# EDGAR Filing Document

**Accession Number:** 0001655146
**File Stem:** 0001145549-25-053093
**Filing Date:** 2025-8
**Character Count:** 1040420
**Document Hash:** 1df6e51de9b2a4b2bea2e01808646150
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-053093.hdr.sgml**: 20250825

**ACCESSION NUMBER**: 0001145549-25-053093

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250825

**DATE AS OF CHANGE**: 20250825

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN FUNDS STRATEGIC BOND FUND
- **CENTRAL INDEX KEY:** 0001655146

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23101
- **FILM NUMBER:** 251249269

**BUSINESS ADDRESS:**
- **STREET 1:** 6455 IRVINE CENTER DRIVE
- **CITY:** IRVINE
- **STATE:** CA
- **ZIP:** 92618
- **BUSINESS PHONE:** 213-486-9200

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

## Series and Classes Contracts Data

### American Funds Strategic Bond Fund (Series ID: S000052313)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000164459 | Class 529-A   | CANAX           |
| C000164460 | Class F-2     | ANBFX           |
| C000164461 | Class R-1     | RANAX           |
| C000164462 | Class R-2     | RANBX           |
| C000164463 | Class R-2E    | RANHX           |
| C000164464 | Class R-3     | RANCX           |
| C000164465 | Class R-4     | RANEX           |
| C000164466 | Class R-5     | RANFX           |
| C000164467 | Class R-5E    | RANJX           |
| C000164468 | Class R-6     | RANGX           |
| C000164470 | Class 529-C   | CANCX           |
| C000164471 | Class 529-E   | CANEX           |
| C000164472 | Class 529-F-1 | CANFX           |
| C000164473 | Class A       | ANBAX           |
| C000164475 | Class C       | ANBCX           |
| C000164476 | Class F-1     | ANBEX           |
| C000179994 | Class F-3     | ANBGX           |
| C000189484 | Class 529-T   | TSFBX           |
| C000189485 | Class T       | TFSBX           |
| C000224627 | Class 529-F-2 | FSBMX           |
| C000224628 | Class 529-F-3 | FBSSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** American Funds Strategic Bond Fund

- **b. Investment Company Act file number:** 811-23101

- **c. CIK number of Registrant:** 0001655146

- **d. LEI of Registrant:** 549300WL12I3ETOMST62

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

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

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92618

  - **Telephone number:** 9499755000

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

- **a. Name of Series:** American Funds Strategic Bond Fund

- **b. EDGAR series identifier (if any):** S000052313

- **c. LEI of Series:** 549300WL12I3ETOMST62

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $26981393991.23

**Total Liabilities:** $7064906897.26

**Net Assets:** $19916487093.97

**Delayed Delivery Securities:** $3122289.57

**Cash Not Reported:** $65097987.12

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -14360.838950000000 | **1-Year:** -273255.544100000000 | **5-Year:** -1128820.883000000000 | **10-Year:** -1882975.612000000000 | **30-Year:** -797487.082700000000

