BX TRUST                                        | BX 2021 21M H 144A            | CUSIP: 05609CAU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      295025 | PA      | $266643.47    | 0.12%             | 2036-10-15      | Floating      | 8.33%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST                                        | BX 2021 VOLT F 144A           | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      405000 | PA      | $372758.15    | 0.16%             | 2036-09-15      | Floating      | 6.72%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST 2019 OC11                              | BX 2019 OC11 E 144A           | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      374000 | PA      | $283307.69    | 0.12%             | 2041-12-09      | Floating      | 3.94%                 | Yes           | 2                  | On Loan: No      |
| CAESARS RESORT COLLECTION LLC                   | TERM B LOANS                  | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |       25512 | PA      | $25431.19     | 0.01%             | 2024-12-23      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CAESARS RESORT COLLECTION LLC                   | 2020 TERM LOAN                | CUSIP: 12769LAD1<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |       21003 | PA      | $20931.20     | 0.01%             | 2025-07-21      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CAMELOT US ACQUISITION 1 CO.                    | 2020 INCREMENTAL TERM LOAN    | CUSIP: L2000AAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      105255 | PA      | $103544.61    | 0.04%             | 2026-10-30      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CAMERON LNG LLC                                 | SR SECURED 144A 01/35 3.302   | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |      150000 | PA      | $121378.68    | 0.05%             | 2035-01-15      | Fixed         | 3.30%                 | Yes           | 2                  | On Loan: No      |
| CARGILL INC                                     | SR UNSECURED 144A 07/23 1.375 | CUSIP: 141781BL7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |      180000 | PA      | $176330.06    | 0.08%             | 2023-07-23      | Fixed         | 1.38%                 | Yes           | 2                  | On Loan: No      |
| CASTLELAKE AVIATION ONE DSGNTD                  | TERM LOAN B                   | CUSIP: 14855NAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      143188 | PA      | $141729.85    | 0.06%             | 2026-10-22      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | SR UNSECURED 144A 03/30 4.75  | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $89518.28     | 0.04%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | SR UNSECURED 144A 06/33 4.5   | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      810000 | PA      | $621456.30    | 0.27%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | SR UNSECURED 144A 01/34 4.25  | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $47972.93     | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                          | SR UNSECURED 144A 02/32 4.75  | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $52695.50     | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CENTENE CORP                                    | SR UNSECURED 03/31 2.5        | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      285000 | PA      | $223004.84    | 0.10%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUS                  | CFCRE 2016 C3 XA              | CUSIP: 12531WBC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5256608 | PA      | $127834.40    | 0.06%             | 2048-01-10      | Floating      | 0.98%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | SR SECURED 04/63 5.5          | CUSIP: 161175CL6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      150000 | PA      | $115057.11    | 0.05%             | 2063-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | SR SECURED 07/25 4.908        | CUSIP: 161175AY0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      240000 | PA      | $235415.71    | 0.10%             | 2025-07-23      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | SR SECURED 03/28 4.2          | CUSIP: 161175BK9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      560000 | PA      | $515532.71    | 0.22%             | 2028-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | SR SECURED 03/42 3.5          | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      240000 | PA      | $155594.52    | 0.07%             | 2042-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | SR SECURED 04/33 4.4          | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      290000 | PA      | $249024.54    | 0.11%             | 2033-04-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | SR SECURED 04/53 5.25         | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      450000 | PA      | $349634.27    | 0.15%             | 2053-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CHESAPEAKE ENERGY CORP                          | COMPANY GUAR 144A 02/29 5.875 | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94752.26     | 0.04%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| CHEVRON CORP                                    | SR UNSECURED 05/27 1.995      | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      440000 | PA      | $395764.20    | 0.17%             | 2027-05-11      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                     | 2021 TERM LOAN                | CUSIP: 941WECII3<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |      133312 | PA      | $130202.32    | 0.06%             | 2028-09-29      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CHG PPC PARENT LLC                              | 2021 TERM LOAN                | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |      119100 | PA      | $114931.50    | 0.05%             | 2028-12-08      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CI FINANCIAL CORP                               | SR UNSECURED 06/51 4.1        | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |      115000 | PA      | $68065.07     | 0.03%             | 2051-06-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| CIGNA CORP                                      | COMPANY GUAR 07/23 3.75       | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      160000 | PA      | $158939.63    | 0.07%             | 2023-07-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CIGNA CORP                                      | COMPANY GUAR 11/25 4.125      | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97770.19     | 0.04%             | 2025-11-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CIGNA CORP                                      | COMPANY GUAR 10/28 4.375      | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      760000 | PA      | $734399.69    | 0.32%             | 2028-10-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CIGNA CORP                                      | COMPANY GUAR 12/48 4.9        | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      230000 | PA      | $208767.32    | 0.09%             | 2048-12-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| CINTAS CORPORATION NO. 2                        | COMPANY GUAR 04/27 3.7        | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |      160000 | PA      | $154455.68    | 0.07%             | 2027-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| CITADEL SECURITIES LP                           | 2021 TERM LOAN B              | CUSIP: 17288YAD4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |      277879 | PA      | $272112.81    | 0.12%             | 2028-02-02      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE                   | CGCMT 2020 420K D 144A        | CUSIP: 17328QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $149614.00    | 0.06%             | 2042-11-10      | Floating      | 3.31%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE                   | CGCMT 2020 420K E 144A        | CUSIP: 17328QAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $143905.64    | 0.06%             | 2042-11-10      | Floating      | 3.31%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE                   | CGCMT 2016 GC36 D 144A        | CUSIP: 17324TAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      201000 | PA      | $115416.27    | 0.05%             | 2049-02-10      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE                   | CGCMT 2017 C4 B               | CUSIP: 17326FAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      340000 | PA      | $295502.74    | 0.13%             | 2050-10-12      | Floating      | 4.10%                 | No            | 2                  | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE                   | CGCMT 2019 GC41 B             | CUSIP: 17328FAZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      163000 | PA      | $128035.72    | 0.06%             | 2056-08-10      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                   | JR SUBORDINA 12/49 VAR        | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      160000 | PA      | $146200.00    | 0.06%             | 2049-12-29      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                   | SR UNSECURED 07/45 4.65       | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      380000 | PA      | $327975.62    | 0.14%             | 2045-07-30      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                   | SR UNSECURED 05/24 VAR        | CUSIP: 172967LL3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      545000 | PA      | $545834.85    | 0.24%             | 2024-05-17      | Floating      | 5.75%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                   | SR UNSECURED 03/30 VAR        | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      850000 | PA      | $768474.60    | 0.33%             | 2030-03-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                   | SR UNSECURED 02/28 VAR        | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      995000 | PA      | $898290.56    | 0.39%             | 2028-02-24      | Fixed         | 3.07%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                   | SR UNSECURED 03/33 VAR        | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      580000 | PA      | $497854.18    | 0.22%             | 2033-03-17      | Fixed         | 3.79%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                   | SR UNSECURED 01/26 VAR        | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       95000 | PA      | $88102.34     | 0.04%             | 2026-01-25      | Fixed         | 2.01%                 | No            | 2                  | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST                   | CMLTI 2007 AR5 1A2A           | CUSIP: 17311LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      627250 | PA      | $551863.13    | 0.24%             | 2037-04-25      | Floating      | 3.56%                 | No            | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP                               | 2021 USD TERM LOAN B          | CUSIP: C8000CAG8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |      129445 | PA      | $126587.19    | 0.05%             | 2026-04-30      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | COMPANY GUAR 144A 06/29 7.5   | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $69755.65     | 0.03%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: —       |
| CLI FUNDING LLC                                 | CLIF 2020 3A A 144A           | CUSIP: 12563LAS6<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |      186250 | PA      | $161156.03    | 0.07%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           | 2                  | On Loan: No      |
| COCA COLA CO/THE                                | SR UNSECURED 06/27 1.45       | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      250000 | PA      | $221068.96    | 0.10%             | 2027-06-01      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| COCA COLA CO/THE                                | SR UNSECURED 06/50 2.6        | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       80000 | PA      | $53855.19     | 0.02%             | 2050-06-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| COLLEGE AVE STUDENT LOANS                       | CASL 2018 A A1 144A           | CUSIP: 19423DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      221484 | PA      | $220181.46    | 0.10%             | 2047-12-26      | Floating      | 5.59%                 | Yes           | 2                  | On Loan: No      |
| COMCAST CORP                                    | COMPANY GUAR 10/25 3.95       | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      155000 | PA      | $151928.55    | 0.07%             | 2025-10-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                    | COMPANY GUAR 10/28 4.15       | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      270000 | PA      | $259404.93    | 0.11%             | 2028-10-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                    | COMPANY GUAR 04/30 3.4        | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      525000 | PA      | $479669.49    | 0.21%             | 2030-04-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                    | COMPANY GUAR 04/40 3.75       | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      120000 | PA      | $99540.23     | 0.04%             | 2040-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                    | COMPANY GUAR 11/51 2.887      | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      550000 | PA      | $355302.36    | 0.15%             | 2051-11-01      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                         | SR UNSECURED 04/30 3.35       | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       70000 | PA      | $63132.58     | 0.03%             | 2030-04-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                         | SR UNSECURED 04/50 3.95       | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39872.99     | 0.02%             | 2050-04-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                           | COMPANY GUAR 144A 01/31 5.75  | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      250000 | PA      | $232794.21    | 0.10%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES                           | COMPANY GUAR 144A 11/26 2.268 | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      195000 | PA      | $168916.47    | 0.07%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA                        | COMPANY GUAR 08/25 4.375      | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      470000 | PA      | $459160.15    | 0.20%             | 2025-08-04      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| COSTCO WHOLESALE CORP                           | SR UNSECURED 06/27 1.375      | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |      190000 | PA      | $166677.21    | 0.07%             | 2027-06-20      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| COSTCO WHOLESALE CORP                           | SR UNSECURED 04/30 1.6        | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |      110000 | PA      | $90299.38     | 0.04%             | 2030-04-20      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| COTERRA ENERGY INC                              | SR UNSECURED 05/27 3.9        | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      230000 | PA      | $215069.90    | 0.09%             | 2027-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| COTERRA ENERGY INC                              | SR UNSECURED 03/29 4.375      | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      220000 | PA      | $208347.95    | 0.09%             | 2029-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN T                  | CWALT 2006 19CB A15           | CUSIP: 02147QAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1317876 | PA      | $791031.38    | 0.34%             | 2036-08-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| COUNTRYWIDE HOME LOANS                          | CWHL 2007 HYB2 3A1            | CUSIP: 125438AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      782897 | PA      | $676310.24    | 0.29%             | 2047-02-25      | Floating      | 3.25%                 | No            | 2                  | On Loan: No      |
| COUNTRYWIDE HOME LOANS                          | CWHL 2007 3 A21               | CUSIP: 12543RAW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1317407 | PA      | $700694.78    | 0.30%             | 2037-04-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| COUNTRYWIDE HOME LOANS                          | CWHL 2007 14 A6               | CUSIP: 12544DAF6<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-O            | CORP              | US        |     1158051 | PA      | $649153.28    | 0.28%             | 2037-09-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CQP HOLDCO LP                                   | 2021 TERM LOAN B              | CUSIP: 12657QAB9<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |      215314 | PA      | $214029.07    | 0.09%             | 2028-06-05      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE LONDON                          | SR UNSECURED 144A 06/26 VAR   | CUSIP: 22535WAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      270000 | PA      | $246305.29    | 0.11%             | 2026-06-16      | Fixed         | 1.91%                 | Yes           | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                          | SR UNSECURED 144A 05/32 VAR   | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      640000 | PA      | $444153.02    | 0.19%             | 2032-05-14      | Fixed         | 3.09%                 | Yes           | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                          | JR SUBORDINA 144A 12/99 VAR   | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      480000 | PA      | $418305.40    | 0.18%             | 2099-12-31      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                          | SR UNSECURED 144A 08/33 VAR   | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      300000 | PA      | $264034.76    | 0.11%             | 2033-08-12      | Fixed         | 6.54%                 | Yes           | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                          | SR UNSECURED 144A 06/26 VAR   | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      480000 | PA      | $410282.47    | 0.18%             | 2026-06-05      | Fixed         | 2.19%                 | Yes           | 2                  | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST                    | CSMC 2021 B33 B 144A          | CUSIP: 12658WAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $241421.88    | 0.10%             | 2043-10-10      | Floating      | 3.64%                 | Yes           | 2                  | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST                    | CSMC 2021 NQM8 A1 144A        | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      137409 | PA      | $115161.76    | 0.05%             | 2066-10-25      | Floating      | 1.84%                 | Yes           | 2                  | On Loan: No      |