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

- **3-Month:** -9856.870974000000 | **1-Year:** -230266.885500000000 | **5-Year:** -2610323.959000000000 | **10-Year:** -303639.428600000000 | **30-Year:** -112231.300300000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000164459 | 1.30%                | -1.07%               | 1.59%                |
| Class ID C000164460 | 1.41%                | -1.07%               | 1.54%                |
| Class ID C000164461 | 1.30%                | -1.18%               | 1.52%                |
| Class ID C000164462 | 1.31%                | -1.18%               | 1.54%                |
| Class ID C000164463 | 1.30%                | -1.18%               | 1.59%                |
| Class ID C000164464 | 1.41%                | -1.18%               | 1.53%                |
| Class ID C000164465 | 1.30%                | -1.07%               | 1.60%                |
| Class ID C000164466 | 1.30%                | -1.07%               | 1.67%                |
| Class ID C000164467 | 1.41%                | -1.07%               | 1.53%                |
| Class ID C000164468 | 1.41%                | -1.07%               | 1.57%                |
| Class ID C000164470 | 1.31%                | -1.18%               | 1.50%                |
| Class ID C000164471 | 1.41%                | -1.18%               | 1.54%                |
| Class ID C000164472 | 1.41%                | -1.07%               | 1.53%                |
| Class ID C000164473 | 1.41%                | -1.18%               | 1.58%                |
| Class ID C000164475 | 1.31%                | -1.18%               | 1.52%                |
| Class ID C000164476 | 1.41%                | -1.18%               | 1.59%                |
| Class ID C000179994 | 1.30%                | -1.07%               | 1.68%                |
| Class ID C000189484 | 1.30%                | -1.07%               | 1.64%                |
| Class ID C000189485 | 1.41%                | -1.07%               | 1.55%                |
| Class ID C000224627 | 1.30%                | -1.07%               | 1.66%                |
| Class ID C000224628 | 1.30%                | -1.07%               | 1.67%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-20560787.57            | $-37734471.28                              |
| Month 2  | $-35629182.13            | $-154265035.21                             |
| Month 3  | $-9179448.39             | $298164796.48                              |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BBCMS 2025-5C34                                                              | BBCMS 2025-5C34 B FRN 05-15-58                                                                     | CUSIP: 07337BAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      590000 | PA      | $621170.29     | 0.00%             | 2058-05-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V15                                                               | BMARK 2025-V15 B FRN 06-15-58                                                                      | CUSIP: 08164CAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1236000 | PA      | $1296051.06    | 0.01%             | 2058-06-15      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V15                                                               | BMARK 2025-V15 C FRN 06-15-58                                                                      | CUSIP: 08164CAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1578000 | PA      | $1611511.99    | 0.01%             | 2058-06-15      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| BX 2025-GW                                                                   | BX 2025-GW B 144A FRN 07-15-42                                                                     | CUSIP: 12433GAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3110000 | PA      | $3121985.94    | 0.02%             | 2042-07-15      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_14-UBS6                                             | COMM 2014-UBS6 C FRN 12-10-47/12-12-24                                                             | CUSIP: 12592PBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100274 | PA      | $99059.56      | 0.00%             | 2047-12-10      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_15-GC29                            | CGCMT 15-GC29 C FRN 04-10-48/25                                                                    | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2277125.00    | 0.01%             | 2048-04-10      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_14-GC25                            | CGCMT 2014-GC25 B FRN 10-10-47                                                                     | CUSIP: 17322YAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1385791 | PA      | $1343992.42    | 0.01%             | 2047-10-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_15-P1                              | CGCMT 2015-P1 B FRN 09-15-48                                                                       | CUSIP: 17324DAX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1185188 | PA      | $1176009.90    | 0.01%             | 2048-09-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_16-C5                                  | CSAIL 2016-C5 C FRN 11-15-48                                                                       | CUSIP: 12636LBE9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-CBDO         | CORP              | US        |     1826500 | PA      | $1790421.15    | 0.01%             | 2048-11-15      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| CFCRE 2017-C8                                                                | CFCRE 2017-C8 C FRN 06-15-50                                                                       | CUSIP: 12532CBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $649970.30     | 0.00%             | 2050-06-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_18-B2                              | CGCMT 18-B2 B FRN 03-10-51/03-10-28                                                                | CUSIP: 17327FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3300000 | PA      | $3045306.00    | 0.02%             | 2051-03-10      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_19-G44                                              | COMM 2019-GC44 C FRN 08-15-57                                                                      | CUSIP: 12655TBR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3331004.00    | 0.02%             | 2057-08-15      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_20-GC46                            | CGCMT 20-GC46 B FRN 3.15% 02-15-53/30                                                              | CUSIP: 17328RBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      675000 | PA      | $588676.95     | 0.00%             | 2053-02-15      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| VIBRANT CLO LTD VIBR_21-12A                                                  | VIBR 2021-12A C1R CLO 144A FRN 04-20-34                                                            | CUSIP: 92558WAY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     3287000 | PA      | $3295973.51    | 0.02%             | 2034-04-20      | Variable      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| VIBRANT CLO LTD VIBR_21-12A                                                  | VIBR 2021-12A BR CLO 144A FRN 04-20-34                                                             | CUSIP: 92558WAW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      897000 | PA      | $898569.75     | 0.00%             | 2034-04-20      | Variable      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| VERD 2024-1A                                                                 | VERD-24-1 C 144A 6.25% 12-12-31/08-14-28                                                           | CUSIP: 92339MAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      210000 | PA      | $217672.56     | 0.00%             | 2031-12-12      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VALLEY STREAM PARK CLO LTD VYSPK_22-1A                                       | VYSPK 2022-1A ARR CLO 144A FRN 01-20-37                                                            | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-O            | CORP              | JE        |    20000000 | PA      | $19999340.00   | 0.10%             | 2037-01-20      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-3                             | WLAKE 22-3 C 144A 6.44% 12-15-27/08-15-25                                                          | CUSIP: 96043PAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1602744 | PA      | $1611434.24    | 0.01%             | 2027-12-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1                             | WLAKE 23-1 B 144A 5.41% 01-18-28/04-15-25                                                          | CUSIP: 96042XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      176784 | PA      | $176946.64     | 0.00%             | 2028-01-18      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1                             | WLAKE 23-1 D 144A 6.79% 11-15-28/02-17-26                                                          | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1207000 | PA      | $1234150.26    | 0.01%             | 2028-11-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1                             | WLAKE 23-1 C 144A 5.74% 08-15-28/10-15-25                                                          | CUSIP: 96042XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      412000 | PA      | $414624.44     | 0.00%             | 2028-08-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                             | WLAKE 23-3 C 144A 6.02% 09-15-28                                                                   | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      483000 | PA      | $490036.34     | 0.00%             | 2028-09-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                             | WLAKE 23-3 D 144A 6.47% 03-15-29                                                                   | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      269000 | PA      | $275829.91     | 0.00%             | 2029-03-15      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| WFLOOR 2024-1A                                                               | WFLOOR 24-1 A 144A 5.43% 02-15-28/02-17-26                                                         | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4470000 | PA      | $4488085.62    | 0.02%             | 2028-02-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                                | WLAKE 24-1 B 144A 5.55% 11-15-27                                                                   | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      496000 | PA      | $498590.61     | 0.00%             | 2027-11-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                                | WLAKE 24-1 D 144A 6.02% 10-15-29                                                                   | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2010000 | PA      | $2051896.44    | 0.01%             | 2029-10-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                                | WLAKE 24-1 C 144A 5.65% 02-15-29                                                                   | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      521000 | PA      | $526603.88     | 0.00%             | 2029-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                          | AMERICAN EXPRESS CO SR UNSEC 5.284% 07-26-35/34                                                    | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     7807000 | PA      | $7906773.46    | 0.04%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| ACURIS FINANCE US INC                                                        | ACURIS FINANCE US INC 144A LIFE SR SEC 1ST LIEN 9.0% 08-01-29                                      | CUSIP: 00511BAE7<br>LEI: 213800PHEXJH1L7ZN896 | Long             | DBT              | CORP              | US        |    16675000 | PA      | $17111985.05   | 0.09%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                        | ACCENTURE CAPITAL INC SR UNSEC 4.5% 10-04-34                                                       | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     4181000 | PA      | $4070529.62    | 0.02%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO LLC                                                | BLACKSTONE REG FINANCE CO LLC SR UNSEC 5.0% 12-06-34                                               | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     5319000 | PA      | $5298037.82    | 0.03%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 7.008% 05-01-64                                                                 | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2003000 | PA      | $2202124.24    | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 6.528% 05-01-34                                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    17357000 | PA      | $18870235.33   | 0.09%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 6.388% 05-01-31                                                                 | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4887000 | PA      | $5254209.18    | 0.03%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 6.858% 05-01-54                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     9599000 | PA      | $10517528.31   | 0.05%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA 144A LIFE SR NON PREF 6.293% 01-14-36/35                                                   | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    20000000 | PA      | $21013360.00   | 0.11%             | 2036-01-14      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BANK OF AMERICA CORP SR UNSEC 5.511% 01-24-36/35                                                   | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    13654000 | PA      | $14044436.13   | 0.07%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BANK OF AMERICA CORP SR UNSEC 5.162% 01-24-31/30                                                   | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5697000 | PA      | $5840587.19    | 0.03%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO  | BBVA BANCOMER SA INST DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEX 144A LIFE SUB 7.625% 02-11-35/30 | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     1193000 | PA      | $1227954.90    | 0.01%             | 2035-02-11      | Variable      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 5.625% 08-15-35                                                          | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    23768000 | PA      | $24195824.00   | 0.12%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BANK OF AMERICA CORP SR UNSEC 5.464% 05-09-36/35                                                   | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4532000 | PA      | $4648934.66    | 0.02%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                    | BLOCK INC SR UNSEC 6.5% 05-15-32                                                                   | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    14650000 | PA      | $15124337.70   | 0.08%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                            | BROWN & BROWN INC SR UNSEC 5.25% 06-23-32                                                          | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     5677000 | PA      | $5793401.21    | 0.03%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                            | BROWN & BROWN INC SR UNSEC 5.55% 06-23-35                                                          | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    16746000 | PA      | $17082896.03   | 0.09%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                            | BROWN & BROWN INC SR UNSEC 6.25% 06-23-55                                                          | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     2177000 | PA      | $2246158.94    | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                               | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 4.5% 01-10-28                                        | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     4397000 | PA      | $3790877.95    | 0.02%             | 2028-01-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                                               | BOMBARDIER INC 144A LIFE SR UNSEC 7.875% 04-15-27                                                  | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      272000 | PA      | $273741.07     | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 5.705% 05-01-40                                                                 | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3954492.00    | 0.02%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 5.93% 05-01-60                                                                  | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10465851.00   | 0.05%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 5.805% 05-01-50                                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    14118000 | PA      | $13552192.91   | 0.07%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 5.15% 05-01-30                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    16036000 | PA      | $16333660.23   | 0.08%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                             | BOYD GAMING CORP SR UNSEC 4.75% 12-01-27                                                           | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2287251.10    | 0.01%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                    | BALL CORP SR UNSEC 2.875% 08-15-30                                                                 | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    14060000 | PA      | $12686197.40   | 0.06%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 7.081% 08-02-53                                                          | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    11800000 | PA      | $13152197.40   | 0.07%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 6.421% 08-02-33                                                          | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     5707000 | PA      | $6200918.02    | 0.03%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                               | BHP BILLITON FINANCE USA LTD SR UNSEC 5.25% 09-08-33                                               | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    22008000 | PA      | $22546535.76   | 0.11%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                               | BHP BILLITON FINANCE USA LTD SR UNSEC 5.5% 09-08-53                                                | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     5284000 | PA      | $5232729.35    | 0.03%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                               | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 8.5% 01-12-31                                        | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     2603000 | PA      | $2277833.24    | 0.01%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                               | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 8.5% 01-12-31                                    | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     8660000 | PA      | $7578192.80    | 0.04%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BANK OF AMERICA CORP SR UNSEC 5.872% 09-15-34/33                                                   | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1765000 | PA      | $1863195.78    | 0.01%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD                                                                 | BORR IHC LTD 144A LIFE SR SEC 1ST LIEN SF 10.375% 11-15-30                                         | CUSIP: 100018AB6<br>LEI: 254900WQF2MM46DNLY83 | Long             | DBT              | CORP              | BM        |     9271845 | PA      | $8208132.32    | 0.04%             | 2030-11-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                      | BRISTOL-MYERS SQUIBB CO SR UNSEC 6.25% 11-15-53                                                    | CUSIP: 110122EB0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      821000 | PA      | $880464.21     | 0.00%             | 2053-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                               | BOMBARDIER INC 144A LIFE SR UNSEC 8.75% 11-15-30                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     9075000 | PA      | $9835748.18    | 0.05%             | 2030-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                         | BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.5% 11-21-33                                              | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    13772000 | PA      | $14772866.33   | 0.07%             | 2033-11-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                         | BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.875% 11-21-53                                            | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     9034000 | PA      | $9600476.97    | 0.05%             | 2053-11-21      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                   | CAPITAL ONE FINANCIAL CORP SR UNSEC 5.7% 02-01-30/29                                               | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $7035518.00    | 0.04%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                   | CAPITAL ONE FINANCIAL CORP SR UNSEC 6.051% 02-01-35/34                                             | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    17100000 | PA      | $17831965.50   | 0.09%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                              | CIGNA GROUP SR UNSEC 5.25% 02-15-34                                                                | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2670000 | PA      | $2713566.39    | 0.01%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                              | CIGNA GROUP SR UNSEC 5.6% 02-15-54                                                                 | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     1064000 | PA      | $1021531.50    | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                               | CONSOLIDATED ENERGY FINANCE SA 144A LIFE SR UNSEC 12.0% 02-15-31                                   | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    17300000 | PA      | $16990105.10   | 0.09%             | 2031-02-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                           | CNX RESOURCES CORP 144A LIFE SR UNSEC 7.25% 03-01-32                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $2030789.32    | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                            | CISCO SYSTEMS INC SR UNSEC 5.05% 02-26-34                                                          | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    28839000 | PA      | $29530703.42   | 0.15%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                            | CISCO SYSTEMS INC SR UNSEC 5.3% 02-26-54                                                           | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $1989723.85    | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                          | CARRIER GLOBAL CORP SR UNSEC 5.9% 03-15-34                                                         | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    13377000 | PA      | $14250317.45   | 0.07%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                          | CARRIER GLOBAL CORP SR UNSEC 6.2% 03-15-54                                                         | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     5803000 | PA      | $6224994.16    | 0.03%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                  | CHENIERE ENERGY PARTNERS LP SR UNSEC 5.95% 06-30-33                                                | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15664290.00   | 0.08%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                         | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 6.875% 11-01-29                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9854340.00    | 0.05%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                         | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.375% 05-01-33                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9396420.00    | 0.05%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION OIL SERVICES HOLDING SA                                        | CONSTELLATION OIL SERVICES HOLDING SA 144A LIFE SR SEC 1ST LIEN SF 9.375% 11-07-29                 | CUSIP: 650921AA7<br>LEI: 54930059EGCX1QIQVD73 | Long             | DBT              | CORP              | LU        |    12510000 | PA      | $12741435.00   | 0.06%             | 2029-11-07      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ENERGY TRANSFER LP SR UNSEC 5.7% 04-01-35                                                          | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      905000 | PA      | $922227.58     | 0.00%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                     | EQT CORP 144A SR UNSEC 4.5% 01-15-29                                                               | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2361000 | PA      | $2333175.62    | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA                                                                      | ENI SPA 144A LIFE SR UNSEC 5.75% 05-19-35                                                          | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     8477000 | PA      | $8674573.44    | 0.04%             | 2035-05-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EIDP INC                                                                     | EIDP INC SR UNSEC 5.125% 05-15-32                                                                  | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    13361000 | PA      | $13638280.83   | 0.07%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS LP                                                  | ENBRIDGE ENERGY PARTNERS LP SR UNSEC 5.875% 10-15-25                                               | CUSIP: 29250RAW6<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |      155000 | PA      | $155140.90     | 0.00%             | 2025-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                                                    | EMERA INC SUB (H) 6.75% 06-15-76/26                                                                | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      350000 | PA      | $353070.55     | 0.00%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| EMBARQ LLC                                                                   | EMBARQ LLC SR UNSEC 7.995% 06-01-36                                                                | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1250000 | PA      | $573906.25     | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28                                                      | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      947000 | PA      | $914446.88     | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                             | EXXON MOBIL CORP SR UNSEC 4.227% 03-19-40                                                          | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1074013.20    | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                             | EXXON MOBIL CORP SR UNSEC 3.452% 04-15-51                                                          | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     1229000 | PA      | $872147.56     | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                  | ENERGEAN ISRAEL FINANCE LTD 144A LIFE/REG S SR SEC 1ST LIEN 5.875% 03-30-31                        | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |     6445000 | PA      | $5956791.25    | 0.03%             | 2031-03-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC                                                                  | EQUINIX INC SR UNSEC 3.4% 02-15-52                                                                 | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     4370000 | PA      | $2932833.73    | 0.01%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL PRP SUB (H) 5.0% 12-31-79/03-15-27                                            | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8669420.00    | 0.04%             | 2079-12-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSEC 6.95% 11-15-29                                                       | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     4094000 | PA      | $4257616.71    | 0.02%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | ECOPETROL SA SR UNSEC 8.875% 01-13-33                                                              | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    15940000 | PA      | $16454941.70   | 0.08%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                          | ELEVANCE HEALTH INC SR UNSEC 5.125% 02-15-53                                                       | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      926000 | PA      | $827643.98     | 0.00%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                                        | EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 9.0% 05-15-28                                     | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     5715000 | PA      | $6044641.20    | 0.03%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSEC 5.25% 11-15-28                                                       | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     6371000 | PA      | $6308583.31    | 0.03%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                              | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 9.875% 07-15-31                                 | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     4711000 | PA      | $5164014.47    | 0.03%             | 2031-07-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SUB (H) 7.875% 06-15-54/29                                                    | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     9390000 | PA      | $8919241.74    | 0.04%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | ECOPETROL SA SR UNSEC 8.375% 01-19-36                                                              | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    17425000 | PA      | $16824046.60   | 0.08%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                            | EVERSOURCE ENERGY SR UNSEC 5.5% 01-01-34                                                           | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     7997000 | PA      | $8148367.22    | 0.04%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                                | FREEDOM MORTGAGE HOLDINGS LLC 144A LIFE SR UNSEC 9.25% 02-01-29                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2494620.00    | 0.01%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                          | FIFTH THIRD BANCORP SR UNSEC 6.339% 07-27-29/28                                                    | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     3220000 | PA      | $3392183.06    | 0.02%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 7.122% 11-07-33                                                  | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4866000 | PA      | $5052450.52    | 0.03%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 5.851% 04-25-35/34                                                | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3495000 | PA      | $3666796.73    | 0.02%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                               | GRAY MEDIA INC 144A LIFE SR SEC 1ST LIEN 10.5% 07-15-29                                            | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    12925000 | PA      | $13895344.38   | 0.07%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 5.33% 07-23-35/34                                                 | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    26740000 | PA      | $26984109.46   | 0.14%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OPERATING CORP                                               | GULFPORT ENERGY OPERATING CORP 144A LIFE SR UNSEC 6.75% 09-01-29                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     4440000 | PA      | $4555897.32    | 0.02%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                              | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.45% 09-06-34                                            | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    25757000 | PA      | $25261383.81   | 0.13%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENTING NEW YORK LLC / GENNY CAPITAL INC                                     | GENTING NEW YORK LLC 144A LIFE SR UNSEC 7.25% 10-01-29                                             | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2284167.60    | 0.01%             | 2029-10-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| MAGNERA CORP                                                                 | MAGNERA CORP 144A LIFE SR SEC 1ST LIEN 7.25% 11-15-31                                              | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11325300.00   | 0.06%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 5.016% 10-23-35/34                                                | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5248000 | PA      | $5186750.59    | 0.03%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP                                                   | GREAT CANADIAN GAMING CORP 144A LIFE SR SEC 1ST LIEN 8.75% 11-15-29                                | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |     2325000 | PA      | $2277393.30    | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                          | GILEAD SCIENCES INC SR UNSEC 5.1% 06-15-35                                                         | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    16744000 | PA      | $16965355.68   | 0.09%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 5.536% 01-28-36/35                                                | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    29563000 | PA      | $30328060.88   | 0.15%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                                  | GEOPARK LTD 144A LIFE SR UNSEC 8.75% 01-31-30                                                      | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | CO        |    10000000 | PA      | $8807800.00    | 0.04%             | 2030-01-31      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                              | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.625% 04-04-32                                           | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     5337000 | PA      | $5401839.21    | 0.03%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                        | GENERAL DYNAMICS CORP SR UNSEC 4.95% 08-15-35                                                      | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     2533000 | PA      | $2543899.50    | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                               | GLP CAPITAL LP SR UNSEC 4.0% 01-15-30                                                              | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1923492.00    | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_19-1A                                            | SEACO 19-1A B 144A 4.81% 09-17-39                                                                  | CUSIP: 37891TAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1097917 | PA      | $1066404.28    | 0.01%             | 2039-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                                        | GRAY OAK PIPELINE LLC 144A LIFE SR UNSEC 2.6% 10-15-25                                             | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4442000 | PA      | $4412998.18    | 0.02%             | 2025-10-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                          | GILEAD SCIENCES INC SR UNSEC 2.8% 10-01-50                                                         | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     1462000 | PA      | $919877.24     | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN LTD                                                      | GENM CAPITAL LABUAN LTD REG S SR UNSEC 3.882% 04-19-31                                             | CUSIP: N/A<br>LEI: 254900DWSHIWTSE0YG58       | Long             | DBT              | CORP              | MY        |    14000000 | PA      | $12579532.00   | 0.06%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 3.21% 04-22-42/41                                                 | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     8858000 | PA      | $6629690.38    | 0.03%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 2.908% 07-21-42/41                                                | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3203000 | PA      | $2295116.06    | 0.01%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                              | KRONOS ACQUISITION HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.25% 06-30-31                           | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5860000 | PA      | $5328099.52    | 0.03%             | 2031-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                              | KRONOS ACQUISITION HOLDINGS INC 144A LIFE SR UNSEC 10.75% 06-30-32                                 | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7975000 | PA      | $5805154.03    | 0.03%             | 2032-06-30      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNERS LLC                                                | KRAKEN OIL & GAS PARTNERS LLC 144A LIFE SR UNSEC 7.625% 08-15-29                                   | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |     2775000 | PA      | $2728577.03    | 0.01%             | 2029-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY SR UNSEC 5.656% 04-18-30/29                                                         | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2779065.53    | 0.01%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING COMPANY                                   | MAUSER PACKAGING SOLUTIONS HOLDING CO 144A LIFE SR SEC 1ST LIEN 7.875% 04-15-27                    | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9158778.00    | 0.05%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MCDONALDS CORP                                                               | MCDONALD'S CORP SR UNSEC 5.0% 05-17-29                                                             | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     1424000 | PA      | $1464454.42    | 0.01%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY SR UNSEC 5.32% 07-19-35/34                                                          | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    24196000 | PA      | $24501159.95   | 0.12%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                           | META PLATFORMS INC SR UNSEC 5.4% 08-15-54                                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     5297000 | PA      | $5169580.67    | 0.03%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                               | MASTERCARD INC SR UNSEC 4.55% 01-15-35                                                             | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    10089000 | PA      | $9925649.00    | 0.05%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                              | MURPHY OIL CORP SR UNSEC 6.0% 10-01-32                                                             | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     2690000 | PA      | $2567414.01    | 0.01%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                         | MATADOR RESOURCES CO 144A LIFE SR UNSEC 6.25% 04-15-33                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     3190000 | PA      | $3174391.33    | 0.02%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                               | MARSH & MCLENNAN COS INC SR UNSEC 5.4% 03-15-55                                                    | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $19290700.00   | 0.10%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                               | MARSH & MCLENNAN COS INC SR UNSEC 5.0% 03-15-35                                                    | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    27947000 | PA      | $27953791.12   | 0.14%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                     | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 02-15-30                                                   | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    12476000 | PA      | $12660819.46   | 0.06%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS LP                                                    | MID-AMERICA APARTMENTS LP SR UNSEC 4.95% 03-01-35                                                  | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2483830.00    | 0.01%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 6.875% 05-13-37                                               | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    12095000 | PA      | $12644415.38   | 0.06%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY SR UNSEC 5.587% 01-18-36/35                                                         | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    26084000 | PA      | $26785972.61   | 0.13%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                 | MPT OPERATING PARTNERSHIP LP 144A LIFE SR SEC 1ST LIEN 8.5% 02-15-32                               | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    35557000 | PA      | $37241015.08   | 0.19%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                                       | MINERA MEXICO SA DE CV 144A LIFE SR UNSEC 5.625% 02-12-32                                          | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |     8590000 | PA      | $8745307.20    | 0.04%             | 2032-02-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MCDONALDS CORP                                                               | MCDONALD'S CORP SR UNSEC 4.95% 03-03-35                                                            | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     4274000 | PA      | $4273128.10    | 0.02%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                     | MARS INC 144A LIFE SR UNSEC 5.2% 03-01-35                                                          | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    26888000 | PA      | $27223562.24   | 0.14%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                     | MARS INC 144A LIFE SR UNSEC 5.65% 05-01-45                                                         | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     6205000 | PA      | $6223639.82    | 0.03%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                     | MARS INC 144A LIFE SR UNSEC 5.7% 05-01-55                                                          | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    11531000 | PA      | $11511051.37   | 0.06%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                     | MARS INC 144A LIFE SR UNSEC 5.8% 05-01-65                                                          | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1905000 | PA      | $1903201.68    | 0.01%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY SR UNSEC 5.664% 04-17-36/35                                                         | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     9082000 | PA      | $9414728.15    | 0.05%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                        | MICRON TECHNOLOGY INC SR UNSEC 6.05% 11-01-35                                                      | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15704400.00   | 0.08%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                  | NETFLIX INC SR UNSEC 4.9% 08-15-34                                                                 | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     3443000 | PA      | $3510961.38    | 0.02%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | NEWELL BRANDS INC SR UNSEC 6.375% 05-15-30                                                         | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     5675000 | PA      | $5534963.70    | 0.03%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | NEWELL BRANDS INC SR UNSEC 6.625% 05-15-32                                                         | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     8670000 | PA      | $8292490.86    | 0.04%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                            | NFE FINANCING LLC 144A LIFE SR SEC 1ST LIEN 12.0% 11-15-29                                         | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    48750310 | PA      | $22172859.75   | 0.11%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                 | NORFOLK SOUTHERN CORP SR UNSEC 5.1% 05-01-35                                                       | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      219000 | PA      | $220192.24     | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | NEWELL BRANDS INC 144A LIFE SR UNSEC 8.5% 06-01-28                                                 | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1421159.85    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | NEWELL BRANDS INC SR UNSEC 6.875% 04-01-36                                                         | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     7980000 | PA      | $7659946.14    | 0.04%             | 2036-04-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                       | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 2.3% 11-01-30                            | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     7758000 | PA      | $6859072.78    | 0.03%             | 2030-11-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                            | NEXSTAR MEDIA INC 144A LIFE SR UNSEC 4.75% 11-01-28                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5848476.00    | 0.03%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                                        | NESCO HOLDINGS II INC 144A LIFE SR SEC 2ND LIEN 5.5% 04-15-29                                      | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $13648880.00   | 0.07%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NEWS CORP                                                                    | NEWS CORP 144A LIFE SR UNSEC 3.875% 05-15-29                                                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     3725000 | PA      | $3566762.00    | 0.02%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.55% 07-01-30                                         | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    10477000 | PA      | $10231094.33   | 0.05%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.95% 07-01-50                                         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    34339000 | PA      | $27711607.34   | 0.14%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28                                         | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      141000 | PA      | $140246.07     | 0.00%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.15% 01-01-26                                         | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      104000 | PA      | $103018.55     | 0.00%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                                     | PM GENERAL PURCHASER LLC 144A LIFE SR SEC 1ST LIEN 9.5% 10-01-28                                   | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      945000 | PA      | $656245.80     | 0.00%             | 2028-10-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.5% 06-02-41                                                         | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      414000 | PA      | $307792.44     | 0.00%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                            | POST HOLDINGS INC 144A LIFE SR UNSEC 4.5% 09-15-31                                                 | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    10920000 | PA      | $10145706.48   | 0.05%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.25% 06-01-31                                         | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    14750000 | PA      | $13245500.00   | 0.07%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.0% 06-15-28                                          | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    11450000 | PA      | $10877236.65   | 0.05%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                   | PACIFICORP SR SEC 1ST LIEN 2.9% 06-15-52                                                           | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      608000 | PA      | $360449.15     | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.9% 06-15-32                                          | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1338000 | PA      | $1366630.52    | 0.01%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                             | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.037% 10-28-33/32                                       | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $19148706.00   | 0.10%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                        | QUIKRETE HOLDINGS INC 144A LIFE SR UNSEC 6.75% 03-01-33                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2116524.55    | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC.                                                   | QXO BUILDING PRODUCTS INC 144A LIFE SR SEC 1ST LIEN 6.75% 04-30-32                                 | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     6420000 | PA      | $6629946.84    | 0.03%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                       | RADIOLOGY PARTNERS INC 144A LIFE SR SEC 2ND LIEN PIK 9.781% 02-15-30                               | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      765612 | PA      | $753170.81     | 0.00%             | 2030-02-15      | Fixed         | 9.78%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-MOBILE USA INC SR UNSEC 5.875% 11-15-55                                                          | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1602000 | PA      | $1602466.18    | 0.01%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-MOBILE USA INC SR UNSEC 5.3% 05-15-35                                                            | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2812000 | PA      | $2848316.98    | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV SR UNSEC 5.75% 12-01-30                              | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |     5265000 | PA      | $5362718.40    | 0.03%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                         | TARGA RESOURCES CORP SR UNSEC 5.65% 02-15-36                                                       | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     6635000 | PA      | $6700275.13    | 0.03%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                                                | TIDEWATER INC 144A LIFE SR UNSEC 9.125% 07-15-30                                                   | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     2380000 | PA      | $2450459.90    | 0.01%             | 2030-07-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| TAKEDA US FINANCING INC                                                      | TAKEDA US FINANCING INC SR UNSEC 5.9% 07-07-55                                                     | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |     5164000 | PA      | $5193744.64    | 0.03%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FINANCING INC                                                      | TAKEDA US FINANCING INC SR UNSEC 5.2% 07-07-35                                                     | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    30167000 | PA      | $30182445.50   | 0.15%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                               | TRANSOCEAN INC SR UNSEC 6.8% 03-15-38                                                              | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3520235.00    | 0.02%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.1% 10-01-46                              | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     2337000 | PA      | $1683263.98    | 0.01%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.75% 03-01-28                             | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     3900000 | PA      | $4052716.20    | 0.02%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                               | TRANSOCEAN INC 144A LIFE SR UNSEC 8.0% 02-01-27                                                    | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |     4288000 | PA      | $4227020.35    | 0.02%             | 2027-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                     | TOYOTA MOTOR CREDIT CORP SR UNSEC 3.375% 04-01-30                                                  | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     2865000 | PA      | $2739593.22    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                      | TRAVELERS COS INC SR UNSEC 2.55% 04-27-50                                                          | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      361000 | PA      | $216516.61     | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                     | TK ELEVATOR US NEWCO INC 144A LIFE SR SEC 1ST LIEN 5.25% 07-15-27                                  | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |     2625000 | PA      | $2624905.50    | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-MOBILE USA INC SR UNSEC 2.875% 02-15-31                                                          | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3037000 | PA      | $2765571.16    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | T-MOBILE USA INC SR UNSEC 2.55% 02-15-31                                                           | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    19963000 | PA      | $17880679.43   | 0.09%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                    | TORONTO-DOMINION BANK SR UNSEC 2.0% 09-10-31                                                       | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    20000000 | PA      | $17472020.00   | 0.09%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                | TRANSDIGM INC SUB 4.875% 05-01-29                                                                  | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1990000 | PA      | $1956689.39    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.75% 05-09-27                             | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     8625000 | PA      | $8620687.50    | 0.04%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 5.125% 05-09-29                            | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    16280000 | PA      | $16385999.08   | 0.08%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| STAR 2024-SFR4                                                               | STAR 2024-SFR4 C 144A FRN 10-17-41                                                                 | CUSIP: 85520AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2009738.00    | 0.01%             | 2041-10-17      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| STAR 2024-SFR4                                                               | STAR 2024-SFR4 D 144A FRN 10-17-41                                                                 | CUSIP: 85520AAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2286000 | PA      | $2309196.04    | 0.01%             | 2041-10-17      | Variable      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| SHR 2024-LXRY                                                                | SHR 2024-LXRY D 144A FRN 10-15-41                                                                  | CUSIP: 784234AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1520758 | PA      | $1524670.91    | 0.01%             | 2041-10-15      | Variable      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| SWCH 2025-DATA                                                               | SWCH 2025-DATA E 144A FRN 03-15-42                                                                 | CUSIP: 78489CAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8831000 | PA      | $8772459.30    | 0.04%             | 2042-03-15      | Variable      | 7.65%                 | Yes           |                  2 | On Loan: No      |
| SWCH 2025-DATA                                                               | SWCH 2025-DATA D 144A FRN 03-15-42                                                                 | CUSIP: 78489CAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1957000 | PA      | $1942285.32    | 0.01%             | 2042-03-15      | Variable      | 6.95%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA2                                                              | STACR 2025-DNA2 A1 144A FRN 05-25-45                                                               | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-CBDO         | CORP              | US        |     2768871 | PA      | $2771565.02    | 0.01%             | 2045-05-25      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-3                                          | TPMT 2016-3 B3 144A FRN 04-25-56                                                                   | CUSIP: 89172YAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3280424.00    | 0.02%             | 2056-04-25      | Variable      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM_17-C3                                    | UBSCM 2017-C3 C FRN 08-15-50                                                                       | CUSIP: 90276GAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1582444 | PA      | $1499117.25    | 0.01%             | 2050-08-15      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 2.5 UMBS TBA 07-01-55                                                                         | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   248227000 | PA      | $205850431.24  | 1.03%             | 2055-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 2.0 UMBS TBA 07-01-55                                                                         | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   195864196 | PA      | $155096238.79  | 0.78%             | 2055-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 3.0 UMBS TBA 07-01-55                                                                         | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4658567 | PA      | $4031770.79    | 0.02%             | 2055-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 3.5 UMBS TBA 07-01-55                                                                         | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4604659 | PA      | $4146219.15    | 0.02%             | 2055-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 6.0 UMBS TBA 07-01-55                                                                         | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   905904620 | PA      | $920651841.31  | 4.62%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | UMBS  30YR TBA(REG A) 7.0 UMBS TBA 07-01-55                                                        | CUSIP: 01F070674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    35621000 | PA      | $37506633.26   | 0.19%             | 2055-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 5.5 UMBS TBA 07-01-55                                                                         | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    24715677 | PA      | $24713872.76   | 0.12%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 4.0 UMBS TBA 07-01-55                                                                         | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    32968696 | PA      | $30659601.50   | 0.15%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-3                                        | VERUS 2023-3 A1 144A 5.93% 03-25-68/04-01-27                                                       | CUSIP: 92539GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4934085 | PA      | $4940450.24    | 0.02%             | 2068-03-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-2                                                                 | VERUS 2024-2 A1 144A 6.095% 02-25-69/02-01-28                                                      | CUSIP: 92539UAA8<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-CBDO         | CORP              | US        |    29508333 | PA      | $29733422.40   | 0.15%             | 2069-02-25      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-C35                            | WFCM 2016-C35 C FRN 07-15-48                                                                       | CUSIP: 95000FAZ9<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $486723.50     | 0.00%             | 2048-07-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_14-C22                                | WFRBS 14-C22 B FRN 09-15-57/09-17-24                                                               | CUSIP: 92890KBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1824606.00    | 0.01%             | 2057-09-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-C29                            | WFCM 2015-C29 AS FRN 06-15-48                                                                      | CUSIP: 94989KAX1<br>LEI: 549300NYO16WLNMVJJ46 | Long             | ABS-CBDO         | CORP              | US        |     1464516 | PA      | $1461109.34    | 0.01%             | 2048-06-15      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_15-LC22                           | WFCM 2015-LC22 C FRN 09-15-58                                                                      | CUSIP: 94989TBF0<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3754784.00    | 0.02%             | 2058-09-15      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-NXS5                           | WFCM 2016-NXS5 B FRN 01-15-59                                                                      | CUSIP: 95000CBG7<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-CBDO         | CORP              | US        |     2745000 | PA      | $2687154.62    | 0.01%             | 2059-01-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C40                            | WFCM 2017-C40 C FRN 10-15-50                                                                       | CUSIP: 95000YBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4975000 | PA      | $4593780.68    | 0.02%             | 2050-10-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C46                            | WFCM 18-C46 B 4.633% 08-15-51                                                                      | CUSIP: 95001QAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1451000 | PA      | $1391839.83    | 0.01%             | 2051-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WFCM 2018-C48                                                                | WFCM 2018-C48 B FRN 01-15-52                                                                       | CUSIP: 95001RBB4<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-CBDO         | CORP              | US        |      365000 | PA      | $351911.10     | 0.00%             | 2052-01-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C49                            | WFCM 2019-C49 C FRN 03-15-52                                                                       | CUSIP: 95001WBG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2895018.00    | 0.01%             | 2052-03-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| WFCM 2019-C54                                                                | WFCM 19-C54 C 3.81% 12-15-52                                                                       | CUSIP: 95001YAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2164727.50    | 0.01%             | 2052-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| HLSY 2023-7A                                                                 | HLSY 23-7 B CLO 144A FRN (TSFR3M+295) 07-20-36                                                     | CUSIP: 40638LAE9<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-O            | CORP              | JE        |     1500000 | PA      | $1500000.00    | 0.01%             | 2036-07-20      | Variable      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-3                                   | HERTZ 23-3 B 144A 6.53% 02-25-28/27                                                                | CUSIP: 42806MCB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1014296.00    | 0.01%             | 2028-02-25      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                   | HERTZ 22-2 D 144A 5.16% 06-26-28/06-25-27                                                          | CUSIP: 42806MAR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14209000 | PA      | $13584798.63   | 0.07%             | 2028-06-26      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-1                                   | HERTZ 23-1 1D 144A 9.13% 06-25-27/26                                                               | CUSIP: 42806MCJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4450000 | PA      | $4502817.05    | 0.02%             | 2027-06-25      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                       | HERTZ 24-1 C 6.7% 01-25-29/01-25-28                                                                | CUSIP: 42806MCR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      569000 | PA      | $575705.67     | 0.00%             | 2029-01-25      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                       | HERTZ 24-1 D 144A 9.22% 01-25-29/28                                                                | CUSIP: 42806MCS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2895000 | PA      | $2962204.53    | 0.01%             | 2029-01-25      | Fixed         | 9.22%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-2                                       | HERTZ 24-2 D 144A 9.41% 1-27-31/1-25-30                                                            | CUSIP: 42806MCP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2250000 | PA      | $2310851.25    | 0.01%             | 2031-01-27      | Fixed         | 9.41%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                       | HERTZ 24-1 A 144A 5.44% 01-25-29/28                                                                | CUSIP: 42806MCK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1690000 | PA      | $1717868.10    | 0.01%             | 2029-01-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                             | CROWN CASTLE INC SR UNSEC 5.0% 01-11-28                                                            | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     1877000 | PA      | $1896181.06    | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                   | CAPITAL ONE FINANCIAL CORP SR UNSEC 5.468% 02-01-29/28                                             | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     6344000 | PA      | $6497588.24    | 0.03%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                  | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 9.25% 02-15-28                                      | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     3045000 | PA      | $3176041.58    | 0.02%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| MCDONALDS CORP                                                               | MCDONALD'S CORP SR UNSEC 4.2% 04-01-50                                                             | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     2259000 | PA      | $1795319.92    | 0.01%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                              | MV24 CAPITAL BV REG S SR SEC 1ST LIEN SF 6.748% 06-01-34                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |     7611002 | PA      | $7388303.85    | 0.04%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CPS 2025-B                                                                   | CPS 25-B C 144A 5.12% 07-15-31/04-17-28                                                            | CUSIP: 12630SAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1314000 | PA      | $1324274.17    | 0.01%             | 2031-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CPS 2025-B                                                                   | CPS 25-B B 144A 4.79% 11-15-29/05-17-27                                                            | CUSIP: 12630SAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      643000 | PA      | $644485.33     | 0.00%             | 2029-11-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| CPS 2025-B                                                                   | CPS 25-B A 144A 4.74% 02-15-29/11-16-26                                                            | CUSIP: 12630SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18446197 | PA      | $18453999.67   | 0.09%             | 2029-02-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| PARL 2023-1A                                                                 | PARL 2023-1A BR CLO 144A FRN 07-20-36                                                              | CUSIP: 69915NAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      409000 | PA      | $409000.00     | 0.00%             | 2036-07-20      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3                          | RPM 22-3 B 144A 6.58% 11-25-30                                                                     | CUSIP: 76088TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7757481 | PA      | $7789403.38    | 0.04%             | 2030-11-25      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3                          | RPM 22-3 A 144A 5.38% 11-25-30                                                                     | CUSIP: 76088TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1232370 | PA      | $1232825.16    | 0.01%             | 2030-11-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| RR LTD RRAM_21-14A                                                           | RRAM 2021-14A A1 CLO 144A FRN 04-15-36                                                             | CUSIP: 74980PAA1<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-O            | CORP              | KY        |     1500000 | PA      | $1503249.00    | 0.01%             | 2036-04-15      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| REG23_21-4A                                                                  | REG23 2021-4A A1 CLO 144A FRN 01-20-35                                                             | CUSIP: 75889FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      800000 | PA      | $801817.60     | 0.00%             | 2035-01-20      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD ROCKT_21-1A                                           | ROCKT 2021-1A D CLO 144A FRN 07-20-34                                                              | CUSIP: 77341KAJ0<br>LEI: 5493000QG193Z8ZVLY16 | Long             | ABS-O            | CORP              | KY        |     1191259 | PA      | $1194215.70    | 0.01%             | 2034-07-20      | Variable      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| RAD CLO LTD RAD_23-20                                                        | RAD 2023-20A D CLO 144A FRN 07-20-36                                                               | CUSIP: 749979AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      870000 | PA      | $870000.00     | 0.00%             | 2036-07-20      | Variable      | 9.27%                 | Yes           |                  2 | On Loan: No      |