| CROWN CASTLE INC                                | SR UNSECURED 07/30 3.3        | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       35000 | PA      | $30660.28     | 0.01%             | 2030-07-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUS                  | CSAIL 2019 C16 B              | CUSIP: 12596WAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      334000 | PA      | $273776.89    | 0.12%             | 2052-06-15      | Floating      | 3.88%                 | No            | 2                  | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUS                  | CSAIL 2015 C1 XA              | CUSIP: 126281BB9<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-O            | CORP              | US        |     7829808 | PA      | $96849.24     | 0.04%             | 2050-04-15      | Floating      | 0.82%                 | No            | 2                  | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUS                  | CSAIL 2015 C4 C               | CUSIP: 12635RBD9<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-O            | CORP              | US        |      427000 | PA      | $385431.46    | 0.17%             | 2048-11-15      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                | COMPANY GUAR 144A 02/29 6.5   | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      700000 | PA      | $572250.00    | 0.25%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Currency Forward Contract                       | FX Forward                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     6071658 | PA      | $314042.01    | 0.14%             |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract                       | FX Forward                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     5631534 | PA      | $478611.14    | 0.21%             |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract                       | FX Forward                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     1261183 | PA      | $-1388.87     | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract                       | FX Forward                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      299967 | PA      | $-25036.55    | -0.01%            |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract                       | FX Forward                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      351724 | PA      | $13470.87     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract                       | FX Forward                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      640832 | PA      | $-24097.88    | -0.01%            |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract                       | FX Forward                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      237669 | PA      | $-2890.43     | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract                       | FX Forward                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      873399 | PA      | $18018.27     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract                       | FX Forward                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      677818 | PA      | $-18457.24    | -0.01%            |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract                       | FX Forward                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      193463 | PA      | $-7964.65     | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract                       | FX Forward                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      517549 | PA      | $9674.80      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract                       | FX Forward                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       50359 | PA      | $-3136.15     | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract                       | FX Forward                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      575278 | PA      | $-7923.57     | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract                       | FX Forward                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      347440 | PA      | $-5870.27     | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract                       | FX Forward                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      297868 | PA      | $-9006.81     | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract                       | FX Forward                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |       35302 | PA      | $-210.59      | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract                       | FX Forward                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     1670754 | PA      | $-7522.19     | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract                       | FX Forward                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     6903885 | PA      | $58991.37     | 0.03%             |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract                       | FX Forward                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     2501463 | PA      | $-28674.76    | -0.01%            |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract                       | FX Forward                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      387857 | PA      | $21564.90     | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Currency Forward Contract                       | FX Forward                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     1377344 | PA      | $66703.65     | 0.03%             |  |  |  | No            | N/A                | On Loan: No      |
| CVS HEALTH CORP                                 | SR UNSECURED 03/48 5.05       | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      220000 | PA      | $198460.10    | 0.09%             | 2048-03-25      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                 | SR UNSECURED 04/50 4.25       | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       70000 | PA      | $56118.30     | 0.02%             | 2050-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                 | SR UNSECURED 09/31 2.125      | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      330000 | PA      | $262563.32    | 0.11%             | 2031-09-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                 | SR UNSECURED 03/28 4.3        | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      580000 | PA      | $561949.04    | 0.24%             | 2028-03-25      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| DANONE SA                                       | SR UNSECURED 144A 11/23 2.589 | CUSIP: 23636TAD2<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      320000 | PA      | $313318.28    | 0.14%             | 2023-11-02      | Fixed         | 2.59%                 | Yes           | 2                  | On Loan: No      |
| DANSKE BANK A/S                                 | SR UNSECURED 144A 01/24 5.375 | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      240000 | PA      | $238077.38    | 0.10%             | 2024-01-12      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| DCERT BUYER INC                                 | 2019 TERM LOAN B              | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |       43566 | PA      | $42025.09     | 0.02%             | 2026-10-16      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| DEERE + COMPANY                                 | SR UNSECURED 04/50 3.75       | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |      260000 | PA      | $221365.76    | 0.10%             | 2050-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: —       |
| DEERFIELD DAKOTA HOLDING LLC                    | 2020 USD TERM LOAN B          | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |       87101 | PA      | $81194.85     | 0.04%             | 2027-04-09      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| DELTA AIR LINES INC                             | SR SECURED 144A 05/25 7       | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     1780000 | PA      | $1820543.90   | 0.79%             | 2025-05-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| DELTA AIR LINES/SKYMILES                        | SR SECURED 144A 10/28 4.75    | CUSIP: 830867AB3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | NA        |      550000 | PA      | $517720.57    | 0.22%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                        | SR UNSECURED 07/41 5.6        | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      140000 | PA      | $131378.21    | 0.06%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                        | SR UNSECURED 06/45 5          | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      440000 | PA      | $382178.77    | 0.17%             | 2045-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                        | SR UNSECURED 12/25 5.85       | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      120000 | PA      | $122209.64    | 0.05%             | 2025-12-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                          | COMPANY GUAR 12/29 3.5        | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      160000 | PA      | $140764.90    | 0.06%             | 2029-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                          | COMPANY GUAR 12/26 3.25       | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      140000 | PA      | $130412.72    | 0.06%             | 2026-12-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| DIRECTV FINANCING LLC                           | TERM LOAN                     | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       64898 | PA      | $63046.25     | 0.03%             | 2027-08-02      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| DISH DBS CORP                                   | COMPANY GUAR 06/29 5.125      | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $38712.00     | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| DISH DBS CORP                                   | SR SECURED 144A 12/28 5.75    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $55868.75     | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| DIVERSEY INC                                    | 2021 TERM LOAN B              | CUSIP: N2611UAF2<br>LEI: 549300SWLHWJF3D4N658 | Long             | LON              | CORP              | NL        |      173250 | PA      | $167186.25    | 0.07%             | 2028-09-29      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| DIVIDEND SOLAR LOANS LLC                        | DIV 2018 1 B 144A             | CUSIP: 255396AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      549531 | PA      | $497656.80    | 0.22%             | 2038-07-20      | Fixed         | 4.29%                 | Yes           | 2                  | On Loan: No      |
| DP WORLD PLC                                    | SR UNSECURED 144A 09/48 5.625 | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      330000 | PA      | $308940.72    | 0.13%             | 2048-09-25      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                           | 1ST MORTGAGE 03/32 2.85       | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       35000 | PA      | $29727.03     | 0.01%             | 2032-03-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                                | SR UNSECURED 08/47 3.95       | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      355000 | PA      | $270270.66    | 0.12%             | 2047-08-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY OHIO INC                            | 1ST MORTGAGE 02/29 3.65       | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      260000 | PA      | $242023.66    | 0.10%             | 2029-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| EAST OHIO GAS CO/THE                            | SR UNSECURED 144A 06/50 3     | CUSIP: 27409LAE3<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |       45000 | PA      | $28711.78     | 0.01%             | 2050-06-15      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| ECOPETROL SA                                    | SR UNSECURED 05/45 5.875      | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      770000 | PA      | $536273.69    | 0.23%             | 2045-05-28      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                             | SR UNSECURED 12/27 3.65       | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      140000 | PA      | $132322.57    | 0.06%             | 2027-12-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                             | SR UNSECURED 01/25 2.375      | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      210000 | PA      | $199493.00    | 0.09%             | 2025-01-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                              | SR UNSECURED 04/49 6.25       | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      320000 | PA      | $299427.34    | 0.13%             | 2049-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                              | SR UNSECURED 01/26 4.75       | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      240000 | PA      | $234004.83    | 0.10%             | 2026-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                              | SR UNSECURED 07/26 3.9        | CUSIP: 86765BAT6<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |      750000 | PA      | $708888.15    | 0.31%             | 2026-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                        | COMPANY GUAR 10/28 4.15       | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $977069.77    | 0.42%             | 2028-10-16      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| EOG RESOURCES INC                               | SR UNSECURED 04/35 3.9        | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      200000 | PA      | $179184.45    | 0.08%             | 2035-04-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| EOG RESOURCES INC                               | SR UNSECURED 01/26 4.15       | CUSIP: 26875PAP6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       70000 | PA      | $68703.21     | 0.03%             | 2026-01-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| EOG RESOURCES INC                               | SR UNSECURED 04/50 4.95       | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38357.81     | 0.02%             | 2050-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| EOG RESOURCES INC                               | SR UNSECURED 04/30 4.375      | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58249.00     | 0.03%             | 2030-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                        | SR UNSECURED 144A 01/31 4.75  | CUSIP: 26885BAL4<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | DBT              | CORP              | US        |      140000 | PA      | $114450.00    | 0.05%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| EQUATE PETROCHEMICAL BV                         | COMPANY GUAR 144A 11/26 4.25  | CUSIP: 29441WAC9<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |      240000 | PA      | $229265.28    | 0.10%             | 2026-11-03      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| EURO-BUND FUTURE  MAR23                         | XEUR 20230308                 | CUSIP: ADI26YV61<br>LEI: N/A                  | N/A              | DIR              |  | DE        |           9 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO-BUXL 30Y BND MAR23                         | XEUR 20230308                 | CUSIP: ADI26YV46<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          -2 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO-OAT FUTURE   MAR23                         | XEUR 20230308                 | CUSIP: ADI26ZJL9<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          14 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EXELON CORP                                     | SR UNSECURED 03/52 4.1        | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       65000 | PA      | $52302.34     | 0.02%             | 2052-03-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                         | SR UNSECURED 03/26 3.043      | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      130000 | PA      | $124134.93    | 0.05%             | 2026-03-01      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                         | SR UNSECURED 03/40 4.227      | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      205000 | PA      | $185042.86    | 0.08%             | 2040-03-19      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                         | SR UNSECURED 03/50 4.327      | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17643.48     | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                         | SR UNSECURED 03/25 2.992      | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      340000 | PA      | $327824.21    | 0.14%             | 2025-03-19      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                         | SR UNSECURED 03/30 3.482      | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      190000 | PA      | $177479.42    | 0.08%             | 2030-03-19      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                      | FNR 2018 44 PZ                | CUSIP: 3136B13S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     3051687 | PA      | $2778365.90   | 1.20%             | 2048-06-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                      | FNR 2014 6 Z                  | CUSIP: 3136AH6K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      124943 | PA      | $104291.96    | 0.05%             | 2044-02-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                      | FNR 2015 65 CZ                | CUSIP: 3136AP3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      129213 | PA      | $104823.16    | 0.05%             | 2045-09-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                      | FNR 2018 21 PO                | CUSIP: 3136B1RS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      681649 | PA      | $498808.29    | 0.22%             | 2048-04-25      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                      | FNR 2020 56 AQ                | CUSIP: 3136BBME9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      300000 | PA      | $241476.69    | 0.10%             | 2050-08-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                      | FNR 2020 96 IN                | CUSIP: 3136BDXA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      415069 | PA      | $66936.01     | 0.03%             | 2051-01-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                      | FNR 2021 18 ZG                | CUSIP: 3136BFTN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     2536577 | PA      | $1850035.14   | 0.80%             | 2050-06-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE                                      | FNR 2021 48 NS                | CUSIP: 3136BGHR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     1052691 | PA      | $31081.98     | 0.01%             | 2051-08-25      | Floating      | 0.13%                 | No            | 2                  | On Loan: No      |
| FANNIE MAE   CAS                                | CAS 2022 R04 1M2 144A         | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     2000000 | PA      | $1992534.00   | 0.86%             | 2042-03-25      | Floating      | 7.03%                 | Yes           | 2                  | On Loan: No      |
| FED HM LN PC POOL G08520                        | FG 01/43 FIXED 2.5            | CUSIP: 3128MJSJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      520992 | PA      | $454484.99    | 0.20%             | 2043-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL G08632                        | FG 03/45 FIXED 3.5            | CUSIP: 3128MJV23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      661425 | PA      | $619921.55    | 0.27%             | 2045-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL QC3242                        | FR 06/51 FIXED 3              | CUSIP: 3133AMS72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      513736 | PA      | $458189.73    | 0.20%             | 2051-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL QC7086                        | FR 09/51 FIXED 2.5            | CUSIP: 3133AR2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      631193 | PA      | $538838.61    | 0.23%             | 2051-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL QD2129                        | FR 11/51 FIXED 2              | CUSIP: 3133AYLJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      941516 | PA      | $771898.80    | 0.33%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL QD3960                        | FR 01/52 FIXED 2              | CUSIP: 3133B1MH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      373612 | PA      | $307238.38    | 0.13%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL QD6216                        | FR 02/52 FIXED 3              | CUSIP: 3133B33Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       98102 | PA      | $86720.88     | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL QK1449                        | FR 04/42 FIXED 2.5            | CUSIP: 3133D4TE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      188190 | PA      | $164300.87    | 0.07%             | 2042-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL QK1512                        | FR 05/42 FIXED 3              | CUSIP: 3133D4VD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      189075 | PA      | $169961.32    | 0.07%             | 2042-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL RA3913                        | FR 11/50 FIXED 2.5            | CUSIP: 3133KKK24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      245350 | PA      | $212172.99    | 0.09%             | 2050-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL RA5731                        | FR 08/51 FIXED 2              | CUSIP: 3133KMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      179692 | PA      | $147825.28    | 0.06%             | 2051-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL RB5138                        | FR 12/41 FIXED 2              | CUSIP: 3133KYV71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      184704 | PA      | $156277.11    | 0.07%             | 2041-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL RB5145                        | FR 02/42 FIXED 2              | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      564637 | PA      | $476855.24    | 0.21%             | 2042-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL SD0715                        | FR 09/51 FIXED 2              | CUSIP: 3132DMYL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1915640 | PA      | $1584300.97   | 0.69%             | 2051-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL SD0777                        | FR 11/51 FIXED 2.5            | CUSIP: 3132DM2J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       91960 | PA      | $78561.87     | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL SD1143                        | FR 09/50 FIXED 4.5            | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1300759 | PA      | $1275239.16   | 0.55%             | 2050-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL SD1218                        | FR 07/49 FIXED 4              | CUSIP: 3132DNK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      903364 | PA      | $866941.20    | 0.38%             | 2049-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL SD1305                        | FR 07/52 FIXED 5              | CUSIP: 3132DNNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      673100 | PA      | $669334.10    | 0.29%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL SD1749                        | FR 04/52 FIXED 2.5            | CUSIP: 3132DN5J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       99034 | PA      | $84698.18     | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL SD7525                        | FR 10/50 FIXED 2.5            | CUSIP: 3132DVLE3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |      672743 | PA      | $581982.12    | 0.25%             | 2050-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL SD7534                        | FR 02/51 FIXED 2.5            | CUSIP: 3132DVLP8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |      158654 | PA      | $137448.37    | 0.06%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL SD8146                        | FR 05/51 FIXED 2              | CUSIP: 3132DWBP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      346437 | PA      | $284891.69    | 0.12%             | 2051-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FED HM LN PC POOL SD8174                        | FR 10/51 FIXED 3              | CUSIP: 3132DWCK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2277866 | PA      | $2011915.08   | 0.87%             | 2051-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FED HOME LN DISCOUNT NT                         | DISCOUNT NOT 01/23 0.00000    | CUSIP: 313384AL3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     1190000 | PA      | $1188845.50   | 0.52%             | 2023-01-11      | None          | 0.01%                 | No            | 2                  | On Loan: No      |
| FED HOME LN DISCOUNT NT                         | DISCOUNT NOT 02/23 0.00000    | CUSIP: 313384BX6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     1190000 | PA      | $1183732.85   | 0.51%             | 2023-02-15      | None          | 0.01%                 | No            | 2                  | On Loan: No      |
| FED HOME LN DISCOUNT NT                         | DISCOUNT NOT 02/23 0.00000    | CUSIP: 313384CE7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     2720000 | PA      | $2703030.98   | 1.17%             | 2023-02-22      | None          | 0.01%                 | No            | 2                  | On Loan: No      |
| FED HOME LN DISCOUNT NT                         | DISCOUNT NOT 03/23 0.00000    | CUSIP: 313384CU1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     2150000 | PA      | $2133120.14   | 0.92%             | 2023-03-08      | None          | 0.01%                 | No            | 2                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                          | SR UNSECURED 02/47 5.625      | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      300000 | PA      | $237431.39    | 0.10%             | 2047-02-21      | Fixed         | 5.62%                 | No            | 2                  | On Loan: —       |
| FED REPUBLIC OF BRAZIL                          | SR UNSECURED 09/31 3.75       | CUSIP: 105756CE8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      950000 | PA      | $797893.95    | 0.35%             | 2031-09-12      | Fixed         | 3.75%                 | No            | 2                  | On Loan: —       |
| FNMA POOL AS7661                                | FN 08/46 FIXED 3              | CUSIP: 3138WHQP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      301993 | PA      | $268821.96    | 0.12%             | 2046-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL AX2501                                | FN 10/44 FIXED 4              | CUSIP: 3138Y3X71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      629022 | PA      | $607591.98    | 0.26%             | 2044-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL BF0546                                | FN 07/61 FIXED 2.5            | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      638838 | PA      | $535981.31    | 0.23%             | 2061-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL BF0560                                | FN 09/61 FIXED 2.5            | CUSIP: 3140FXTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       94372 | PA      | $79177.41     | 0.03%             | 2061-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL BS4941                                | FN 04/32 FIXED 2.46           | CUSIP: 3140LFP32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      978200 | PA      | $814269.04    | 0.35%             | 2032-04-01      | Fixed         | 2.46%                 | No            | 2                  | On Loan: No      |
| FNMA POOL BS6149                                | FN 08/32 FIXED 3.84           | CUSIP: 3140LGZP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100000 | PA      | $93854.47     | 0.04%             | 2032-08-01      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| FNMA POOL BS6215                                | FN 07/32 FIXED 3.84           | CUSIP: 3140LG3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100000 | PA      | $93972.61     | 0.04%             | 2032-07-01      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| FNMA POOL BS6565                                | FN 09/32 FIXED 3.74           | CUSIP: 3140LHJK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100000 | PA      | $95168.20     | 0.04%             | 2032-09-01      | Fixed         | 3.74%                 | No            | 2                  | On Loan: No      |
| FNMA POOL BS6949                                | FN 10/32 FIXED 3.98           | CUSIP: 3140LHWK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100000 | PA      | $94152.19     | 0.04%             | 2032-10-01      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| FNMA POOL BV7697                                | FN 04/42 FIXED 2.5            | CUSIP: 3140MMRT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      384933 | PA      | $336068.75    | 0.15%             | 2042-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL BV8546                                | FN 05/52 FIXED 3.5            | CUSIP: 3140MNP83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      190938 | PA      | $175733.44    | 0.08%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL CA7224                                | FN 10/50 FIXED 2              | CUSIP: 3140QFA25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       77474 | PA      | $63856.02     | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL CB0458                                | FN 05/51 FIXED 2.5            | CUSIP: 3140QKQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      507042 | PA      | $433327.91    | 0.19%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL CB3386                                | FN 04/42 FIXED 3.5            | CUSIP: 3140QNXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       96564 | PA      | $89756.75     | 0.04%             | 2042-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL CB3542                                | FN 05/42 FIXED 3              | CUSIP: 3140QN5C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       97293 | PA      | $87457.36     | 0.04%             | 2042-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL CB3614                                | FN 05/52 FIXED 4              | CUSIP: 3140QPAQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95232 | PA      | $90350.48     | 0.04%             | 2052-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL CB3833                                | FN 06/52 FIXED 3              | CUSIP: 3140QPHK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       96779 | PA      | $85490.87     | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FM4052                                | FN 09/50 FIXED VAR            | CUSIP: 3140X7QE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2526339 | PA      | $2185506.71   | 0.95%             | 2050-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FM8786                                | FN 10/51 FIXED VAR            | CUSIP: 3140XCXQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       90106 | PA      | $77485.14     | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FM9489                                | FN 11/51 FIXED VAR            | CUSIP: 3140XDRK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       92922 | PA      | $76181.60     | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FM9564                                | FN 02/50 FIXED VAR            | CUSIP: 3140XDTW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1055432 | PA      | $951047.06    | 0.41%             | 2050-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FM9934                                | FN 12/48 FIXED VAR            | CUSIP: 3140XEBC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      912186 | PA      | $823108.71    | 0.36%             | 2048-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FS0028                                | FN 09/51 FIXED VAR            | CUSIP: 3140XFA68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       92923 | PA      | $79907.21     | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FS0549                                | FN 02/52 FIXED VAR            | CUSIP: 3140XFTF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      284074 | PA      | $242730.71    | 0.11%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FS0734                                | FN 02/52 FIXED VAR            | CUSIP: 3140XFY88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95345 | PA      | $78406.63     | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FS1092                                | FN 04/52 FIXED VAR            | CUSIP: 3140XGGA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      569502 | PA      | $522118.88    | 0.23%             | 2052-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FS1240                                | FN 12/51 FIXED VAR            | CUSIP: 3140XGLW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       90054 | PA      | $82679.65     | 0.04%             | 2051-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FS1241                                | FN 01/52 FIXED VAR            | CUSIP: 3140XGLX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       96717 | PA      | $88894.12     | 0.04%             | 2052-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FS1289                                | FN 03/52 FIXED VAR            | CUSIP: 3140XGNF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      467538 | PA      | $418740.74    | 0.18%             | 2052-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FS1454                                | FN 04/52 FIXED VAR            | CUSIP: 3140XGTL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      193824 | PA      | $177701.89    | 0.08%             | 2052-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FS1462                                | FN 01/52 FIXED VAR            | CUSIP: 3140XGTU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      186228 | PA      | $172286.04    | 0.07%             | 2052-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FS1542                                | FN 04/42 FIXED VAR            | CUSIP: 3140XGWC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      190858 | PA      | $171564.31    | 0.07%             | 2042-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FS1555                                | FN 04/52 FIXED VAR            | CUSIP: 3140XGWR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      192101 | PA      | $176384.00    | 0.08%             | 2052-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FS1556                                | FN 05/52 FIXED VAR            | CUSIP: 3140XGWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      769730 | PA      | $709878.83    | 0.31%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FS1866                                | FN 05/52 FIXED VAR            | CUSIP: 3140XHCC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       98657 | PA      | $90400.34     | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FS1924                                | FN 03/51 FIXED VAR            | CUSIP: 3140XHD61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93876 | PA      | $80463.28     | 0.03%             | 2051-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FS2023                                | FN 05/52 FIXED VAR            | CUSIP: 3140XHG92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      196234 | PA      | $186053.28    | 0.08%             | 2052-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FS2040                                | FN 02/52 FIXED VAR            | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       96494 | PA      | $79110.68     | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FS2528                                | FN 01/51 FIXED VAR            | CUSIP: 3140XHY27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       97694 | PA      | $75650.07     | 0.03%             | 2051-01-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL FS3368                                | FN 03/52 FIXED VAR            | CUSIP: 3140XJW66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99246 | PA      | $84910.44     | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL MA2248                                | FN 04/45 FIXED 3              | CUSIP: 31418BQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      297651 | PA      | $266351.84    | 0.12%             | 2045-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL MA4256                                | FN 02/51 FIXED 2.5            | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1698448 | PA      | $1454180.97   | 0.63%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL MA4280                                | FN 03/51 FIXED 1.5            | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      350622 | PA      | $271507.91    | 0.12%             | 2051-03-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| FNMA POOL MA4325                                | FN 05/51 FIXED 2              | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      262282 | PA      | $215686.64    | 0.09%             | 2051-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL MA4606                                | FN 05/42 FIXED 2              | CUSIP: 31418EDL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      287894 | PA      | $243136.44    | 0.11%             | 2042-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL MA4632                                | FN 06/42 FIXED 3              | CUSIP: 31418EEE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      386766 | PA      | $347305.02    | 0.15%             | 2042-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FNMA POOL MA4643                                | FN 05/42 FIXED 3              | CUSIP: 31418EER7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95940 | PA      | $86240.99     | 0.04%             | 2042-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FNMA TBA 30 YR 2                                | SINGLE FAMILY MORTGAGE        | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4200000 | PA      | $3434812.50   | 1.49%             | 2053-01-12      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNMA TBA 30 YR 2                                | SINGLE FAMILY MORTGAGE        | CUSIP: 01F020620<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100000 | PA      | $81875.00     | 0.04%             | 2053-02-13      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNMA TBA 30 YR 2.5                              | SINGLE FAMILY MORTGAGE        | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3600000 | PA      | $3058875.00   | 1.33%             | 2051-12-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNMA TBA 30 YR 2.5                              | SINGLE FAMILY MORTGAGE        | CUSIP: 01F022626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      200000 | PA      | $170093.76    | 0.07%             | 2053-02-13      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNMA TBA 30 YR 3                                | SINGLE FAMILY MORTGAGE        | CUSIP: 01F030629<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      700000 | PA      | $616710.92    | 0.27%             | 2052-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FNMA TBA 30 YR 3                                | SINGLE FAMILY MORTGAGE        | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      700000 | PA      | $616273.42    | 0.27%             | 2052-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FNMA TBA 30 YR 3.5                              | SINGLE FAMILY MORTGAGE        | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2200000 | PA      | $2004234.32   | 0.87%             | 2049-02-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FNMA TBA 30 YR 3.5                              | SINGLE FAMILY MORTGAGE        | CUSIP: 01F032625<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      500000 | PA      | $455742.20    | 0.20%             | 2053-02-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FNMA TBA 30 YR 4                                | SINGLE FAMILY MORTGAGE        | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      500000 | PA      | $470156.25    | 0.20%             | 2053-01-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FNMA TBA 30 YR 4                                | SINGLE FAMILY MORTGAGE        | CUSIP: 01F040628<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1800000 | PA      | $1692843.84   | 0.73%             | 2053-02-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FNMA TBA 30 YR 4.5                              | SINGLE FAMILY MORTGAGE        | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      800000 | PA      | $772124.96    | 0.33%             | 2053-01-12      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FNMA TBA 30 YR 4.5                              | SINGLE FAMILY MORTGAGE        | CUSIP: 01F042624<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      900000 | PA      | $868640.58    | 0.38%             | 2053-02-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FNMA TBA 30 YR 5                                | SINGLE FAMILY MORTGAGE        | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      700000 | PA      | $690703.16    | 0.30%             | 2053-02-13      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FNMA TBA 30 YR 5.5                              | SINGLE FAMILY MORTGAGE        | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      300000 | PA      | $300972.66    | 0.13%             | 2053-02-13      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FNMA TBA 30 YR 6                                | SINGLE FAMILY MORTGAGE        | CUSIP: 01F060626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100000 | PA      | $101539.06    | 0.04%             | 2053-02-13      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FOCUS FINANCIAL PARTNERS, LLC                   | 2022 TERM LOAN B5             | CUSIP: 34416DAW8<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |      109725 | PA      | $108262.37    | 0.05%             | 2028-06-30      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                              | SR UNSECURED 02/32 3.25       | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1245083.50   | 0.54%             | 2032-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                              | SR UNSECURED 08/32 6.1        | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       90000 | PA      | $83261.16     | 0.04%             | 2032-08-19      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | SR UNSECURED 02/23 VAR        | CUSIP: 345397ZC0<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      410000 | PA      | $409610.85    | 0.18%             | 2023-02-15      | Floating      | 5.84%                 | No            | 2                  | On Loan: No      |