| RAD CLO LTD RAD_19-4A                                                        | RAD 19-4 DR CLO 144A FRN (TSFR3M+325) 04-25-32                                                     | CUSIP: 749984AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     1000000 | PA      | $1003867.00    | 0.01%             | 2032-04-25      | Variable      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| REACH 2024-2A                                                                | REACH 24-2 B 144A 5.84% 07-15-31/27                                                                | CUSIP: 75525HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1461000 | PA      | $1478926.47    | 0.01%             | 2031-07-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| REACH 2024-2A                                                                | REACH 24-2 A 144A 5.88% 07-15-31/06-15-26                                                          | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      335864 | PA      | $336744.20     | 0.00%             | 2031-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ROMARK CLO LTD RMRK_18-1A                                                    | RMRK 2018-1A A1 CLO 144A FRN 04-20-31                                                              | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      149297 | PA      | $149371.01     | 0.00%             | 2031-04-20      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1                                | SPSS 21-1 A 144A 1.95% 09-15-75                                                                    | CUSIP: 78472VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1599107 | PA      | $1545293.78    | 0.01%             | 2075-09-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                             | SALTT 21-1A B 144A 3.821% 02-28-33/01-18-28                                                        | CUSIP: 78433XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3405505 | PA      | $3247023.35    | 0.02%             | 2033-02-28      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                             | SALTT 21-1A AA 144A 2.301% 02-28-33/12-15-27                                                       | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      511718 | PA      | $490318.35     | 0.00%             | 2033-02-28      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| STELLAR JAY US LLC STELLAR_21-1                                              | STELR 21-1 A 144A 3.967% 10-15-41/03-15-28                                                         | CUSIP: 858558AA7<br>LEI: 254900N0ZJ7Y0Q6V4A92 | Long             | ABS-O            | CORP              | US        |     5657014 | PA      | $5548902.43    | 0.03%             | 2041-10-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| STELLAR JAY US LLC STELLAR_21-1                                              | STELR 21-1 B 144A 5.926% 10-15-41/03-15-28                                                         | CUSIP: 858558AB5<br>LEI: 254900N0ZJ7Y0Q6V4A92 | Long             | ABS-O            | CORP              | US        |     7923191 | PA      | $7813018.62    | 0.04%             | 2041-10-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| SPRITE LIMITED SPRTE_21-1                                                    | SPRTE 21-1 A 144A 3.75% 11-15-46/10-16-28                                                          | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1553235 | PA      | $1502632.13    | 0.01%             | 2046-11-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SOLRR AIRCRAFT SOLRR_21-1 LIMITED                                            | SOLRR 21-1 A 144A 2.636% 10-15-46/09-15-28                                                         | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |     5480727 | PA      | $5113786.92    | 0.03%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_22-A                                    | SMB 22-A D 144A 4.75% 11-16-54                                                                     | CUSIP: 78450FAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2168118 | PA      | $2024885.28    | 0.01%             | 2054-11-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                            | SORT 22-1 A1 144A 5.97% 08-15-62/02-16-27                                                          | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15188202 | PA      | $15238642.26   | 0.08%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_22-B                                    | SMB 22-B D 144A 5.95% 02-16-55                                                                     | CUSIP: 83206NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2752298 | PA      | $2741390.49    | 0.01%             | 2055-02-16      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                            | SDART 22-7 C 6.69% 03-17-31/11-16-26                                                               | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5972000 | PA      | $6109021.57    | 0.03%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                            | SDART 22-7 B 5.95% 01-17-28/01-15-26                                                               | CUSIP: 80287FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2480440 | PA      | $2487898.89    | 0.01%             | 2028-01-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A                                    | SMB 21-A D1 144A 3.86% 01-15-53                                                                    | CUSIP: 78448YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1185673 | PA      | $1077106.42    | 0.01%             | 2053-01-15      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A                                    | SMB 21-A D2 144A 3.86% 01-15-53                                                                    | CUSIP: 78448YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1185673 | PA      | $1076884.70    | 0.01%             | 2053-01-15      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_23-B                                    | SMB 2023-B D 144A 7.56% 10-16-56                                                                   | CUSIP: 78449HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5000000 | PA      | $5132980.00    | 0.03%             | 2056-10-16      | Fixed         | 7.56%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A1                                    | SYNIT 23-A A 5.54% 07-15-29/26                                                                     | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11791000 | PA      | $11929839.03   | 0.06%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_23-C                                    | SMB 23-C B 144A 6.36% 11-15-52/01-16-35                                                            | CUSIP: 83207DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      455000 | PA      | $482710.87     | 0.00%             | 2052-11-15      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_23-D                                    | SMB 23-D D 144A 8.87% 09-15-53                                                                     | CUSIP: 78450PAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2106000 | PA      | $2264381.73    | 0.01%             | 2053-09-15      | Fixed         | 8.87%                 | Yes           |                  2 | On Loan: No      |
| TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1                                  | TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 144A LIFE SR UNSEC SF 9.75% 12-01-33                   | CUSIP: 89469TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    21013761 | PA      | $21013761.00   | 0.11%             | 2033-12-01      | Fixed         | 9.75%                 | Yes           |                  3 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                        | TRUIST FINANCIAL CORP SR UNSEC 5.122% 01-26-34/33                                                  | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     4725000 | PA      | $4729762.80    | 0.02%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 7.875% 09-15-29                            | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    10106000 | PA      | $11036984.93   | 0.06%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                       | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 7.25% 06-15-28                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     3095000 | PA      | $3135547.60    | 0.02%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP                           | WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP SR SEC 1ST LIEN 3.129% 06-01-50                 | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2775000 | PA      | $1750048.20    | 0.01%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                             | WELLS FARGO & CO SR UNSEC 4.611% 04-25-53/52                                                       | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1328000 | PA      | $1132548.94    | 0.01%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                             | WELLS FARGO & CO SR UNSEC 4.897% 07-25-33/32                                                       | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4891000 | PA      | $4893499.30    | 0.02%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                             | WELLS FARGO & CO SR UNSEC 4.808% 07-25-28/27                                                       | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     9160000 | PA      | $9238840.12    | 0.05%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                     | WYNN RESORTS FINANCE LLC 144A LIFE SR UNSEC 7.125% 02-15-31                                        | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5229000 | PA      | $5579792.69    | 0.03%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                     | WARNERMEDIA HOLDINGS INC SR UNSEC 5.05% 03-15-42                                                   | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     2987000 | PA      | $1775472.80    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                     | WARNERMEDIA HOLDINGS INC SR UNSEC 5.141% 03-15-52                                                  | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     9067000 | PA      | $6369567.50    | 0.03%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                | WOLFSPEED INC 144A LIFE SR SEC 1ST LIEN PIK 12.875% 06-23-30                                       | CUSIP: 977852AE2<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    10751702 | PA      | $10875972.32   | 0.05%             | 2030-06-23      | Variable      | 12.88%                | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                             | WELLS FARGO & CO SR UNSEC 5.557% 07-25-34/33                                                       | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    13020000 | PA      | $13441913.10   | 0.07%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                             | WELLS FARGO & CO SR UNSEC 6.491% 10-23-34/33                                                       | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    15500000 | PA      | $16948180.50   | 0.09%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                              | XCEL ENERGY INC SR UNSEC 3.5% 12-01-49                                                             | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      885000 | PA      | $606999.38     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                              | XCEL ENERGY INC SR UNSEC 5.45% 08-15-33                                                            | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     6338000 | PA      | $6469266.32    | 0.03%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY SR UNSEC 1.794% 02-13-32/31                                                         | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1509000 | PA      | $1291414.27    | 0.01%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                                             | MERCADOLIBRE INC SR UNSEC 2.375% 01-14-26                                                          | CUSIP: 58733RAE2<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | UY        |     4255000 | PA      | $4196863.94    | 0.02%             | 2026-01-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| YPF ENERGIA ELECTRICA SA                                                     | YPF ENERGIA ELECTRICA SA 144A LIFE SR UNSEC SF 7.875% 10-16-32                                     | CUSIP: 98424MAB9<br>LEI: 5493002XN8FRTYQLR778 | Long             | DBT              | CORP              | AR        |    11150000 | PA      | $11058034.80   | 0.06%             | 2032-10-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                                 | ZF NORTH AMERICA CAPITAL INC 144A LIFE SR UNSEC 6.75% 04-23-30                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    14645000 | PA      | $14082178.01   | 0.07%             | 2030-04-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                     | ELECTRICITE DE FRANCE SA PRP 144A LIFE SUB (H) 9.125% 12-31-79/06-15-33                            | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     9825000 | PA      | $11106425.63   | 0.06%             | 2079-12-31      | Variable      | 9.12%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                                                  | EQUINOR ASA SR UNSEC 3.7% 04-06-50                                                                 | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     1217000 | PA      | $920379.37     | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNMA 0.875% 08-05-30                                                                               | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    19166000 | PA      | $16577219.63   | 0.08%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK FOR INTERNATIONAL COOPERATION                                     | JBIC GLOBAL SR UNSEC 1.25% 01-21-31                                                                | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | USGA              | JP        |    11352000 | PA      | $9777863.57    | 0.05%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                          | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 9.0% 02-15-30                                               | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     6005000 | PA      | $6492648.04    | 0.03%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                          | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 4.25% 05-15-29                                              | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    10000000 | PA      | $9624080.00    | 0.05%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                          | OMERS FINANCE TRUST 144A LIFE SR UNSEC 3.5% 04-19-32                                               | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | USGA              | CA        |    20000000 | PA      | $18970800.00   | 0.10%             | 2032-04-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                          | OMERS FINANCE TRUST 144A LIFE SR UNSEC 4.0% 04-19-52                                               | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | USGA              | CA        |    20000000 | PA      | $15526760.00   | 0.08%             | 2052-04-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 8.15% 11-20-59                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    14000000 | PA      | $10809190.00   | 0.05%             | 2059-11-20      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 7.5% 02-16-61                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      920000 | PA      | $670906.32     | 0.00%             | 2061-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 5.875% 02-16-31                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     3325000 | PA      | $2946259.23    | 0.01%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.25% 02-15-50                                  | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4070226 | PA      | $2364705.35    | 0.01%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.125% 08-15-40                                                        | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45000000 | PA      | $27692496.00   | 0.14%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.625% 11-15-50                                                        | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    66000000 | PA      | $34772766.60   | 0.17%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.875% 02-15-41                                                        | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   176283300 | PA      | $121263942.32  | 0.61%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-51                                 | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   412834962 | PA      | $224978904.65  | 1.13%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.25% 05-15-41                                                         | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    98018000 | PA      | $71223966.15   | 0.36%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 0.875% 09-30-26                                                        | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1046500 | PA      | $1008175.29    | 0.01%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.75% 08-15-32                                                         | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3174000 | PA      | $2927593.18    | 0.01%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 10-31-27                                                        | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      954000 | PA      | $962731.49     | 0.00%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 11-15-32                                                        | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17130000 | PA      | $17246189.36   | 0.09%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.625% 02-15-53                                                        | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15719000 | PA      | $12827997.67   | 0.06%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.875% 02-15-43                                                        | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1690000 | PA      | $1512680.13    | 0.01%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.625% 03-31-28                                                        | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3155500 | PA      | $3150120.82    | 0.02%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.75% 11-15-53                                                         | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13637000 | PA      | $13505360.68   | 0.07%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.75% 11-15-43                                                         | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20623000 | PA      | $20608491.72   | 0.10%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.375% 11-30-28                                                        | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2439000 | PA      | $2489995.10    | 0.01%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 01-31-26                                                         | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      940500 | PA      | $940628.57     | 0.00%             | 2026-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.0% 01-31-29                                                          | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9985500 | PA      | $10076302.15   | 0.05%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.0% 02-15-34                                                          | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29260000 | PA      | $28956366.05   | 0.15%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                     | CLOUD SOFTWARE GROUP INC TL-B1 1ST LIEN (TSFR3M+350)(FLR 0.50) FRN 03-29-29                        | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     8019288 | PA      | $8033698.59    | 0.04%             | 2029-03-29      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                | CORELOGIC INC TL 2ND LIEN (TSFR3M+650) (FLR 0.5) 10.94129% 06-04-29                                | CUSIP: N/A<br>LEI: 54930086CD8K2UIL0516       | Long             | LON              | CORP              | US        |     3375000 | PA      | $3284296.88    | 0.02%             | 2029-06-04      | Variable      | 10.94%                | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                    | ENDO FINANCE HOLDING INC TL-B 1ST LIEN (TSFR3M+400)(FLR 0.5) FRN 04-23-31                          | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3676525 | PA      | $3678249.29    | 0.02%             | 2031-04-23      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                             | FINASTRA USA INC TL-B PP (TSFR3M+725)(FLR 1.0) FRN 09-13-29                                        | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |     2878281 | PA      | $2899868.16    | 0.01%             | 2029-09-13      | Variable      | 11.43%                | Yes           |                  2 | On Loan: No      |
| BANC OF AMERICA COMMERCIAL MORTGAGE TRUST BACM_16-UB10                       | BACM 2016-UB10 C FRN 07-15-49                                                                      | CUSIP: 06054MAK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2408767.50    | 0.01%             | 2049-07-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_17-C1                      | BBCMS 17-C1 B 4.089% 02-15-50/02-18-27                                                             | CUSIP: 07332VBF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3564000 | PA      | $3326662.55    | 0.02%             | 2050-02-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| BANK BANK_17-BNK5                                                            | BANK 2017-BNK5 C FRN 06-15-60                                                                      | CUSIP: 06541WBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1805364.80    | 0.01%             | 2060-06-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| BANK BANK 17-BNK7                                                            | BANK 2017-BNK7 C FRN 09-15-60                                                                      | CUSIP: 06541XAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1964011 | PA      | $1762660.59    | 0.01%             | 2060-09-15      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 CB5912 03-01-53                                                                      | CUSIP: 3140QRSA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11015538 | PA      | $11277112.93   | 0.06%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 BX6074 03-01-53                                                                      | CUSIP: 3140NAXC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    73434034 | PA      | $72358739.13   | 0.36%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMARK 2018-B1                                                                | BMARK 2018-B1 B FRN 01-15-51                                                                       | CUSIP: 08162PBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1328000 | PA      | $1227864.82    | 0.01%             | 2051-01-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B2                                         | BMARK 2018-B2 B FRN 02-15-51                                                                       | CUSIP: 08161CAK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2325000 | PA      | $2083804.50    | 0.01%             | 2051-02-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK 18-B3                                         | BMARK 2018-B3 B FRN 04-10-51                                                                       | CUSIP: 08161BBB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1395802.50    | 0.01%             | 2051-04-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| BANK BANK_19-BN18                                                            | BANK 2019-BN18 C FRN 05-15-62                                                                      | CUSIP: 065402BH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2102425.00    | 0.01%             | 2062-05-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 QF9074 02-01-53                                                                      | CUSIP: 3133BXCK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      947148 | PA      | $934696.74     | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 BW1849 02-01-53                                                                      | CUSIP: 3140MTBT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1630073 | PA      | $1605951.17    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK 19-B11                                        | BMARK 2019-B11 B FRN 05-15-52                                                                      | CUSIP: 08162BBK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2183065.00    | 0.01%             | 2052-05-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| BANK BANK_19-BN20                                                            | BANK 2019-BN20 B FRN 09-15-62                                                                      | CUSIP: 06540AAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1905000 | PA      | $1640854.61    | 0.01%             | 2062-09-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 QF8385 02-01-53                                                                      | CUSIP: 3133BWJ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2283696 | PA      | $2250490.85    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 BW5065 01-01-53                                                                      | CUSIP: 3140MWTX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5520721 | PA      | $5435607.62    | 0.03%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_19-B13                                        | BMARK 2019-B13 B FRN 08-15-57                                                                      | CUSIP: 08162DAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4087000 | PA      | $3573088.36    | 0.02%             | 2057-08-15      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BN23                                                               | BANK 2019-BN23 C FRN 12-15-52                                                                      | CUSIP: 06541RBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2994000 | PA      | $2640965.48    | 0.01%             | 2052-12-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK BANK_20-BN25                                                            | BANK 2020-BN25 C FRN 01-15-63                                                                      | CUSIP: 06539WBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3340000 | PA      | $2921087.18    | 0.01%             | 2063-01-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK_20-BN26                                                                 | BANK 2020-BN26 C FRN 03-15-63                                                                      | CUSIP: 06540JBV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4214560 | PA      | $3577352.24    | 0.02%             | 2063-03-15      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 QF5426 01-01-53                                                                      | CUSIP: 3133BTA34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9150161 | PA      | $9015232.86    | 0.05%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 QF7590 02-01-53                                                                      | CUSIP: 3133BVNF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    15072611 | PA      | $14849566.97   | 0.07%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B20                                        | BMARK 20-B20 B 2.5266% 10-15-53/10-18-30                                                           | CUSIP: 08162XBM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1075000 | PA      | $845248.85     | 0.00%             | 2053-10-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B21                                        | BMARK 2020-B21 C FRN 12-17-53                                                                      | CUSIP: 08163LAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $812814.00     | 0.00%             | 2053-12-17      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 QF8705 03-01-53                                                                      | CUSIP: 3133BWU68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    21554968 | PA      | $21235997.48   | 0.11%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 BX5114 02-01-53                                                                      | CUSIP: 3140N9VG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    37141549 | PA      | $36576588.48   | 0.18%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_21-B23                                        | BMARK 21-B23 B 2.095% 02-15-54/02-18-31                                                            | CUSIP: 08162RAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1995000 | PA      | $1505345.21    | 0.01%             | 2054-02-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_21-B23                                        | BMARK 2021-B23 C FRN 02-15-54                                                                      | CUSIP: 08162RAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1101079.50    | 0.01%             | 2054-02-15      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 FS4142 03-01-53                                                                      | CUSIP: 3140XKS84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    64985693 | PA      | $64034107.87   | 0.32%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD2515 03-01-53                                                                      | CUSIP: 3132DPYL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    85784113 | PA      | $84523515.56   | 0.42%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMK_21-B24                                                                   | BMARK 2021-B24 C FRN 03-15-54                                                                      | CUSIP: 08163CBJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3895000 | PA      | $2890639.20    | 0.01%             | 2054-03-15      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| BMARK 2021-B25                                                               | BMARK 21-B25 B 2.635% 04-15-54/04-17-31                                                            | CUSIP: 08163DAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $403249.50     | 0.00%             | 2054-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 CB4384 08-01-52                                                                      | CUSIP: 3140QP2S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   198451831 | PA      | $190981310.14  | 0.96%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 CB5633 02-01-53                                                                      | CUSIP: 3140QRHK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   119345385 | PA      | $114478718.82  | 0.57%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                      | BX 2021-SOAR D 144A FRN 06-15-38                                                                   | CUSIP: 05608WAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10632199 | PA      | $10632677.87   | 0.05%             | 2038-06-15      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                      | BX 2021-SOAR B 144A FRN 06-15-38                                                                   | CUSIP: 05608WAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3101898 | PA      | $3103300.43    | 0.02%             | 2038-06-15      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 CB6303 05-01-53                                                                      | CUSIP: 3140QSAD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10174087 | PA      | $9752492.84    | 0.05%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 QF0213 09-01-52                                                                      | CUSIP: 3133BMGW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    16231588 | PA      | $15569128.43   | 0.08%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                      | BX 2021-SOAR C 144A FRN 06-15-38                                                                   | CUSIP: 05608WAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2802054 | PA      | $2801986.79    | 0.01%             | 2038-06-15      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-PSB                                                           | BX 2022-PSB B 144A FRN 08-15-39                                                                    | CUSIP: 05606DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3205337 | PA      | $3209343.77    | 0.02%             | 2039-08-15      | Variable      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 BV8052 09-01-52                                                                      | CUSIP: 3140MM5N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12280852 | PA      | $11778344.00   | 0.06%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 BV7577 11-01-52                                                                      | CUSIP: 3140MMM39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18152201 | PA      | $17410175.41   | 0.09%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_22-PSB                                                           | BX 2022-PSB D 144A FRN 08-15-39                                                                    | CUSIP: 05606DAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5474526 | PA      | $5481368.86    | 0.03%             | 2039-08-15      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BANK BANK_22-BNK43                                                           | BANK 2022-BNK43 B FRN 08-15-55                                                                     | CUSIP: 06541QBK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1659903.00    | 0.01%             | 2055-08-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.5 FS5372 07-01-49                                                                      | CUSIP: 3140XL6J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   173145711 | PA      | $159528666.20  | 0.80%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 FS5994 10-01-52                                                                      | CUSIP: 3140XMUU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   129360213 | PA      | $127492769.39  | 0.64%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                        | DC 2023-DC D 144A FRN 09-10-40                                                                     | CUSIP: 24023AAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    30927000 | PA      | $31814110.07   | 0.16%             | 2040-09-10      | Variable      | 7.14%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                        | DC 23-DC A 144A 6.3143% 09-10-40/09-11-28                                                          | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    24515000 | PA      | $25597974.64   | 0.13%             | 2040-09-10      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 RA4206 12-01-50                                                                      | CUSIP: 3133KKU72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      621819 | PA      | $516759.02     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 FS6793 06-01-53                                                                      | CUSIP: 3140XNRP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2051769 | PA      | $1909924.01    | 0.01%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 QB3745 09-01-50                                                                      | CUSIP: 3133AAES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       78962 | PA      | $66242.31      | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 RA6237 11-01-51                                                                      | CUSIP: 3133KM4W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1188962 | PA      | $942495.80     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                       | ESA 2021-ESH D 144A FRN 07-15-38                                                                   | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3597310 | PA      | $3605702.66    | 0.02%             | 2038-07-15      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                       | ESA 2021-ESH C 144A FRN 07-15-38                                                                   | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3432626 | PA      | $3437696.41    | 0.02%             | 2038-07-15      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 FS1069 12-01-51                                                                      | CUSIP: 3140XGFK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12107857 | PA      | $9597668.16    | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8506 02-01-55                                                                      | CUSIP: 3132DWNX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4462570 | PA      | $4464801.42    | 0.02%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                       | ESA 2021-ESH B 144A FRN 07-15-38                                                                   | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3285955 | PA      | $3289316.50    | 0.02%             | 2038-07-15      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                         | ELM 2024-ELM D10 144A FRN 06-10-39                                                                 | CUSIP: 26860XBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      621000 | PA      | $623866.54     | 0.00%             | 2039-06-10      | Variable      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                         | ELM 2024-ELM D15 144A FRN 06-10-39                                                                 | CUSIP: 26860XAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      558000 | PA      | $560583.54     | 0.00%             | 2039-06-10      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 MA4237 01-01-51                                                                      | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    25872430 | PA      | $20645811.04   | 0.10%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 MA4282 03-01-51                                                                      | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6596151 | PA      | $5505510.40    | 0.03%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 MA4306 04-01-51                                                                      | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    26365220 | PA      | $22030171.72   | 0.11%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 SD7545 09-01-51                                                                      | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      848976 | PA      | $716488.58     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 CB2319 12-01-51                                                                      | CUSIP: 3140QMSH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      933900 | PA      | $786384.95     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 CB2372 12-01-51                                                                      | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      452801 | PA      | $380740.62     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BT9510 12-01-51                                                                      | CUSIP: 3140LYR88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      940397 | PA      | $792378.88     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BT9483 12-01-51                                                                      | CUSIP: 3140LYRD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      945535 | PA      | $796182.95     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K142                          | FHMS K142 A2 2.4% 03-25-32                                                                         | CUSIP: 3137H73P6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    24762000 | PA      | $22017528.49   | 0.11%             | 2032-03-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.0 FM7909 06-01-51                                                                      | CUSIP: 3140XBYF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3617809 | PA      | $3161371.84    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 MA4547 02-01-52                                                                      | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7491020 | PA      | $5950971.34    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 MA4492 12-01-51                                                                      | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2498533 | PA      | $1985554.44    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 MA4465 11-01-51                                                                      | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18567863 | PA      | $14756679.08   | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 QD5748 02-01-52                                                                      | CUSIP: 3133B3L54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1241173 | PA      | $983841.78     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 SD8199 03-01-52                                                                      | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    16819069 | PA      | $13360631.08   | 0.07%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 SD8182 12-01-51                                                                      | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2509196 | PA      | $1994525.15    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 BW7702 09-01-52                                                                      | CUSIP: 3140N0RY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |         446 | PA      | $427.67        | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 FM8954 10-01-51                                                                      | CUSIP: 3140XC5Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       19225 | PA      | $16032.85      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BQ0991 07-01-51                                                                      | CUSIP: 3140KLC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7580253 | PA      | $6293512.48    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8276 12-01-52                                                                      | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    33710692 | PA      | $33217100.06   | 0.17%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8288 01-01-53                                                                      | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    97047452 | PA      | $95621437.07   | 0.48%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 FS1598 04-01-52                                                                      | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3367310 | PA      | $2674566.50    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.0 BV5578 05-01-52                                                                      | CUSIP: 3140MKFU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1999801 | PA      | $1732623.17    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.0 BV8117 04-01-52                                                                      | CUSIP: 3140MNAT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1999800 | PA      | $1732598.79    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BT8111 03-01-52                                                                      | CUSIP: 3140LXAM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      303915 | PA      | $253045.75     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 SD1608 09-01-52                                                                      | CUSIP: 3132DNYD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4360279 | PA      | $4181167.13    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 QD9323 04-01-52                                                                      | CUSIP: 3133B7LC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       45851 | PA      | $38241.04      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 CB3995 03-01-52                                                                      | CUSIP: 3140QPNM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      305694 | PA      | $254588.38     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 3.0 SD8284 01-01-53                                                                      | CUSIP: 3132DWFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1999801 | PA      | $1732583.57    | 0.01%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 3.0 SD8263 11-01-52                                                                      | CUSIP: 3132DWFC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1999801 | PA      | $1734041.03    | 0.01%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA4785 10-01-52                                                                      | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   150276364 | PA      | $148083681.94  | 0.74%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 QB8797 02-01-51                                                                      | CUSIP: 3133AFX22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1589960 | PA      | $1320088.43    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 QC5527 08-01-51                                                                      | CUSIP: 3133AQD87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      589292 | PA      | $489253.06     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 QD5204 01-01-52                                                                      | CUSIP: 3133B2X95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       54455 | PA      | $45213.34      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8258 10-01-52                                                                      | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    15286591 | PA      | $15063544.40   | 0.08%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 3.0 SD8220 06-01-52                                                                      | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3381081 | PA      | $2929337.91    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 3.0 SD8242 09-01-52                                                                      | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    17651463 | PA      | $15309413.59   | 0.08%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 3.0 SD8225 07-01-52                                                                      | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    16002131 | PA      | $13879000.12   | 0.07%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.0 BV8809 05-01-52                                                                      | CUSIP: 3140MNYF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1999801 | PA      | $1732611.97    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 CB6465 06-01-53                                                                      | CUSIP: 3140QSFF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       30350 | PA      | $31070.81      | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 CB6485 06-01-53                                                                      | CUSIP: 3140QSF30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       64740 | PA      | $65880.21      | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RA9279 06-01-53                                                                      | CUSIP: 3133KRJY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      402683 | PA      | $412307.08     | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 SD5343 03-01-52                                                                      | CUSIP: 3132DS5C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5572540 | PA      | $4424301.62    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 QD8103 03-01-52                                                                      | CUSIP: 3133B6AC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1529953 | PA      | $1212741.64    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 FS1742 03-01-52                                                                      | CUSIP: 3140XG5C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3282464 | PA      | $2608377.13    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 QD8408 03-01-52                                                                      | CUSIP: 3133B6KV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1199459 | PA      | $951546.43     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 SD8160 08-01-51                                                                      | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1951533 | PA      | $1553508.17    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 QD1841 11-01-51                                                                      | CUSIP: 3133AYBJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6245683 | PA      | $4954132.20    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 BQ7006 01-01-52                                                                      | CUSIP: 3140KSYC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4881878 | PA      | $3877616.99    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 CB8872 07-01-54                                                                      | CUSIP: 3140QU2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7865128 | PA      | $8191216.73    | 0.04%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 CB8725 06-01-54                                                                      | CUSIP: 3140QUVT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5041991 | PA      | $5240186.90    | 0.03%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ1964 07-01-54                                                                      | CUSIP: 3142GSFE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9098246 | PA      | $9355626.25    | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 CB8876 07-01-54                                                                      | CUSIP: 3140QU2J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2241362 | PA      | $2330292.57    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8318 07-01-54                                                                      | CUSIP: 3140XQG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3037905 | PA      | $3117777.38    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ1975 07-01-54                                                                      | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6756865 | PA      | $6884157.59    | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 CB8858 07-01-54                                                                      | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4418163 | PA      | $4512385.13    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 FS8317 07-01-54                                                                      | CUSIP: 3140XQG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1272069 | PA      | $1324709.49    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 FS4840 05-01-53                                                                      | CUSIP: 3140XLLW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8764614 | PA      | $8774272.33    | 0.04%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 FS6838 11-01-53                                                                      | CUSIP: 3140XNS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    41643276 | PA      | $41716775.88   | 0.21%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD3512 08-01-53                                                                      | CUSIP: 3132DQ3V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2472342 | PA      | $2517071.36    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD5873 07-01-54                                                                      | CUSIP: 3132DTQ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9191192 | PA      | $9361458.78    | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8591 07-01-54                                                                      | CUSIP: 3140XQRM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7199054 | PA      | $7388331.38    | 0.04%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DC0296 08-01-54                                                                      | CUSIP: 3140AMKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      672750 | PA      | $688571.49     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 DB7690 08-01-54                                                                      | CUSIP: 3140AHRL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      715642 | PA      | $732472.98     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 QI3333 04-01-54                                                                      | CUSIP: 3133W9V24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      999137 | PA      | $1021410.97    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ0326 11-01-53                                                                      | CUSIP: 3142GQLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1396678 | PA      | $1450488.07    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 BU4916 