| FOX CORP                                        | SR UNSECURED 01/39 5.476      | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |       90000 | PA      | $82299.51     | 0.04%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                                     | FHR 4391 MZ                   | CUSIP: 3137BDMP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      128042 | PA      | $109898.38    | 0.05%             | 2044-09-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                                     | FHR 4481 B                    | CUSIP: 3137BJSE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     1096856 | PA      | $1048215.67   | 0.45%             | 2042-12-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                                     | FHR 4483 CA                   | CUSIP: 3137BJZ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     1771413 | PA      | $1666943.20   | 0.72%             | 2044-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                                     | FHR 5071 IH                   | CUSIP: 3137F9R37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      265100 | PA      | $35072.98     | 0.02%             | 2051-02-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC                                     | FHR 5085 NI                   | CUSIP: 3137FFZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     1423548 | PA      | $170214.46    | 0.07%             | 2051-03-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC   STACR                             | STACR 2022 DNA2 M1B 144A      | CUSIP: 35564KRF8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     1864000 | PA      | $1812117.24   | 0.79%             | 2042-02-25      | Floating      | 6.33%                 | Yes           | 2                  | On Loan: No      |
| FREEPORT MCMORAN INC                            | COMPANY GUAR 03/43 5.45       | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      470000 | PA      | $423958.80    | 0.18%             | 2043-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| FREEPORT MCMORAN INC                            | COMPANY GUAR 08/30 4.625      | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      120000 | PA      | $111795.60    | 0.05%             | 2030-08-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| GAINWELL ACQUISITION CORP.                      | TERM LOAN B                   | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      235482 | PA      | $220470.45    | 0.10%             | 2027-10-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| GENERAL DYNAMICS CORP                           | COMPANY GUAR 04/40 4.25       | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18352.81     | 0.01%             | 2040-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GENERAL DYNAMICS CORP                           | COMPANY GUAR 04/50 4.25       | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44513.21     | 0.02%             | 2050-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                          | SR UNSECURED 10/28 2.4        | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      275000 | PA      | $228409.40    | 0.10%             | 2028-10-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                          | SR UNSECURED 01/32 3.1        | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      285000 | PA      | $224104.82    | 0.10%             | 2032-01-12      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| GENESEE + WYOMING INC NEW                       | TERM LOAN                     | CUSIP: 55316HAB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |      236586 | PA      | $235047.88    | 0.10%             | 2026-12-30      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES INC                             | SR UNSECURED 04/24 3.7        | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      130000 | PA      | $127836.82    | 0.06%             | 2024-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                            | COMPANY GUAR 144A 03/27 4     | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      140000 | PA      | $132314.91    | 0.06%             | 2027-03-27      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                            | COMPANY GUAR 144A 03/24 4.125 | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      270000 | PA      | $265755.80    | 0.12%             | 2024-03-12      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                            | COMPANY GUAR 144A 04/26 1.625 | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      240000 | PA      | $212328.04    | 0.09%             | 2026-04-27      | Fixed         | 1.62%                 | Yes           | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                            | COMPANY GUAR 144A 09/51 3.375 | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      175000 | PA      | $114790.68    | 0.05%             | 2051-09-23      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: —       |
| GLOBAL MEDICAL RESPONSE INC                     | 2020 TERM LOAN B              | CUSIP: 00169QAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      267949 | PA      | $186728.56    | 0.08%             | 2025-10-02      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL 785662                             | G2 10/51 FIXED 2.5            | CUSIP: 3622ABFB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2372251 | PA      | $2046378.61   | 0.89%             | 2051-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL 785764                             | G2 11/51 FIXED 2.5            | CUSIP: 3622ABJH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      685790 | PA      | $592226.91    | 0.26%             | 2051-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL 786216                             | G2 06/52 FIXED 3.5            | CUSIP: 3622ABYM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      196935 | PA      | $180529.76    | 0.08%             | 2052-06-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA6711                             | G2 06/50 FIXED 3.5            | CUSIP: 36179VN48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      310507 | PA      | $289709.86    | 0.13%             | 2050-06-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA6997                             | G2 11/50 FIXED 3.5            | CUSIP: 36179VX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      374695 | PA      | $349335.94    | 0.15%             | 2050-11-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA7136                             | G2 01/51 FIXED 2.5            | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       66404 | PA      | $58034.06     | 0.03%             | 2051-01-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA7193                             | G2 02/51 FIXED 2.5            | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      410296 | PA      | $358454.35    | 0.16%             | 2051-02-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA7312                             | G2 04/51 FIXED 2.5            | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      153355 | PA      | $133822.23    | 0.06%             | 2051-04-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA7590                             | G2 09/51 FIXED 3              | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1008681 | PA      | $904398.55    | 0.39%             | 2051-09-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA7706                             | G2 11/51 FIXED 3              | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      179695 | PA      | $161005.24    | 0.07%             | 2051-11-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GNMA II POOL MA7883                             | G2 02/52 FIXED 3.5            | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      666118 | PA      | $615726.81    | 0.27%             | 2052-02-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GNMA II TBA 30 YR 2.5                           | JUMBOS                        | CUSIP: 21H022622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      100000 | PA      | $86867.19     | 0.04%             | 2053-02-21      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GNMA II TBA 30 YR 3                             | JUMBOS                        | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2100000 | PA      | $1874085.99   | 0.81%             | 2053-01-23      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GNMA II TBA 30 YR 3                             | JUMBOS                        | CUSIP: 21H030625<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      300000 | PA      | $267878.91    | 0.12%             | 2053-02-21      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GNMA II TBA 30 YR 3.5                           | JUMBOS                        | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1000000 | PA      | $920234.40    | 0.40%             | 2053-01-23      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GNMA II TBA 30 YR 3.5                           | JUMBOS                        | CUSIP: 21H032621<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      400000 | PA      | $368265.64    | 0.16%             | 2053-02-21      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GNMA II TBA 30 YR 4                             | JUMBOS                        | CUSIP: 21H040624<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1700000 | PA      | $1612476.52   | 0.70%             | 2053-02-21      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GNMA II TBA 30 YR 4.5                           | JUMBOS                        | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1400000 | PA      | $1360187.50   | 0.59%             | 2053-02-21      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GNMA II TBA 30 YR 5                             | JUMBOS                        | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1300000 | PA      | $1288777.36   | 0.56%             | 2053-02-21      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GNMA II TBA 30 YR 5.5                           | JUMBOS                        | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      900000 | PA      | $904464.81    | 0.39%             | 2053-02-21      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GNMA II TBA 30 YR 6                             | JUMBOS                        | CUSIP: 21H060622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      400000 | PA      | $405750.00    | 0.18%             | 2053-02-21      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | SR UNSECURED 07/42 VAR        | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      240000 | PA      | $164348.47    | 0.07%             | 2042-07-21      | Fixed         | 2.91%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | SR UNSECURED 03/24 3          | CUSIP: 38141GZP2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      550000 | PA      | $536492.73    | 0.23%             | 2024-03-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | SR UNSECURED 11/26 3.5        | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      270000 | PA      | $253357.07    | 0.11%             | 2026-11-16      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | SUBORDINATED 05/45 5.15       | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      290000 | PA      | $262055.02    | 0.11%             | 2045-05-22      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | SUBORDINATED 10/25 4.25       | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      270000 | PA      | $263870.75    | 0.11%             | 2025-10-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | SR UNSECURED 10/45 4.75       | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      300000 | PA      | $264606.17    | 0.11%             | 2045-10-21      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | SR UNSECURED 05/29 VAR        | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      500000 | PA      | $466620.09    | 0.20%             | 2029-05-01      | Fixed         | 4.22%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | SR UNSECURED 05/26 VAR        | CUSIP: 38141GXD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      555000 | PA      | $551092.60    | 0.24%             | 2026-05-15      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | SR UNSECURED 09/27 VAR        | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      165000 | PA      | $156922.74    | 0.07%             | 2027-09-10      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GNR 2021 57 BI                | CUSIP: 38382QCY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      689067 | PA      | $102669.11    | 0.04%             | 2051-03-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GNR 2021 115 MI               | CUSIP: 38382T4P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      524490 | PA      | $57543.75     | 0.02%             | 2051-05-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GNR 2021 103 SA               | CUSIP: 38382TZ56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     1280588 | PA      | $31860.52     | 0.01%             | 2051-04-20      | Floating      | 0.33%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GNR 2021 96 VI                | CUSIP: 38382UG39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      457776 | PA      | $63550.03     | 0.03%             | 2051-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GNR 2021 98 IG                | CUSIP: 38382TQ72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     1003625 | PA      | $160108.05    | 0.07%             | 2051-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GNR 2021 117 ID               | CUSIP: 38382WFQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      765416 | PA      | $91761.22     | 0.04%             | 2051-06-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GNR 2021 137 IQ               | CUSIP: 38382WXF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     1397645 | PA      | $214992.12    | 0.09%             | 2051-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GNR 2020 103 AD               | CUSIP: 38380PXV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      297844 | PA      | $237546.80    | 0.10%             | 2063-01-16      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GNR 2021 176 IN               | CUSIP: 38383CED8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      550362 | PA      | $75446.71     | 0.03%             | 2051-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GNR 2022 3 B                  | CUSIP: 38381ETU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      500000 | PA      | $297210.80    | 0.13%             | 2061-02-16      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GNR 2022 189 PT               | CUSIP: 38383LDU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       99331 | PA      | $82692.25     | 0.04%             | 2051-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GNR 2022 113 Z                | CUSIP: 38381HGG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     1212050 | PA      | $722637.12    | 0.31%             | 2061-09-16      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                  | GNR 2020 175 GI               | CUSIP: 38382LLM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      159475 | PA      | $17763.92     | 0.01%             | 2050-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                        | 2021 TERM LOAN B1             | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |      171516 | PA      | $164441.35    | 0.07%             | 2028-03-06      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| GRIFOLS WORLDWIDE OPERATIONS U                  | USD 2019 TERM LOAN B          | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      530000 | PA      | $511672.60    | 0.22%             | 2027-11-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                    | GSMS 2014 GC26 D 144A         | CUSIP: 36250HAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      763000 | PA      | $492290.12    | 0.21%             | 2047-11-10      | Floating      | 4.52%                 | Yes           | 2                  | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                    | GSMS 2015 GS1 XA              | CUSIP: 36252AAE6<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |     7639051 | PA      | $139004.76    | 0.06%             | 2048-11-10      | Floating      | 0.76%                 | No            | 2                  | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                    | GSMS 2018 RIVR C 144A         | CUSIP: 36255WAE5<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |      167000 | PA      | $135695.95    | 0.06%             | 2035-07-15      | Floating      | 5.57%                 | Yes           | 2                  | On Loan: No      |
| GSK CONSUMER HEALTHCARE                         | COMPANY GUAR 03/29 3.375      | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      260000 | PA      | $234301.94    | 0.10%             | 2029-03-24      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON CO                                  | SR UNSECURED 11/45 5          | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88886.95     | 0.04%             | 2045-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON CO                                  | SR UNSECURED 03/30 2.92       | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      105000 | PA      | $90315.17     | 0.04%             | 2030-03-01      | Fixed         | 2.92%                 | No            | 2                  | On Loan: —       |
| HARBOR FREIGHT TOOLS USA INC                    | 2021 TERM LOAN B              | CUSIP: 41151PAP0<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |      277873 | PA      | $264168.70    | 0.11%             | 2027-10-19      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST                  | HVMLT 2006 11 A1A             | CUSIP: 41162GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      453659 | PA      | $389631.42    | 0.17%             | 2036-12-19      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| HCA INC                                         | COMPANY GUAR 06/29 4.125      | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      220000 | PA      | $201339.25    | 0.09%             | 2029-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| HEALTH CARE SERVICE CORP                        | SR UNSECURED 144A 06/50 3.2   | CUSIP: 42218SAH1<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |      145000 | PA      | $100935.41    | 0.04%             | 2050-06-01      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| HELIOS ISSUER, LLC                              | SNVA 2021 C C 144A            | CUSIP: 86745RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      458648 | PA      | $315812.06    | 0.14%             | 2048-10-20      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| HELIOS ISSUER, LLC                              | SNVA 2020 AA A 144A           | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      377329 | PA      | $314773.29    | 0.14%             | 2047-06-20      | Fixed         | 2.98%                 | Yes           | 2                  | On Loan: No      |