08-01-54                                                                      | CUSIP: 3140M6PA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6082656 | PA      | $6197581.32    | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8758 08-01-54                                                                      | CUSIP: 3140XQWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6865179 | PA      | $6994889.70    | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 MA5470 09-01-54                                                                      | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    44472132 | PA      | $44504819.22   | 0.22%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 BU4946 09-01-54                                                                      | CUSIP: 3140M6P80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    22420664 | PA      | $22437143.12   | 0.11%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 QJ3044 09-01-54                                                                      | CUSIP: 3133CTLZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    45707591 | PA      | $45741186.47   | 0.23%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 DB3463 05-01-54                                                                      | CUSIP: 3140ACZ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    43399444 | PA      | $43431342.32   | 0.22%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 DB3612 05-01-54                                                                      | CUSIP: 3140ADAN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    13498020 | PA      | $13507940.92   | 0.07%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNMDI4 2.5 BF0546 07-01-61                                                                         | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9295121 | PA      | $7392502.63    | 0.04%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ2474 09-01-54                                                                      | CUSIP: 3142GSXC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4112004 | PA      | $4260294.74    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ2470 09-01-54                                                                      | CUSIP: 3142GSW87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1507681 | PA      | $1561668.45    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ2411 09-01-54                                                                      | CUSIP: 3142GSVD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2844056 | PA      | $2955597.39    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ2422 09-01-54                                                                      | CUSIP: 3142GSVQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    18767934 | PA      | $18828141.68   | 0.09%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ2415 09-01-54                                                                      | CUSIP: 3142GSVH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7933342 | PA      | $7988240.23    | 0.04%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ2408 09-01-54                                                                      | CUSIP: 3142GSVA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7142353 | PA      | $7156437.75    | 0.04%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 CB9159 09-01-54                                                                      | CUSIP: 3140QVE91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    67740280 | PA      | $69162013.43   | 0.35%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 CB9146 09-01-54                                                                      | CUSIP: 3140QVEU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9066176 | PA      | $9115930.90    | 0.05%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 CB9210 09-01-54                                                                      | CUSIP: 3140QVGU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    15103999 | PA      | $15152453.02   | 0.08%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD6286 08-01-54                                                                      | CUSIP: 3132DT6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4617246 | PA      | $4650615.06    | 0.02%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNMDI4 3.5 BF0784 12-01-63                                                                         | CUSIP: 3140FX2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6590456 | PA      | $5839236.33    | 0.03%             | 2063-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 SD6284 01-01-54                                                                      | CUSIP: 3132DT6V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5914009 | PA      | $4692157.23    | 0.02%             | 2054-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 MA5494 10-01-54                                                                      | CUSIP: 31418FC88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    45849025 | PA      | $42673979.91   | 0.21%             | 2054-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 SD6271 09-01-54                                                                      | CUSIP: 3132DT6G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4626052 | PA      | $4796956.88    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 QY3685 05-01-55                                                                      | CUSIP: 31426NCX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4753775 | PA      | $4423435.21    | 0.02%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 QY2903 05-01-55                                                                      | CUSIP: 31426MGM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7615152 | PA      | $7085974.64    | 0.04%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 MA5646 03-01-55                                                                      | CUSIP: 31418FHY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    13892008 | PA      | $13898967.44   | 0.07%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_15-GC32                                    | GSMS 2015-GC32 AS FRN 07-10-48                                                                     | CUSIP: 36250PAH8<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-CBDO         | CORP              | US        |      240000 | PA      | $239672.40     | 0.00%             | 2048-07-10      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_18-GS10                                    | GSMS 2018-GS10 C FRN 07-10-51                                                                      | CUSIP: 36250SAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $4495790.00    | 0.02%             | 2051-07-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| GSMS 2019-GC40                                                               | GSMS 19-GC40 C 3.946% 07-10-52                                                                     | CUSIP: 36257HBV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3064000 | PA      | $2554613.06    | 0.01%             | 2052-07-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GSMS 2020-GC45                                                               | GSMS 2020-GC45 C FRN 02-13-53                                                                      | CUSIP: 36258YBN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      670000 | PA      | $583886.91     | 0.00%             | 2053-02-13      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| GSMS 2020-GC45                                                               | GSMS 20-GC45 B 3.4051% 02-13-53/12-14-29                                                           | CUSIP: 36258YBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $90555.90      | 0.00%             | 2053-02-13      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_20-GSA2                                    | GSMS 20-GSA2 C 2.989% 12-12-53/01-10-31                                                            | CUSIP: 36264KBB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1573918.00    | 0.01%             | 2053-12-12      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 2.5 MA7881 02-20-52                                                                           | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6542826 | PA      | $5565576.41    | 0.03%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 2.5 MA7987 04-20-52                                                                           | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6940200 | PA      | $5903583.59    | 0.03%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 4.0 MA8346 10-20-52                                                                           | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    70726965 | PA      | $66266710.84   | 0.33%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS PAYFIX USD 3.528% 01-29-25/01-29-30 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-964925.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | CITIGROUP INC SUB 6.02% 01-24-36/35                                                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2341000 | PA      | $2405248.75    | 0.01%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | CARNIVAL CORP 144A LIFE SR UNSEC 6.12% 02-15-33                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     4665000 | PA      | $4775919.71    | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                         | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.5% 09-15-31                                              | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     8675000 | PA      | $8373977.50    | 0.04%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | CARNIVAL CORP 144A LIFE SR UNSEC 5.75% 03-15-30                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7631737.50    | 0.04%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                     | CELANESE US HOLDINGS LLC SR UNSEC 6.5% 04-15-30                                                    | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15364470.00   | 0.08%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | CITIGROUP INC SR UNSEC 5.333% 03-27-36/35                                                          | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    63314000 | PA      | $63834884.28   | 0.32%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.5% 04-25-35                                               | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     8220000 | PA      | $8548643.82    | 0.04%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO Y CONSTITUCION SA                                            | CELULOSA ARAUCO Y CONSTITUCION SA 144A LIFE SR UNSEC 6.18% 05-05-32                                | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     5270000 | PA      | $5381197.00    | 0.03%             | 2032-05-05      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | CITIGROUP INC SR UNSEC 4.952% 05-07-31/30                                                          | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3537000 | PA      | $3578280.33    | 0.02%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                              | CATERPILLAR INC SR UNSEC 5.2% 05-15-35                                                             | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     4018000 | PA      | $4097877.84    | 0.02%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                        | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 9.62% 06-15-33                                            | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     8525000 | PA      | $8745976.53    | 0.04%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                  | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 8.375% 01-15-34                                     | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     4705000 | PA      | $4711158.85    | 0.02%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                 | CAIXABANK SA 144A LIFE SR NON PREF 5.581% 07-03-36/35                                              | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    18224000 | PA      | $18417921.58   | 0.09%             | 2036-07-03      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                               | CONSOLIDATED ENERGY FINANCE SA 144A LIFE SR UNSEC 6.5% 05-15-26                                    | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |      785000 | PA      | $762735.05     | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.8% 03-01-50                                 | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     6043000 | PA      | $4838448.81    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                 | CENTENE CORP SR UNSEC 2.625% 08-01-31                                                              | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     3049000 | PA      | $2614496.16    | 0.01%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 01-15-34                                                      | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8725000 | PA      | $7772334.70    | 0.04%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                          | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.375% 10-01-28                                             | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    11300000 | PA      | $10602507.50   | 0.05%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL SERVICES INC                                       | HARLEY-DAVIDSON FINANCIAL SERVICES INC 144A LIFE SR UNSEC 5.95% 06-11-29                           | CUSIP: 41283LBB0<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     7333000 | PA      | $7462258.79    | 0.04%             | 2029-06-11      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                                               | HOME DEPOT INC SR UNSEC 4.85% 06-25-31                                                             | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     2295000 | PA      | $2354835.24    | 0.01%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                               | HOME DEPOT INC SR UNSEC 4.95% 06-25-34                                                             | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     3335000 | PA      | $3377024.34    | 0.02%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                    | OCCIDENTAL PETROLEUM CORP SR UNSEC 5.55% 10-01-34                                                  | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $24547700.00   | 0.12%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                         | ONEMAIN FINANCE CORP SR UNSEC 7.125% 11-15-31                                                      | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    11185000 | PA      | $11645094.98   | 0.06%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                    | ONEOK INC SR UNSEC 5.05% 11-01-34                                                                  | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1742826.34    | 0.01%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | ORACLE CORP SR UNSEC 5.5% 08-03-35                                                                 | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15339060.00   | 0.08%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                         | ONEMAIN FINANCE CORP SR UNSEC 7.125% 09-15-32                                                      | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     6320000 | PA      | $6550800.08    | 0.03%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                    | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.45% 09-15-36                                                  | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12285996.00   | 0.06%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                    | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.6% 03-15-46                                                   | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11837796.00   | 0.06%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | ORACLE CORP SR UNSEC 3.6% 04-01-50                                                                 | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3499955.00    | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                    | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.125% 01-01-31                                                 | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     9602000 | PA      | $9946980.66    | 0.05%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | ORACLE CORP SR UNSEC 3.95% 03-25-51                                                                | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4145000 | PA      | $3062093.88    | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OXFORD FINANCE LLC                                                           | OXFORD FINANCE LLC 144A LIFE SR UNSEC 6.375% 02-01-27                                              | CUSIP: 69145LAC8<br>LEI: 549300LDNS0EYYWL5V49 | Long             | DBT              | CORP              | US        |     6055000 | PA      | $6092589.44    | 0.03%             | 2027-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OCI NV                                                                       | OCI NV 144A LIFE SR UNSEC 6.7% 03-16-33                                                            | CUSIP: 67116NAA7<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |    11039000 | PA      | $12227469.78   | 0.06%             | 2033-03-16      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.25% 02-13-34                                            | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     9950000 | PA      | $10153785.95   | 0.05%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                              | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 5.0% 04-16-30/29                                            | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |     2790000 | PA      | $3485161.38    | 0.02%             | 2030-04-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                             | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.401% 07-23-35/34                                       | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    20824000 | PA      | $21213346.33   | 0.11%             | 2035-07-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                      | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 4.85% 08-01-34                                  | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     5303000 | PA      | $5290405.38    | 0.03%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CFG INVESTMENTS LTD CFG_25-1                                                 | CFG 25-1 A 144A 6.47% 03-25-36/03-26-29                                                            | CUSIP: 12528GAM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      821000 | PA      | $830021.15     | 0.00%             | 2036-03-25      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| CFG INVESTMENTS LTD CFG_25-1                                                 | CFG 25-1 B 144A 9.16% 03-25-36/07-25-29                                                            | CUSIP: 12528GAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      159000 | PA      | $162037.70     | 0.00%             | 2036-03-25      | Fixed         | 9.16%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                           | PERUVIAN GOVERNMENT INTERNATIONAL BOND 5.875% 08-08-54                                             | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     6375000 | PA      | $6163860.00    | 0.03%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                            | POST HOLDINGS INC 144A LIFE SR UNSEC 6.375% 03-01-33                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $25290425.00   | 0.13%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CFG INVESTMENTS LTD CFG_25-1                                                 | CFG 25-1 C 144A 12.72% 03-25-36/02-25-30                                                           | CUSIP: 12528GAP7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      400000 | PA      | $403933.20     | 0.00%             | 2036-03-25      | Fixed         | 12.72%                | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-1                                                    | CLIF 20-1A B 144A 3.62% 09-18-45                                                                   | CUSIP: 12563LAP2<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |     1031014 | PA      | $975102.58     | 0.00%             | 2045-09-18      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.9% 10-01-54                                          | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    17574000 | PA      | $15953923.24   | 0.08%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                    | PG&E CORP SUB (H) 7.375% 03-15-55/30                                                               | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    24350000 | PA      | $23120812.00   | 0.12%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-2                                                    | CLIF 20-2A B 144A 3.56% 09-15-45                                                                   | CUSIP: 12563LAR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      549837 | PA      | $519648.65     | 0.00%             | 2045-09-15      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-1                                               | DTAOT 23-1 D 144A 6.44% 11-15-28/09-15-26                                                          | CUSIP: 23346KAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1125000 | PA      | $1145329.88    | 0.01%             | 2028-11-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-1                                               | DTAOT 23-1 C 144A 5.55% 10-16-28/12-15-25                                                          | CUSIP: 23346KAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      399273 | PA      | $400405.01     | 0.00%             | 2028-10-16      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN CLO LTD DRSLF_20-98                                                   | DRSLF 2022-98A D CLO 144A FRN 04-20-35                                                             | CUSIP: 26248AAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      300000 | PA      | $299187.00     | 0.00%             | 2035-04-20      | Variable      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-3                                               | DTAOT 23-3 C 144A 6.4% 05-15-29/07-15-26                                                           | CUSIP: 23345WAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      524000 | PA      | $532456.31     | 0.00%             | 2029-05-15      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-3                                               | DTAOT 23-3 D 7.12% 05-15-29/04-15-27                                                               | CUSIP: 23345WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      541000 | PA      | $563423.91     | 0.00%             | 2029-05-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                                          | PROCTER & GAMBLE CO SR UNSEC 4.6% 05-01-35                                                         | CUSIP: 742718GN3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     3765000 | PA      | $3768618.17    | 0.02%             | 2035-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 04-30-35                                           | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1163000 | PA      | $1147876.35    | 0.01%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO DCLO_23-5                                               | DCLO 2023-5A A1 CLO 144A FRN 10-15-36                                                              | CUSIP: 25255RAA7<br>LEI: 254900DQ6NEBLANVO137 | Long             | ABS-O            | CORP              | KY        |     1667000 | PA      | $1669953.92    | 0.01%             | 2036-10-15      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO DCLO_23-5                                               | DCLO 2023-5A A2 CLO 144A FRN 10-15-36                                                              | CUSIP: 25255RAC3<br>LEI: 254900DQ6NEBLANVO137 | Long             | ABS-O            | CORP              | KY        |     1714000 | PA      | $1717921.63    | 0.01%             | 2036-10-15      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| PLUSPETROL SA                                                                | PLUSPETROL SA 144A LIFE SR UNSEC 8.5% 05-30-32                                                     | CUSIP: 72942BAA3<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | AR        |    14890000 | PA      | $15057512.50   | 0.08%             | 2032-05-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.0% 08-15-35                                          | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     5423000 | PA      | $5486161.68    | 0.03%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-1                                                                 | DRIVE 24-1 B 5.31% 