| HERO FUNDING TRUST                              | HERO 2016 4A A2 144A          | CUSIP: 40417QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      102434 | PA      | $97771.89     | 0.04%             | 2047-09-20      | Fixed         | 4.29%                 | Yes           | 2                  | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                     | HERTZ 2022 4A A 144A          | CUSIP: 42806MBA6<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |      540000 | PA      | $516489.37    | 0.22%             | 2026-09-25      | Fixed         | 3.73%                 | Yes           | 2                  | On Loan: No      |
| HOME DEPOT INC                                  | SR UNSECURED 04/30 2.7        | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       70000 | PA      | $61067.21     | 0.03%             | 2030-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                  | SR UNSECURED 04/40 3.3        | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      120000 | PA      | $96146.76     | 0.04%             | 2040-04-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                  | SR UNSECURED 04/50 3.35       | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      260000 | PA      | $193614.04    | 0.08%             | 2050-04-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| HORIZON THERAPEUTICS USA INC                    | 2021 TERM LOAN B              | CUSIP: 44055UAD7<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |      277879 | PA      | $277531.44    | 0.12%             | 2028-03-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| HOSPITALITY MORTGAGE TRUST                      | HPLY 2019 HIT F 144A          | CUSIP: 40443RAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      385138 | PA      | $360889.74    | 0.16%             | 2036-11-15      | Floating      | 7.47%                 | Yes           | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                               | SR UNSECURED 09/26 VAR        | CUSIP: 404280BW8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      510000 | PA      | $502053.65    | 0.22%             | 2026-09-12      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                               | SR UNSECURED 06/26 VAR        | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      510000 | PA      | $465012.85    | 0.20%             | 2026-06-04      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                               | SUBORDINATED 03/33 VAR        | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $173899.81    | 0.08%             | 2033-03-29      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                      | SR UNSECURED 12/42 4.625      | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      140000 | PA      | $122721.25    | 0.05%             | 2042-12-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| HYLAND SOFTWARE INC                             | 2018 REFINANCING TERM LOAN    | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      218157 | PA      | $214939.38    | 0.09%             | 2024-07-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                         | SR UNSECURED 144A 10/25 1.8   | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       55000 | PA      | $49390.69     | 0.02%             | 2025-10-15      | Fixed         | 1.80%                 | Yes           | 2                  | On Loan: No      |
| IBM CORP                                        | SR UNSECURED 05/24 3          | CUSIP: 459200JY8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      320000 | PA      | $311323.75    | 0.13%             | 2024-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ICON LUXEMBOURG SARL                            | LUX TERM LOAN                 | CUSIP: L5000DAC1<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |       57935 | PA      | $57710.39     | 0.03%             | 2028-07-03      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ILLUMINA INC                                    | SR UNSECURED 03/23 0.55       | CUSIP: 452327AL3<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |      165000 | PA      | $163308.75    | 0.07%             | 2023-03-23      | Fixed         | 0.55%                 | No            | 2                  | On Loan: —       |
| IMPERIAL FUND LLC                               | IMPRL 2021 NQM2 M1 144A       | CUSIP: 452761AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1028000 | PA      | $561267.95    | 0.24%             | 2056-09-25      | Floating      | 2.49%                 | Yes           | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                            | BONDS 02/31 6.5               | CUSIP: ACI1Q75B0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 59120000000 | PA      | $3685624.54   | 1.60%             | 2031-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                      | SR UNSECURED 08/28 1.6        | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      190000 | PA      | $161717.65    | 0.07%             | 2028-08-12      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                      | SR UNSECURED 08/51 3.05       | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $65287.19     | 0.03%             | 2051-08-12      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S.A.                  | 2021 EXIT TERM LOAN B         | CUSIP: L5137LAQ8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | LON              | CORP              | LU        |      123073 | PA      | $118589.25    | 0.05%             | 2029-02-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| JANE STREET GROUP LLC                           | 2021 TERM LOAN                | CUSIP: 47077DAG5<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |      198127 | PA      | $191997.43    | 0.08%             | 2028-01-26      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| JAZZ FINANCING LUX SARL                         | USD TERM LOAN                 | CUSIP: G5080AAF9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      199851 | PA      | $197820.33    | 0.09%             | 2028-05-05      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| JOHNSON + JOHNSON                               | SR UNSECURED 03/37 3.625      | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      320000 | PA      | $283692.39    | 0.12%             | 2037-03-03      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| JOHNSON + JOHNSON                               | SR UNSECURED 09/25 0.55       | CUSIP: 478160CN2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      120000 | PA      | $108311.39    | 0.05%             | 2025-09-01      | Fixed         | 0.55%                 | No            | 2                  | On Loan: No      |
| JOHNSON + JOHNSON                               | SR UNSECURED 09/27 0.95       | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       40000 | PA      | $34502.42     | 0.01%             | 2027-09-01      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR                  | JPMCC 2016 JP2 B              | CUSIP: 46590MAW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      174000 | PA      | $146902.61    | 0.06%             | 2049-08-15      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR                  | JPMCC 2015 JP1 XA             | CUSIP: 46590KAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3475675 | PA      | $74518.47     | 0.03%             | 2049-01-15      | Floating      | 0.89%                 | No            | 2                  | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECU                  | JPMBB 2013 C17 C              | CUSIP: 46640UAK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      400000 | PA      | $381092.92    | 0.17%             | 2047-01-15      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECU                  | JPMBB 2014 C23 D 144A         | CUSIP: 46643AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      391000 | PA      | $337556.40    | 0.15%             | 2047-09-15      | Floating      | 3.98%                 | Yes           | 2                  | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECU                  | JPMBB 2014 C25 XA             | CUSIP: 46643PBG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3647701 | PA      | $43096.86     | 0.02%             | 2047-11-15      | Floating      | 0.81%                 | No            | 2                  | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECU                  | JPMBB 2015 C27 D 144A         | CUSIP: 46644AAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      704000 | PA      | $586628.13    | 0.25%             | 2048-02-15      | Floating      | 3.81%                 | Yes           | 2                  | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECU                  | JPMBB 2015 C28 XA             | CUSIP: 46644FAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6131339 | PA      | $92111.10     | 0.04%             | 2048-10-15      | Floating      | 0.95%                 | No            | 2                  | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECU                  | JPMBB 2015 C28 B              | CUSIP: 46644FAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      340000 | PA      | $310947.00    | 0.13%             | 2048-10-15      | Floating      | 3.99%                 | No            | 2                  | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECU                  | JPMBB 2015 C29 XA             | CUSIP: 46644RBB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5698681 | PA      | $64102.75     | 0.03%             | 2048-05-15      | Floating      | 0.57%                 | No            | 2                  | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECU                  | JPMBB 2015 C30 XA             | CUSIP: 46644UBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8009298 | PA      | $75378.71     | 0.03%             | 2048-07-15      | Floating      | 0.43%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE + CO                             | SR UNSECURED 02/26 VAR        | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      160000 | PA      | $150530.64    | 0.07%             | 2026-02-24      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE + CO                             | SUBORDINATED 09/24 3.875      | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      540000 | PA      | $528797.66    | 0.23%             | 2024-09-10      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE + CO                             | SR UNSECURED 12/29 VAR        | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      940000 | PA      | $884674.50    | 0.38%             | 2029-12-05      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE + CO                             | SR UNSECURED 04/31 VAR        | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      320000 | PA      | $262621.30    | 0.11%             | 2031-04-22      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE + CO                             | SR UNSECURED 04/51 VAR        | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      110000 | PA      | $72647.99     | 0.03%             | 2051-04-22      | Fixed         | 3.11%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE + CO                             | SR UNSECURED 04/32 VAR        | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      270000 | PA      | $217084.25    | 0.09%             | 2032-04-22      | Fixed         | 2.58%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE + CO                             | SR UNSECURED 06/29 VAR        | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      215000 | PA      | $179898.50    | 0.08%             | 2029-06-01      | Fixed         | 2.07%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE + CO                             | SR UNSECURED 01/33 VAR        | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      265000 | PA      | $216118.71    | 0.09%             | 2033-01-25      | Fixed         | 2.96%                 | No            | 2                  | On Loan: No      |
| JPN 10Y BOND(OSE) MAR23                         | XOSE 20230313                 | CUSIP: ADI26ZJJ4<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          -4 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                         | SR UNSECURED 144A 04/30 5.375 | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      200000 | PA      | $178674.19    | 0.08%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| KINDER MORGAN ENER PART                         | COMPANY GUAR 01/38 6.95       | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      355000 | PA      | $378683.47    | 0.16%             | 2038-01-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN INC                               | COMPANY GUAR 03/28 4.3        | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      110000 | PA      | $105552.61    | 0.05%             | 2028-03-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| KRATON CORPORATION                              | 2022 USD TERM LOAN            | CUSIP: 23292DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       73992 | PA      | $73229.42     | 0.03%             | 2029-03-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| L3HARRIS TECH INC                               | SR UNSECURED 04/45 5.054      | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       80000 | PA      | $72035.89     | 0.03%             | 2045-04-27      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                            | SR UNSECURED 08/24 3.2        | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      860000 | PA      | $817174.80    | 0.35%             | 2024-08-08      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| LENNAR CORP                                     | COMPANY GUAR 04/24 4.5        | CUSIP: 526057BZ6<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98698.13     | 0.04%             | 2024-04-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LENNAR CORP                                     | COMPANY GUAR 11/27 4.75       | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38542.37     | 0.02%             | 2027-11-29      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                           | 2019 TERM LOAN B              | CUSIP: 52729KAP1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |      146988 | PA      | $140556.91    | 0.06%             | 2027-03-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                        | SR UNSECURED 11/28 VAR        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $360802.78    | 0.16%             | 2028-11-07      | Fixed         | 3.57%                 | No            | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORP                            | SR UNSECURED 06/53 4.15       | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      320000 | PA      | $273328.70    | 0.12%             | 2053-06-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORP                            | SR UNSECURED 01/26 3.55       | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48617.77     | 0.02%             | 2026-01-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORP                            | SR UNSECURED 06/32 3.9        | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47196.41     | 0.02%             | 2032-06-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| LONG GILT FUTURE  MAR23                         | IFLL 20230329                 | CUSIP: ADI27GKW4<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          14 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LOWE S COS INC                                  | SR UNSECURED 04/30 4.5        | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48045.90     | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MACH I                                          | MAACH 2019 1 A 144A           | CUSIP: 55446MAA5<br>LEI: 549300ODEK8HY3445C77 | Long             | ABS-O            | CORP              | KY        |      339590 | PA      | $274493.74    | 0.12%             | 2039-10-15      | Fixed         | 3.47%                 | Yes           | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORP                         | SR UNSECURED 12/26 5.125      | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      185000 | PA      | $184098.08    | 0.08%             | 2026-12-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| MARS INC                                        | COMPANY GUAR 144A 04/25 2.7   | CUSIP: 571676AA3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      140000 | PA      | $133370.08    | 0.06%             | 2025-04-01      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| MARS INC                                        | COMPANY GUAR 144A 04/30 3.2   | CUSIP: 571676AB1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       80000 | PA      | $71661.57     | 0.03%             | 2030-04-01      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| MASTERCARD INC                                  | SR UNSECURED 03/50 3.85       | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42240.25     | 0.02%             | 2050-03-26      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| MCAFEE LLC                                      | 2021 USD TERM LOAN B          | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      248593 | PA      | $211614.76    | 0.09%             | 2028-07-27      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| MCDONALD S CORP                                 | SR UNSECURED 07/27 3.5        | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      300000 | PA      | $285005.10    | 0.12%             | 2027-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MCDONALD S CORP                                 | SR UNSECURED 07/30 3.6        | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      190000 | PA      | $174733.95    | 0.08%             | 2030-07-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| MCDONALD S CORP                                 | SR UNSECURED 03/47 4.45       | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      230000 | PA      | $200661.24    | 0.09%             | 2047-03-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| MED TRUST                                       | MED 2021 MDLN D 144A          | CUSIP: 58403YAR7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      396000 | PA      | $374240.12    | 0.16%             | 2038-11-15      | Floating      | 6.32%                 | Yes           | 2                  | On Loan: No      |
| MEDLINE BORROWER, LP                            | USD TERM LOAN B               | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      203263 | PA      | $192892.52    | 0.08%             | 2028-10-23      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| MERCK + CO INC                                  | SR UNSECURED 02/26 0.75       | CUSIP: 58933YAY1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      200000 | PA      | $177283.27    | 0.08%             | 2026-02-24      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| MERCK + CO INC                                  | SR UNSECURED 06/30 1.45       | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      120000 | PA      | $96021.62     | 0.04%             | 2030-06-24      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                         | SR UNSECURED 11/42 7.75       | CUSIP: ACI01W4Q2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   144850000 | PA      | $6485970.67   | 2.81%             | 2042-11-13      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                         | SR UNSECURED 11/34 7.75       | CUSIP: ACI087B66<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     8220000 | PA      | $381001.52    | 0.17%             | 2034-11-23      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| MICROSOFT CORP                                  | SR UNSECURED 03/62 3.041      | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       70000 | PA      | $48887.90     | 0.02%             | 2062-03-17      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| MICROSOFT CORP                                  | SR UNSECURED 08/26 2.4        | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      770000 | PA      | $718330.07    | 0.31%             | 2026-08-08      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| MICROSOFT CORP                                  | SR UNSECURED 03/52 2.921      | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      260000 | PA      | $185723.05    | 0.08%             | 2052-03-17      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                        | SR SECURED 144A 06/27 6.5     | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      297019 | PA      | $295296.99    | 0.13%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| MIRION TECHNOLOGIES INC                         | TERM LOAN                     | CUSIP: 60470HAB3<br>LEI: 549300EBD5JHM14L3R48 | Long             | LON              | CORP              | US        |       94050 | PA      | $92169.00     | 0.04%             | 2028-10-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| MISTER CAR WASH HLDNGS INC                      | 2019 TERM LOAN B              | CUSIP: 60646CAF4<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |       47781 | PA      | $47063.84     | 0.02%             | 2026-05-14      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| MITCHELL INTERNATIONAL  INC                     | 2021 TERM LOAN B              | CUSIP: 60662WAS1<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |      258050 | PA      | $237199.56    | 0.10%             | 2028-10-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                          | SR UNSECURED 07/25 1.412      | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      435000 | PA      | $395348.48    | 0.17%             | 2025-07-17      | Fixed         | 1.41%                 | No            | 2                  | On Loan: No      |
| MOLSON COORS BEVERAGE                           | COMPANY GUAR 07/26 3          | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46459.42     | 0.02%             | 2026-07-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MOLSON COORS BEVERAGE                           | COMPANY GUAR 07/46 4.2        | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39029.59     | 0.02%             | 2046-07-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| MONDELEZ INTERNATIONAL                          | SR UNSECURED 05/25 1.5        | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      390000 | PA      | $361240.62    | 0.16%             | 2025-05-04      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| MONONGAHELA POWER CO                            | 1ST MORTGAGE 144A 12/43 5.4   | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $140668.71    | 0.06%             | 2043-12-15      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                  | SUBORDINATED 09/36 VAR        | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      520000 | PA      | $378346.99    | 0.16%             | 2036-09-16      | Fixed         | 2.48%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                  | SR UNSECURED 01/33 VAR        | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      115000 | PA      | $93356.52     | 0.04%             | 2033-01-21      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                  | SR UNSECURED 04/25 VAR        | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      270000 | PA      | $263558.33    | 0.11%             | 2025-04-17      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                  | SR UNSECURED 04/28 VAR        | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      205000 | PA      | $195260.22    | 0.08%             | 2028-04-20      | Fixed         | 4.21%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                  | MSC 2015 UBS8 XA              | CUSIP: 61691ABM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5886728 | PA      | $114505.70    | 0.05%             | 2048-12-15      | Floating      | 0.86%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY MORTGAGE LOAN T                  | MSM 2005 3AR 2A1              | CUSIP: 61745M4N0<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-O            | CORP              | US        |      239067 | PA      | $204362.90    | 0.09%             | 2035-07-25      | Floating      | 2.92%                 | No            | 2                  | On Loan: No      |
| MOSAIC SOLAR LOANS LLC                          | MSAIC 2017 1A A 144A          | CUSIP: 61946EAA6<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |      211722 | PA      | $202716.69    | 0.09%             | 2042-06-20      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| MOSAIC SOLAR LOANS LLC                          | MSAIC 2020 1A A 144A          | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      256167 | PA      | $226184.32    | 0.10%             | 2046-04-20      | Fixed         | 2.10%                 | Yes           | 2                  | On Loan: No      |
| MOSAIC SOLAR LOANS LLC                          | MSAIC 2020 2A B 144A          | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      288460 | PA      | $240868.36    | 0.10%             | 2046-08-20      | Fixed         | 2.21%                 | Yes           | 2                  | On Loan: No      |
| MOSAIC SOLAR LOANS LLC                          | MSAIC 2021 3A B 144A          | CUSIP: 61946TAB1<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |      405906 | PA      | $306227.65    | 0.13%             | 2052-06-20      | Fixed         | 1.92%                 | Yes           | 2                  | On Loan: No      |
| MPLX LP                                         | SR UNSECURED 04/48 4.7        | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      400000 | PA      | $317581.50    | 0.14%             | 2048-04-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                         | COMPANY GUAR 03/31 3.5        | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |      110000 | PA      | $75403.19     | 0.03%             | 2031-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MTN COMMERCIAL MORTGAGE TRUST                   | MTN 2022 LPFL A 144A          | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      540000 | PA      | $525641.51    | 0.23%             | 2039-03-15      | Floating      | 5.73%                 | Yes           | 2                  | On Loan: No      |
| NASDAQ INC                                      | SR UNSECURED 03/52 3.95       | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |       45000 | PA      | $34479.57     | 0.01%             | 2052-03-07      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| NATIONAL SECS CLEARING                          | SR UNSECURED 144A 04/25 1.5   | CUSIP: 637639AB1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |      250000 | PA      | $231914.89    | 0.10%             | 2025-04-23      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                             | SR UNSECURED 144A 08/24 0.8   | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $185376.03    | 0.08%             | 2024-08-12      | Fixed         | 0.80%                 | Yes           | 2                  | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                      | NAVSL 2020 A A2A 144A         | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      244416 | PA      | $218798.25    | 0.09%             | 2068-11-15      | Fixed         | 2.46%                 | Yes           | 2                  | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN                   | NRZT 2022 NQM4 A1 144A        | CUSIP: 64831UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      483687 | PA      | $484211.02    | 0.21%             | 2062-06-25      | Floating      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                        | SR SECURED 144A 06/25 0.95    | CUSIP: 64952WDQ3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90620.13     | 0.04%             | 2025-06-24      | Fixed         | 0.95%                 | Yes           | 2                  | On Loan: No      |
| NEXSTAR BROADCASTING INC                        | 2019 TERM LOAN B4             | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |      230753 | PA      | $228618.78    | 0.10%             | 2026-09-18      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| NIKE INC                                        | SR UNSECURED 03/30 2.85       | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |      280000 | PA      | $250866.91    | 0.11%             | 2030-03-27      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| NIKE INC                                        | SR UNSECURED 03/40 3.25       | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |      130000 | PA      | $105924.54    | 0.05%             | 2040-03-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NIKE INC                                        | SR UNSECURED 03/50 3.375      | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |       40000 | PA      | $31498.99     | 0.01%             | 2050-03-27      | Fixed         | 3.38%                 | No            | 2                  | On Loan: —       |
| NISSAN MOTOR CO                                 | SR UNSECURED 144A 09/25 3.522 | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      410000 | PA      | $381184.35    | 0.17%             | 2025-09-17      | Fixed         | 3.52%                 | Yes           | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                 | SR UNSECURED 144A 09/27 4.345 | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      300000 | PA      | $272318.62    | 0.12%             | 2027-09-17      | Fixed         | 4.34%                 | Yes           | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                 | SR UNSECURED 144A 09/23 3.043 | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $195947.00    | 0.08%             | 2023-09-15      | Fixed         | 3.04%                 | Yes           | 2                  | On Loan: No      |
| NORTHROP GRUMMAN CORP                           | SR UNSECURED 01/25 2.93       | CUSIP: 666807BM3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      160000 | PA      | $153556.47    | 0.07%             | 2025-01-15      | Fixed         | 2.93%                 | No            | 2                  | On Loan: No      |
| NORTHROP GRUMMAN CORP                           | SR UNSECURED 01/28 3.25       | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      290000 | PA      | $267920.85    | 0.12%             | 2028-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NORTHROP GRUMMAN CORP                           | SR UNSECURED 05/40 5.15       | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      320000 | PA      | $311912.57    | 0.14%             | 2040-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| NVIDIA CORP                                     | SR UNSECURED 04/30 2.85       | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |       90000 | PA      | $78592.58     | 0.03%             | 2030-04-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| NVIDIA CORP                                     | SR UNSECURED 04/40 3.5        | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      240000 | PA      | $195587.38    | 0.08%             | 2040-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NVIDIA CORP                                     | SR UNSECURED 04/50 3.5        | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      170000 | PA      | $128742.80    | 0.06%             | 2050-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NVIDIA CORP                                     | SR UNSECURED 04/60 3.7        | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      170000 | PA      | $126519.11    | 0.05%             | 2060-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                          | COMPANY GUAR 06/26 3.875      | CUSIP: 62954HAZ1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NA        |      245000 | PA      | $233447.67    | 0.10%             | 2026-06-18      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | SR UNSECURED 09/36 6.45       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51000.00     | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | SR UNSECURED 09/30 6.625      | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       60000 | PA      | $62002.80     | 0.03%             | 2030-09-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | SR UNSECURED 01/31 6.125      | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       85000 | PA      | $85781.12     | 0.04%             | 2031-01-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                        | SR UNSECURED 144A 06/31 3.75  | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      260000 | PA      | $217360.00    | 0.09%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                        | SR UNSECURED 144A 06/51 5.125 | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      220000 | PA      | $166400.96    | 0.07%             | 2051-06-23      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                   | 2021 USD TERM LOAN B          | CUSIP: 68163YAB1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |       99000 | PA      | $94820.22     | 0.04%             | 2028-11-09      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                     | SR UNSECURED 04/60 3.85       | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      340000 | PA      | $227689.21    | 0.10%             | 2060-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| ORBIA ADVANCE CORP SAB                          | COMPANY GUAR 144A 05/31 2.875 | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      490000 | PA      | $382812.50    | 0.17%             | 2031-05-11      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| OTIS WORLDWIDE CORP                             | SR UNSECURED 04/25 2.056      | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      140000 | PA      | $131085.82    | 0.06%             | 2025-04-05      | Fixed         | 2.06%                 | No            | 2                  | On Loan: No      |
| OWENS + MINOR INC                               | COMPANY GUAR 144A 04/30 6.625 | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |       95000 | PA      | $81643.00     | 0.04%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS + ELECTRIC                          | 1ST MORTGAGE 02/31 2.5        | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      255000 | PA      | $199253.77    | 0.09%             | 2031-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PAYPAL HOLDINGS INC                             | SR UNSECURED 06/25 1.65       | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      270000 | PA      | $250441.54    | 0.11%             | 2025-06-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| PCI GAMING AUTHORITY                            | TERM LOAN                     | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |      270000 | PA      | $267975.00    | 0.12%             | 2026-05-29      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| PEPSICO INC                                     | SR UNSECURED 05/30 1.625      | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      170000 | PA      | $139005.11    | 0.06%             | 2030-05-01      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| PERATON CORP                                    | TERM LOAN B                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |      115754 | PA      | $112835.35    | 0.05%             | 2028-02-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                        | COMPANY GUAR 01/28 5.999      | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      760000 | PA      | $755516.00    | 0.33%             | 2028-01-27      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| PETSMART INC                                    | 2021 TERM LOAN B              | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       69124 | PA      | $67503.79     | 0.03%             | 2028-02-11      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                      | SR UNSECURED 05/25 0.8        | CUSIP: 717081EX7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      270000 | PA      | $246840.66    | 0.11%             | 2025-05-28      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| PFIZER INC                                      | SR UNSECURED 05/30 1.7        | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      280000 | PA      | $230801.97    | 0.10%             | 2030-05-28      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                          | SR UNSECURED 05/23 1.125      | CUSIP: 718172CQ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      190000 | PA      | $187641.42    | 0.08%             | 2023-05-01      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                          | SR UNSECURED 03/42 4.5        | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       80000 | PA      | $67867.83     | 0.03%             | 2042-03-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PHOENIX GUARANTOR INC                           | 2020 TERM LOAN B              | CUSIP: 71913BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      237954 | PA      | $222537.43    | 0.10%             | 2026-03-05      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| PILOT TRAVEL CENTERS LLC                        | 2021 TERM LOAN B              | CUSIP: 72165NBH1<br>LEI: 549300115UILLXNE1Z49 | Long             | LON              | CORP              | US        |       38496 | PA      | $38004.68     | 0.02%             | 2028-08-04      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| PIONEER NATURAL RESOURCE                        | SR UNSECURED 08/30 1.9        | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      170000 | PA      | $133564.34    | 0.06%             | 2030-08-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| PRA HEALTH SCIENCES, INC.                       | US TERM LOAN                  | CUSIP: L5000DAD9<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | US        |       14434 | PA      | $14378.57     | 0.01%             | 2028-07-03      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| PRIME SECURITY SERV BOROWR LLC                  | 2021 TERM LOAN                | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |      186112 | PA      | $184269.78    | 0.08%             | 2026-09-23      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL LFE GLB FND II                        | SECURED 144A 06/25 1.25       | CUSIP: 74256LEE5<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |      110000 | PA      | $100121.03    | 0.04%             | 2025-06-23      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| PRKCM TRUST                                     | PRKCM 2021 AFC2 A1 144A       | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      133412 | PA      | $108456.02    | 0.05%             | 2056-11-25      | Floating      | 2.07%                 | Yes           | 2                  | On Loan: No      |
| PRKCM TRUST                                     | PRKCM 2022 AFC1 A1A 144A      | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      507428 | PA      | $485950.47    | 0.21%             | 2057-04-25      | Floating      | 4.10%                 | Yes           | 2                  | On Loan: No      |
| PROCTER + GAMBLE CO/THE                         | SR UNSECURED 03/30 3          | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91423.70     | 0.04%             | 2030-03-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PROJECT ALPHA INTERMEDIATE HDG                  | 2021 TERM LOAN B              | CUSIP: 74339DAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      184492 | PA      | $179649.27    | 0.08%             | 2024-04-26      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| PROSUS NV                                       | SR UNSECURED 144A 08/50 4.027 | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      310000 | PA      | $194699.96    | 0.08%             | 2050-08-03      | Fixed         | 4.03%                 | Yes           | 2                  | On Loan: No      |
| PROSUS NV                                       | SR UNSECURED 144A 02/51 3.832 | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      210000 | PA      | $127755.87    | 0.06%             | 2051-02-08      | Fixed         | 3.83%                 | Yes           | 2                  | On Loan: No      |
| PROSUS NV                                       | SR UNSECURED 144A 07/31 3.061 | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      570000 | PA      | $441027.67    | 0.19%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           | 2                  | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                        | SR UNSECURED 144A 09/37 VAR   | CUSIP: ACI208T77<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | CORP              | AR        |      540000 | PA      | $186300.00    | 0.08%             | 2037-09-01      | Variable      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                        | SR UNSECURED 12/47 3.905      | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      190000 | PA      | $152489.47    | 0.07%             | 2047-12-07      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| RACKSPACE TECHNOLOGY GLOBAL                     | 2021 TERM LOAN B              | CUSIP: 75009XAB6<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |      277879 | PA      | $172662.76    | 0.07%             | 2028-02-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | TER LOAN B                    | CUSIP: 75041EAB8<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |       75000 | PA      | $62718.75     | 0.03%             | 2025-07-09      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| RAYTHEON TECH CORP                              | SR UNSECURED 06/42 4.5        | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       80000 | PA      | $72518.66     | 0.03%             | 2042-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| RAYTHEON TECH CORP                              | SR UNSECURED 11/28 4.125      | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      160000 | PA      | $153447.64    | 0.07%             | 2028-11-16      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| RAYTHEON TECH CORP                              | SR UNSECURED 03/52 3.03       | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      240000 | PA      | $164020.59    | 0.07%             | 2052-03-15      | Fixed         | 3.03%                 | No            | 2                  | On Loan: No      |
| RAYTHEON TECH CORP                              | SR UNSECURED 07/30 2.25       | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      110000 | PA      | $91826.90     | 0.04%             | 2030-07-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| RBSSP RESECURITIZATION TRUST                    | RBSSP 2009 5 2A3 144A         | CUSIP: 74928WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      659577 | PA      | $302455.57    | 0.13%             | 2037-10-26      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| REGIONALCARE HOSPITAL PARTNERS                  | 2018 TERM LOAN B              | CUSIP: 75915TAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       35193 | PA      | $33099.17     | 0.01%             | 2025-11-16      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| RELIANCE INDUSTRIES LTD                         | SR UNSECURED 144A 01/52 3.625 | CUSIP: 759470BD8<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |      330000 | PA      | $218168.27    | 0.09%             | 2052-01-12      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | SR UNSECURED 04/32 3.25       | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      430000 | PA      | $312616.44    | 0.14%             | 2032-04-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | SR UNSECURED 02/42 4.125      | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      440000 | PA      | $276062.60    | 0.12%             | 2042-02-22      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                           | SR UNSECURED 01/28 3.5        | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      320000 | PA      | $303727.75    | 0.13%             | 2028-01-11      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF KENYA                               | SR UNSECURED 144A 01/34 6.3   | CUSIP: 491798AL8<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      370000 | PA      | $284160.00    | 0.12%             | 2034-01-23      | Fixed         | 6.30%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF NIGERIA                             | SR UNSECURED 144A 02/30 7.143 | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      210000 | PA      | $160578.60    | 0.07%             | 2030-02-23      | Fixed         | 7.14%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PANAMA                              | SR UNSECURED 04/53 4.3        | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      200000 | PA      | $145474.27    | 0.06%             | 2053-04-29      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PANAMA                              | SR UNSUB 09/32 2.252          | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      200000 | PA      | $148107.51    | 0.06%             | 2032-09-29      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                | SR UNSECURED 03/37 6.55       | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      460000 | PA      | $483256.05    | 0.21%             | 2037-03-14      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| REPUBLIC SERVICES INC                           | SR UNSECURED 08/24 2.5        | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      230000 | PA      | $220502.09    | 0.10%             | 2024-08-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Repurchase Agreement                            | FIXED INC CLEARING CORP.REPO  | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |      392045 | PA      | $392045.07    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I                   | RFMSI 2007 S4 A5              | CUSIP: 74958YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      161587 | PA      | $131866.92    | 0.06%             | 2037-04-25      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                            | SR UNSECURED 06/25 1.15       | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      310000 | PA      | $283981.47    | 0.12%             | 2025-06-10      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| SANDS CHINA LTD                                 | SR UNSECURED 08/25 5.625      | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      390000 | PA      | $373561.60    | 0.16%             | 2025-08-08      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                          | SR UNSECURED 01/28 VAR        | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      135000 | PA      | $115987.39    | 0.05%             | 2028-01-06      | Fixed         | 2.49%                 | No            | 2                  | On Loan: No      |
| SCIENTIFIC GAMES INTL INC                       | 2022 USD TERM LOAN            | CUSIP: 80875AAT8<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |      268650 | PA      | $264332.79    | 0.11%             | 2029-04-14      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURIT                  | SGCMS 2016 C5 XA              | CUSIP: 78419CAG9<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-O            | CORP              | US        |     3228119 | PA      | $140712.41    | 0.06%             | 2048-10-10      | Floating      | 1.88%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                         | COMPANY GUAR 05/26 2.875      | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      130000 | PA      | $122632.18    | 0.05%             | 2026-05-10      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                         | COMPANY GUAR 04/30 2.75       | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      240000 | PA      | $210940.67    | 0.09%             | 2030-04-06      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| SHELL INTERNATIONAL FIN                         | COMPANY GUAR 04/50 3.25       | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      330000 | PA      | $238474.98    | 0.10%             | 2050-04-06      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SIERRA PACIFIC POWER CO                         | GENL REF MOR 05/26 2.6        | CUSIP: 826418BM6<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $929757.13    | 0.40%             | 2026-05-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| SINOPEC GRP OVERSEA 2014                        | COMPANY GUAR 144A 04/24 4.375 | CUSIP: 82937WAE5<br>LEI: 549300ZIMV82UUECOQ45 | Long             | DBT              | CORP              | VG        |      330000 | PA      | $327545.11    | 0.14%             | 2024-04-10      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| SLG OFFICE TRUST                                | SLG 2021 OVA E 144A           | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      260000 | PA      | $182556.63    | 0.08%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGR                  | SOFI 2017 D BFX 144A          | CUSIP: 78471CAC3<br>LEI: 549300RC6OGKQI1MHM67 | Long             | ABS-O            | CORP              | US        |      350000 | PA      | $304361.05    | 0.13%             | 2040-09-25      | Fixed         | 3.61%                 | Yes           | 2                  | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGR                  | SOFI 2018 B BFX 144A          | CUSIP: 83404RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $462593.55    | 0.20%             | 2047-08-25      | Fixed         | 3.83%                 | Yes           | 2                  | On Loan: No      |
| SOFR 1YR MIDCURVE JAN23P 95.62                  | EXP 01/13/2023                | CUSIP: ADI2BJ641<br>LEI: N/A                  | N/A              | DIR              |  | US        |          93 | NC      | $12206.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SOFR 1YR MIDCURVE JAN23P 95.87                  | EXP 01/13/2023                | CUSIP: ADI2BKVL2<br>LEI: N/A                  | N/A              | DIR              |  | US        |          95 | NC      | $34437.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SOLIS IV BV                                     | USD TERM LOAN B1              | CUSIP: N8137FAB6<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      248750 | PA      | $217877.64    | 0.09%             | 2029-02-26      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                      | 2021 TERM LOAN                | CUSIP: 83600VAE1<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |      270000 | PA      | $248400.00    | 0.11%             | 2026-12-11      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| SOUTHERN COPPER CORP                            | SR UNSECURED 11/42 5.25       | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |      450000 | PA      | $429205.54    | 0.19%             | 2042-11-08      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                          | COMPANY GUAR 02/29 5.375      | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |       75000 | PA      | $69529.50     | 0.03%             | 2029-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                          | COMPANY GUAR 02/32 4.75       | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |       70000 | PA      | $59821.30     | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| STATE OF ISRAEL                                 | SR UNSECURED 07/30 2.75       | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      310000 | PA      | $281247.50    | 0.12%             | 2030-07-03      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| State Street Navigator Securities Lending Trust | Prime Portfolio               | CUSIP: 638995910<br>LEI: 5493005HD34MZLK62085 | Long             | STIV             | RF                | US        |     2400625 | NS      | $2400625.00   | 1.04%             |  |  |  | No            | 1                  | On Loan: No      |
| STATION CASINOS LLC                             | 2020 TERM LOAN B              | CUSIP: 85769EAZ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      277832 | PA      | $270741.31    | 0.12%             | 2027-02-08      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MOR                  | SARM 2008 1 A2                | CUSIP: 86358DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      547056 | PA      | $420802.37    | 0.18%             | 2037-10-25      | Floating      | 3.55%                 | No            | 2                  | On Loan: No      |
| SUNNOVA SOL III ISSUER LLC                      | SNVA 2021 1 A 144A            | CUSIP: 86745QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      458324 | PA      | $349592.75    | 0.15%             | 2056-04-28      | Fixed         | 2.58%                 | Yes           | 2                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                             | COMPANY GUAR 01/31 3.75       | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      430000 | PA      | $360908.42    | 0.16%             | 2031-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                             | COMPANY GUAR 01/32 3.125      | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       80000 | PA      | $62373.69     | 0.03%             | 2032-01-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| SWS075507 CDS USD R F  1.00000                  | 1%   20 Dec 2027              | CUSIP: 99S1U8N39<br>LEI: N/A                  | N/A              | DCR              |  | US        |    40739000 | PA      | $325749.04    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| T MOBILE USA INC                                | COMPANY GUAR 04/25 3.5        | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      350000 | PA      | $336815.58    | 0.15%             | 2025-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| T MOBILE USA INC                                | COMPANY GUAR 04/30 3.875      | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      430000 | PA      | $390530.34    | 0.17%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| T MOBILE USA INC                                | COMPANY GUAR 02/26 2.25       | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      205000 | PA      | $186416.67    | 0.08%             | 2026-02-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| T MOBILE USA INC                                | COMPANY GUAR 04/29 3.375      | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44033.05     | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| T MOBILE USA INC                                | COMPANY GUAR 04/31 3.5        | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      770000 | PA      | $664655.15    | 0.29%             | 2031-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| T MOBILE USA INC                                | COMPANY GUAR 02/31 2.55       | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      500000 | PA      | $409959.01    | 0.18%             | 2031-02-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| T MOBILE USA INC                                | COMPANY GUAR 10/52 3.4        | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      230000 | PA      | $155592.65    | 0.07%             | 2052-10-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                            | COMPANY GUAR 04/52 4.95       | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       40000 | PA      | $31818.44     | 0.01%             | 2052-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                            | COMPANY GUAR 07/27 5.2        | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      170000 | PA      | $166867.17    | 0.07%             | 2027-07-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES PARTNERS                        | COMPANY GUAR 02/31 4.875      | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |      140000 | PA      | $125658.82    | 0.05%             | 2031-02-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TEACHERS INSUR + ANNUITY                        | SUBORDINATED 144A 09/44 4.9   | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |       80000 | PA      | $73575.01     | 0.03%             | 2044-09-15      | Fixed         | 4.90%                 | Yes           | 2                  | On Loan: No      |
| TELEFONICA EMISIONES SAU                        | COMPANY GUAR 03/47 5.213      | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      150000 | PA      | $121204.34    | 0.05%             | 2047-03-08      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| TENCENT HOLDINGS LTD                            | SR UNSECURED 144A 04/51 3.84  | CUSIP: 88032WBC9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |      320000 | PA      | $228425.26    | 0.10%             | 2051-04-22      | Fixed         | 3.84%                 | Yes           | 2                  | On Loan: No      |
| TENNESSEE GAS PIPELINE                          | COMPANY GUAR 144A 03/30 2.9   | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $25206.69     | 0.01%             | 2030-03-01      | Fixed         | 2.90%                 | Yes           | 2                  | On Loan: No      |
| TEVA PHARMACEUTICALS NE                         | COMPANY GUAR 10/26 3.15       | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     1700000 | PA      | $1486650.00   | 0.64%             | 2026-10-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INC                           | SR UNSECURED 05/30 1.75       | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      110000 | PA      | $90762.30     | 0.04%             | 2030-05-04      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| TEXTAINER MARINE CONTAINERS LI                  | TMCL 2020 2A A 144A           | CUSIP: 88315LAG3<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |      391778 | PA      | $340549.68    | 0.15%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           | 2                  | On Loan: No      |
| TORONTO DOMINION BANK                           | SR UNSECURED 06/25 1.15       | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $273662.63    | 0.12%             | 2025-06-12      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                   | 2020 TERM LOAN F              | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      156637 | PA      | $154535.05    | 0.07%             | 2025-12-09      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| TRAVERSE MIDSTREAM PARTNERS LL                  | TERM LOAN B                   | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |       48272 | PA      | $48106.03     | 0.02%             | 2024-09-27      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| TREASURY BILL                                   | 05/23 0.00000                 | CUSIP: 912796ZF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      170000 | PA      | $166974.79    | 0.07%             | 2023-05-25      | None          | 0.01%                 | No            | 2                  | On Loan: No      |
| TRICORBRAUN HOLDINGS INC.                       | 2021 TERM LOAN                | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |       68971 | PA      | $65658.92     | 0.03%             | 2028-03-03      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| TRITON CONTAINER                                | COMPANY GUAR 144A 06/24 1.15  | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |       90000 | PA      | $83313.42     | 0.04%             | 2024-06-07      | Fixed         | 1.15%                 | Yes           | 2                  | On Loan: No      |
| TRITON CONTAINER/TAL INT                        | COMPANY GUAR 03/32 3.25       | CUSIP: 89681LAA0<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |      160000 | PA      | $123630.40    | 0.05%             | 2032-03-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| TRITON WATER HOLDINGS, INC.                     | TERM LOAN                     | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |      277884 | PA      | $257459.87    | 0.11%             | 2028-03-31      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| TTAN                                            | TTN 2021 MHC A 144A           | CUSIP: 87303TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      523020 | PA      | $506695.98    | 0.22%             | 2038-03-15      | Floating      | 5.17%                 | Yes           | 2                  | On Loan: No      |
| TTAN                                            | TTN 2021 MHC F 144A           | CUSIP: 87303TAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      379930 | PA      | $351532.18    | 0.15%             | 2038-03-15      | Floating      | 7.22%                 | Yes           | 2                  | On Loan: No      |
| UBS BARCLAYS COMMERCIAL MORTGA                  | UBSBB 2013 C5 C 144A          | CUSIP: 90270YAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      393000 | PA      | $375995.95    | 0.16%             | 2046-03-10      | Floating      | 4.07%                 | Yes           | 2                  | On Loan: No      |
| UBS GROUP AG                                    | SR UNSECURED 144A 03/28 4.253 | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      340000 | PA      | $317955.96    | 0.14%             | 2028-03-23      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| UBS GROUP AG                                    | JR SUBORDINA 144A 12/99 VAR   | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $491997.96    | 0.21%             | 2099-12-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| UFC HOLDINGS LLC                                | 2021 TERM LOAN B              | CUSIP: 90266UAJ2<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |      194735 | PA      | $191923.29    | 0.08%             | 2026-04-29      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| ULTIMATE SOFTWARE GROUP INC                     | TERM LOAN B                   | CUSIP: 90385KAB7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      121226 | PA      | $116680.25    | 0.05%             | 2026-05-04      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                              | SR UNSECURED 07/25 3.75       | CUSIP: 907818ES3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       70000 | PA      | $68072.86     | 0.03%             | 2025-07-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                              | SR UNSECURED 03/60 3.839      | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      120000 | PA      | $93502.61     | 0.04%             | 2060-03-20      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                              | SR UNSECURED 02/27 2.15       | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45211.16     | 0.02%             | 2027-02-05      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                              | SR UNSECURED 02/70 3.75       | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      150000 | PA      | $110011.14    | 0.05%             | 2070-02-05      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                              | SR UNSECURED 04/36 2.891      | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      270000 | PA      | $215630.33    | 0.09%             | 2036-04-06      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| UNITED AIRLINES INC                             | SR SECURED 144A 04/29 4.625   | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |       65000 | PA      | $56595.22     | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| UNITED AIRLINES, INC.                           | 2021 TERM LOAN B              | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |       83512 | PA      | $82306.58     | 0.04%             | 2028-04-21      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                           | SR UNSECURED 01/28 3.75       | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      205000 | PA      | $193411.34    | 0.08%             | 2028-01-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                           | SR UNSECURED 05/31 2.659      | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $160917.81    | 0.07%             | 2031-05-24      | Fixed         | 2.66%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                           | SR UNSECURED 08/41 4.28       | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      450000 | PA      | $346157.35    | 0.15%             | 2041-08-14      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | SR UNSECURED 08/59 3.875      | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      300000 | PA      | $236117.50    | 0.10%             | 2059-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | SR UNSECURED 01/26 1.25       | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      240000 | PA      | $217790.22    | 0.09%             | 2026-01-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | SR UNSECURED 05/31 2.3        | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      220000 | PA      | $183722.48    | 0.08%             | 2031-05-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | SR UNSECURED 05/29 4          | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95545.01     | 0.04%             | 2029-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                          | SR UNSECURED 05/32 4.2        | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       80000 | PA      | $76160.38     | 0.03%             | 2032-05-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| UPSTART SECURITIZATION TRUST                    | UPST 2021 3 C 144A            | CUSIP: 91679LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $429387.85    | 0.19%             | 2031-07-20      | Fixed         | 3.28%                 | Yes           | 2                  | On Loan: No      |
| US 10YR FUT OPTN  FEB23C 114                    | EXP 01/27/2023                | CUSIP: ADI2BYZB0<br>LEI: N/A                  | N/A              | DIR              |  | US        |          93 | NC      | $29062.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| US 10YR FUT OPTN  FEB23P 109                    | EXP 01/27/2023                | CUSIP: ADI2B0TP0<br>LEI: N/A                  | N/A              | DIR              |  | US        |          87 | NC      | $9515.63      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US 10YR FUT OPTN  MAR23C 115.5                  | EXP 02/24/2023                | CUSIP: ADI2C27W4<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -75 | NC      | $-23437.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| US 10YR NOTE (CBT)MAR23                         | XCBT 20230322                 | CUSIP: ADI26YV04<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -312 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US 10YR ULTRA FUT MAR23                         | XCBT 20230322                 | CUSIP: ADI26ZBM5<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -72 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US 2YR NOTE (CBT) MAR23                         | XCBT 20230331                 | CUSIP: ADI27GZW8<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -34 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US 5YR NOTE (CBT) MAR23                         | XCBT 20230331                 | CUSIP: ADI27GKS3<br>LEI: N/A                  | N/A              | DIR              |  | US        |         953 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US BANCORP                                      | SR UNSECURED 05/25 1.45       | CUSIP: 91159HHZ6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      280000 | PA      | $259800.53    | 0.11%             | 2025-05-12      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| US LONG BOND(CBT) MAR23                         | XCBT 20230322                 | CUSIP: ADI26YSS7<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -54 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US TREASURY N/B                                 | 11/48 3.375                   | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      690000 | PA      | $614725.55    | 0.27%             | 2048-11-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                 | 05/50 1.25                    | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12440000 | PA      | $6773679.52   | 2.94%             | 2050-05-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                 | 05/51 2.375                   | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      200000 | PA      | $145015.44    | 0.06%             | 2051-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                 | 05/41 2.25                    | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2110000 | PA      | $1597049.29   | 0.69%             | 2041-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                 | 08/51 2                       | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      410000 | PA      | $271497.90    | 0.12%             | 2051-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                 | 02/52 2.25                    | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1500000 | PA      | $1055035.65   | 0.46%             | 2052-02-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                 | 02/42 2.375                   | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3000000 | PA      | $2307084.30   | 1.00%             | 2042-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                 | 05/52 2.875                   | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1230000 | PA      | $996558.79    | 0.43%             | 2052-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                 | 08/52 3                       | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      750000 | PA      | $625600.05    | 0.27%             | 2052-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                 | 11/42 4                       | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      630000 | PA      | $621351.42    | 0.27%             | 2042-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| US TREASURY N/B                                 | 09/27 4.125                   | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      210000 | PA      | $211112.41    | 0.09%             | 2027-09-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                                 | 10/29 4                       | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1900000 | PA      | $1905208.28   | 0.83%             | 2029-10-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| US ULTRA BOND CBT MAR23                         | XCBT 20230322                 | CUSIP: ADI26YTH0<br>LEI: N/A                  | N/A              | DIR              |  | US        |         180 | NC      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VALE OVERSEAS LIMITED                           | COMPANY GUAR 11/36 6.875      | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      170000 | PA      | $179466.11    | 0.08%             | 2036-11-21      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| VAULT DI ISSUER LLC                             | VAULT 2021 1A A2 144A         | CUSIP: 92243JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $426771.25    | 0.18%             | 2046-07-15      | Fixed         | 2.80%                 | Yes           | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                          | SR UNSECURED 11/42 3.85       | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      610000 | PA      | $486534.23    | 0.21%             | 2042-11-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                          | SR UNSECURED 02/29 3.875      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      550000 | PA      | $517155.79    | 0.22%             | 2029-02-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                          | SR UNSECURED 11/40 2.65       | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16988.79     | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                          | SR UNSECURED 03/32 2.355      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1024015.26   | 0.44%             | 2032-03-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                          | SR UNSECURED 03/52 3.875      | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      525000 | PA      | $400975.25    | 0.17%             | 2052-03-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: —       |
| VERSCEND HOLDING CORP                           | 2021 TERM LOAN B              | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       68944 | PA      | $68365.65     | 0.03%             | 2025-08-27      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| VERTICAL US NEWCO INC                           | TERM LOAN B                   | CUSIP: D9000BAD4<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | US        |      195545 | PA      | $187846.15    | 0.08%             | 2027-07-30      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| VERUS SECURITIZATION TRUST                      | VERUS 2021 R1 M1 144A         | CUSIP: 92538BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1092917.55   | 0.47%             | 2063-10-25      | Floating      | 2.34%                 | Yes           | 2                  | On Loan: No      |
| VERUS SECURITIZATION TRUST                      | VERUS 2021 4 M1 144A          | CUSIP: 92538HAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $503186.40    | 0.22%             | 2066-07-25      | Floating      | 2.19%                 | Yes           | 2                  | On Loan: No      |
| VERUS SECURITIZATION TRUST                      | VERUS 2022 6 A1 144A          | CUSIP: 92539AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      282441 | PA      | $280427.78    | 0.12%             | 2067-06-25      | Floating      | 4.91%                 | Yes           | 2                  | On Loan: No      |
| VISA INC                                        | SR UNSECURED 12/25 3.15       | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      200000 | PA      | $192837.82    | 0.08%             | 2025-12-14      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| VISA INC                                        | SR UNSECURED 12/45 4.3        | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      160000 | PA      | $146905.21    | 0.06%             | 2045-12-14      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                     | SR UNSECURED 09/28 1.5        | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       80000 | PA      | $68714.89     | 0.03%             | 2028-09-22      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                     | SR UNSECURED 09/31 1.8        | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       40000 | PA      | $32671.76     | 0.01%             | 2031-09-22      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                        | COMPANY GUAR 144A 03/27 3.755 | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      250000 | PA      | $225703.21    | 0.10%             | 2027-03-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                        | COMPANY GUAR 144A 03/32 4.279 | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      430000 | PA      | $354694.18    | 0.15%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                        | COMPANY GUAR 144A 03/42 5.05  | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       20000 | PA      | $15376.39     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                        | COMPANY GUAR 144A 03/52 5.141 | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      300000 | PA      | $219155.14    | 0.09%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           | 2                  | On Loan: No      |
| WASHINGTON MUTUAL ASSET BACKED                  | WMABS 2006 HE5 2A2            | CUSIP: 93934XAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       55730 | PA      | $18413.17     | 0.01%             | 2036-10-25      | Floating      | 3.82%                 | No            | 2                  | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PAS                  | WMALT 2006 4 3A5              | CUSIP: 939344AQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      672798 | PA      | $551276.29    | 0.24%             | 2036-05-25      | Floating      | 6.35%                 | No            | 2                  | On Loan: No      |
| WEA FINANCE LLC/WESTFIEL                        | COMPANY GUAR 144A 09/24 3.75  | CUSIP: 92890HAC6<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      220000 | PA      | $208022.13    | 0.09%             | 2024-09-17      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO + COMPANY                           | SR UNSECURED 04/26 VAR        | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $186272.98    | 0.08%             | 2026-04-30      | Fixed         | 2.19%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO + COMPANY                           | SR UNSECURED 03/33 VAR        | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      360000 | PA      | $304331.07    | 0.13%             | 2033-03-02      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO + COMPANY                           | SR UNSECURED 04/53 VAR        | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $1745645.73   | 0.76%             | 2053-04-25      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO + COMPANY                           | SR UNSECURED 10/26 3          | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      430000 | PA      | $397918.12    | 0.17%             | 2026-10-23      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO + COMPANY                           | SR UNSECURED 06/27 VAR        | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      245000 | PA      | $227178.70    | 0.10%             | 2027-06-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO + COMPANY                           | SR UNSECURED 10/30 VAR        | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      235000 | PA      | $200337.83    | 0.09%             | 2030-10-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG                  | WFCM 2019 C53 XA              | CUSIP: 95002BAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4276462 | PA      | $203579.24    | 0.09%             | 2052-10-15      | Floating      | 1.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG                  | WFCM 2015 NXS2 XA             | CUSIP: 94989MAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9196447 | PA      | $115012.61    | 0.05%             | 2058-07-15      | Floating      | 0.61%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG                  | WFCM 2015 P2 XA               | CUSIP: 95000AAX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3539141 | PA      | $76857.06     | 0.03%             | 2048-12-15      | Floating      | 0.93%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG                  | WFCM 2016 C35 B               | CUSIP: 95000FAY2<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-O            | CORP              | US        |      328000 | PA      | $276454.64    | 0.12%             | 2048-07-15      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                        | SR UNSECURED 02/50 5.5        | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1417776.20   | 0.61%             | 2050-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                        | SR UNSECURED 01/23 VAR        | CUSIP: 958667AD9<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89865.00     | 0.04%             | 2023-01-13      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                        | SR UNSECURED 02/25 3.35       | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      240000 | PA      | $227217.60    | 0.10%             | 2025-02-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                        | SR UNSECURED 02/30 4.3        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      900000 | PA      | $778518.91    | 0.34%             | 2030-02-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| WESTJET AIRLINES LTD                            | TERM LOAN B                   | CUSIP: C4927UAB8<br>LEI: 5493004LHNGMD0JHE251 | Long             | LON              | CORP              | CA        |       67839 | PA      | $61542.66     | 0.03%             | 2026-12-11      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                          | SR UNSECURED 06/27 3.75       | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      250000 | PA      | $235707.15    | 0.10%             | 2027-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                          | SR UNSECURED 10/51 3.5        | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      125000 | PA      | $85760.72     | 0.04%             | 2051-10-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| WORKDAY INC                                     | SR UNSECURED 04/29 3.7        | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |       95000 | PA      | $87123.84     | 0.04%             | 2029-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| WORKDAY INC                                     | SR UNSECURED 04/32 3.8        | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88608.96     | 0.04%             | 2032-04-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: —       |
| ZELIS HEALTHCARE CORPORATION                    | 2021 TERM LOAN                | CUSIP: 98932TAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      191886 | PA      | $189468.06    | 0.08%             | 2026-09-30      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-02-23

**Name of Applicant:** MML Series Investment Fund II

**Signature:** /s/ Renee Hitchcock

**Name of Signer:** Renee Hitchcock

**Title:** Treasurer and CFO