01-16-29/10-15-26                                                               | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5477000 | PA      | $5499674.78    | 0.03%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-1                                                                 | DRIVE 24-1 C 5.43% 11-17-31/10-15-27                                                               | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      703000 | PA      | $713160.46     | 0.00%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                           | PERUVIAN GOVERNMENT INTERNATIONAL BOND 5.5% 03-30-36                                               | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     9655000 | PA      | $9673344.50    | 0.05%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 4.5% 01-23-26                                                         | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2188000 | PA      | $2159807.62    | 0.01%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-1                                                                 | DRIVE 24-1 A3 5.35% 02-15-28/12-15-25                                                              | CUSIP: 26208WAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4272232 | PA      | $4277443.72    | 0.02%             | 2028-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST DTRT_24-1                                        | DTRT 24-1 A2 5.6% 04-15-26/08-15-25                                                                | CUSIP: 233874AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1561437 | PA      | $1563345.27    | 0.01%             | 2026-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST DTRT_24-1                                        | DTRT 24-1 A3 5.49% 12-15-27/04-15-27                                                               | CUSIP: 233874AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16134000 | PA      | $16308537.61   | 0.08%             | 2027-12-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2                                                                 | DRIVE 24-2 C 4.67% 05-17-32/12-15-27                                                               | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      464000 | PA      | $464904.34     | 0.00%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1406000 | PA      | $1019231.90    | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                            | POST HOLDINGS INC 144A LIFE SR UNSEC 4.625% 04-15-30                                               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3849056.00    | 0.02%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DRIVE 2024-2                                                                 | DRIVE 24-2 B 4.52% 07-16-29/03-15-27                                                               | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      474000 | PA      | $474045.98     | 0.00%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2                                                                 | DRIVE 24-2 D 4.94% 05-17-32/05-15-28                                                               | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1065000 | PA      | $1067265.26    | 0.01%             | 2032-05-17      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1                                                                 | DRIVE 25-1 D 5.41% 09-15-32                                                                        | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      845000 | PA      | $855428.99     | 0.00%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1                                                                 | DRIVE 25-1 C 4.99% 09-15-32                                                                        | CUSIP: 262102AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      273000 | PA      | $274970.24     | 0.00%             | 2032-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2                                   | EART 22-2A D 4.56% 07-17-28                                                                        | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1165000 | PA      | $1161256.86    | 0.01%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                                | EART 22-4A D 5.98% 12-15-28                                                                        | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      316000 | PA      | $317938.66     | 0.00%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6                                | EART 22-6 D 8.03% 04-06-29/01-15-27                                                                | CUSIP: 30168AAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      430000 | PA      | $445035.38     | 0.00%             | 2029-04-06      | Fixed         | 8.03%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-6                                | EART 22-6 C 6.32% 05-15-28/03-16-26                                                                | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1183217 | PA      | $1188970.56    | 0.01%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| EART 2024-4A                                                                 | EART 24-4 E 144A 7.65% 02-17-32                                                                    | CUSIP: 30166UAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10020000 | PA      | $10386942.42   | 0.05%             | 2032-02-17      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                | PSTAT 2024-2A C CLO 144A FRN 01-15-33                                                              | CUSIP: 69703RAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1608000 | PA      | $1600551.74    | 0.01%             | 2033-01-15      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                                   | PACIFICORP SR SEC 1ST LIEN 3.3% 03-15-51                                                           | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      475000 | PA      | $309185.58     | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                           | PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 2.7% 01-15-51                                        | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     1794000 | PA      | $1070876.27    | 0.01%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PREF 2025-1A                                                                 | PREF 25-1 A2 144A 4.9% 05-15-31/01-18-28                                                           | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5724000 | PA      | $5759511.70    | 0.03%             | 2031-05-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50                                          | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    25925000 | PA      | $16644835.15   | 0.08%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.5% 02-01-31                                          | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    16284000 | PA      | $14143907.87   | 0.07%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                    | PG&E CORP SR SEC 1ST LIEN 5.0% 07-01-28                                                            | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     1995000 | PA      | $1944480.62    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                    | PG&E CORP SR SEC 1ST LIEN 5.25% 07-01-30                                                           | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1415601.50    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                   | US BANCORP SR UNSEC 5.424% 02-12-36/35                                                             | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     5679000 | PA      | $5789115.81    | 0.03%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                            | UNION ELECTRIC CO SR SEC 1ST LIEN 5.25% 04-15-35                                                   | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1149423.75    | 0.01%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                  | CHENIERE ENERGY PARTNERS LP SR UNSEC 4.0% 03-01-31                                                 | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     4790000 | PA      | $4560386.56    | 0.02%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 02-01-32                                                      | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20000000 | PA      | $18983040.00   | 0.10%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | CITIGROUP INC SR UNSEC 3.057% 01-25-33/32                                                          | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     8085000 | PA      | $7228095.11    | 0.04%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.25% 04-01-53                                | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    13972000 | PA      | $11878463.46   | 0.06%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                             | GEORGIA POWER CO SR UNSEC 4.95% 05-17-33                                                           | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     3882000 | PA      | $3913762.52    | 0.02%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                          | GILEAD SCIENCES INC SR UNSEC 5.25% 10-15-33                                                        | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     1710000 | PA      | $1769641.38    | 0.01%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                          | GILEAD SCIENCES INC SR UNSEC 5.55% 10-15-53                                                        | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      889000 | PA      | $878200.43     | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP/MA                                                        | GLOBAL PARTNERS LP 144A LIFE SR UNSEC 8.25% 01-15-32                                               | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2135000 | PA      | $2247081.10    | 0.01%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE PLC                                                      | HOWDEN UK REFINANCE PLC 144A LIFE SR SEC 1ST LIEN 7.25% 02-15-31                                   | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |     5640000 | PA      | $5844799.68    | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                  | HONEYWELL INTERNATIONAL INC SR UNSEC 5.0% 03-01-35                                                 | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    24542000 | PA      | $24710873.50   | 0.12%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                   | HUMANA INC SR UNSEC 5.75% 04-15-54                                                                 | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    10171000 | PA      | $9482392.79    | 0.05%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                   | HUMANA INC SR UNSEC 5.375% 04-15-31                                                                | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     1202000 | PA      | $1229952.51    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                                 | HELIOS SOFTWARE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.75% 05-01-29                              | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |    16850000 | PA      | $17347327.75   | 0.09%             | 2029-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                            | HERC HOLDINGS INC 144A LIFE SR UNSEC 6.625% 06-15-29                                               | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     4785000 | PA      | $4913520.32    | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HERSHEY CO (THE)                                                             | HERSHEY CO SR UNSEC 5.1% 02-24-35                                                                  | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     4958000 | PA      | $5040317.67    | 0.03%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SR UNSEC 5.45% 03-03-36/35                                                       | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    16692000 | PA      | $16790265.80   | 0.08%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                            | HERC HOLDINGS INC 144A LIFE SR UNSEC 7.0% 06-15-30                                                 | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     3555000 | PA      | $3714911.01    | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                            | HERC HOLDINGS INC 144A LIFE SR UNSEC 7.25% 06-15-33                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $2175535.83    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST SR UNSEC 4.95% 02-15-27                                                   | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     6850000 | PA      | $6765587.45    | 0.03%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                               | HOME DEPOT INC SR UNSEC 5.875% 12-16-36                                                            | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     1970000 | PA      | $2113896.68    | 0.01%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST SR UNSEC 3.95% 01-15-28                                                   | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1525426.65    | 0.01%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST SR UNSEC 4.375% 02-15-30                                                  | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     7365000 | PA      | $6200232.62    | 0.03%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                 | HUDSON PACIFIC PROPERTIES LP SR UNSEC 4.65% 04-01-29                                               | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      182000 | PA      | $163682.25     | 0.00%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST SR UNSEC 4.95% 10-01-29                                                   | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    10520000 | PA      | $9189630.28    | 0.05%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                 | HUDSON PACIFIC PROPERTIES LP SR UNSEC 3.25% 01-15-30                                               | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     3818000 | PA      | $3125349.89    | 0.02%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                            | CHICAGO BOARD OF EDUCATION 7.0% 12-01-44                                                           | CUSIP: 167505QY5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |      100000 | PA      | $100513.70     | 0.00%             | 2044-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                          | HILCORP ENERGY I LP 144A LIFE SR UNSEC 5.75% 02-01-29                                              | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1269081.42    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                          | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 02-01-31                                               | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      865000 | PA      | $837431.59     | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST MUNI FIN AUTH                                                  | CALIFORNIA MUNICIPAL FINANCE AUTHORITY COMMUNITY FACILITIES DISTRICT NO 2022-27 7.25% 09-01-39     | CUSIP: 13051AHL5<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |     2275000 | PA      | $2252600.35    | 0.01%             | 2039-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                            | CHICAGO BOARD OF EDUCATION 7.0% 12-01-46                                                           | CUSIP: 167505RM0<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |     1780000 | PA      | $1829555.20    | 0.01%             | 2046-12-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                            | CHICAGO BOARD OF EDUCATION 6.138% 12-01-39                                                         | CUSIP: 167505KH8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |     2645000 | PA      | $2454591.74    | 0.01%             | 2039-12-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                            | CHICAGO BOARD OF EDUCATION 6.519% 12-01-40                                                         | CUSIP: 167505NH5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |      960000 | PA      | $900058.56     | 0.00%             | 2040-12-01      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                       | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.125% 02-01-29                                              | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      275000 | PA      | $262082.43     | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                                          | HILTON GRAND VACATIONS BORROWER LLC 144A LIFE SR UNSEC 5.0% 06-01-29                               | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |     3403000 | PA      | $3275292.22    | 0.02%             | 2029-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                            | CHICAGO BOARD OF EDUCATION 6.319% 11-01-29                                                         | CUSIP: 167505NG7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |      555000 | PA      | $547066.28     | 0.00%             | 2029-11-01      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| STATE BOARD OF ADMINISTRATION FINANCE CORP                                   | FLORIDA HURRICANE CATASTROPHE FUND 2.154% 07-01-30                                                 | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    14910000 | PA      | $13353127.62   | 0.07%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SR UNSEC 2.871% 11-22-32/31                                                      | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     9368000 | PA      | $8290305.28    | 0.04%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| HERTZ CORPORATION (THE)                                                      | HERTZ CORP 144A LIFE SR UNSEC 4.625% 12-01-26                                                      | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     4205000 | PA      | $3771578.04    | 0.02%             | 2026-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.3267% 05-19-25/05-19-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-210005.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.3327% 05-19-25/05-19-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-228447.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                          | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 04-15-30                                               | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2627286.30    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                          | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.25% 04-15-32                                              | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4348808.10    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 4.0485% 05-19-25/05-19-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $1804492.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 2.2308% 06-26-25/06-26-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-298290.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SR UNSEC 5.402% 08-11-33/32                                                      | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     9000000 | PA      | $9235161.00    | 0.05%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                               | HOME DEPOT INC SR UNSEC 4.95% 09-15-52                                                             | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     1382000 | PA      | $1258396.68    | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX NOK 3.83% 06-26-25/06-26-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1000352.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR 1.988% 06-27-25/06-27-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-159574.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                        | HUB INTERNATIONAL LTD 144A LIFE SR SEC 1ST LIEN 7.25% 06-15-30                                     | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     7437000 | PA      | $7777391.49    | 0.04%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                      | HCA INC SR UNSEC 3.625% 03-15-32                                                                   | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     5028000 | PA      | $4639773.04    | 0.02%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 2.438% 01-11-19/01-11-29 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $1327295.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 0.6193% 04-06-20/04-06-50 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $6574005.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                        | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 9.125% 01-31-30                                           | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     6375000 | PA      | $6109117.88    | 0.03%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                 | NORFOLK SOUTHERN CORP SR UNSEC 5.55% 03-15-34                                                      | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     6140000 | PA      | $6423293.46    | 0.03%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 0.60602% 04-06-20/04-06-50 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $3038352.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 0.616917% 04-06-20/04-06-50 LCH                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $2715047.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                         | ONEMAIN FINANCE CORP SR UNSEC 7.5% 05-15-31                                                        | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    18475000 | PA      | $19316850.33   | 0.10%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.9% 11-01-34                                             | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $19918800.00   | 0.10%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 0.666% 11-19-20/11-19-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $20566781.96   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                             | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.575% 01-29-36/35                                       | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     5593000 | PA      | $5766774.51    | 0.03%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                  | PAYCHEX INC SR UNSEC 5.6% 04-15-35                                                                 | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     1644000 | PA      | $1700122.87    | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                           | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 7.5% 05-01-33                         | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     9425000 | PA      | $10099057.15   | 0.05%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                           | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 7.75% 05-01-35                        | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     7140000 | PA      | $7734704.88    | 0.04%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                           | VICI PROPERTIES LP 144A LIFE SR UNSEC 3.75% 02-15-27                                               | CUSIP: 92564RAD7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      955000 | PA      | $940712.25     | 0.00%             | 2027-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                           | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.125% 08-15-30                                              | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     2645000 | PA      | $2539845.38    | 0.01%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                          | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.45% 12-15-50                                             | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     8041000 | PA      | $4517168.45    | 0.02%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VM FUND                                                                      | VM FUND I LLC 144A LIFE SR SEC 1ST LIEN SF 8.625% 01-15-28                                         | CUSIP: 91842WAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    34620831 | PA      | $34101518.54   | 0.17%             | 2028-01-15      | Fixed         | 8.62%                 | Yes           |                  3 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC SR UNSEC 2.55% 03-21-31                                                 | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     8188000 | PA      | $7346265.41    | 0.04%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC SR UNSEC 3.55% 03-22-51                                                 | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $10733460.00   | 0.05%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                            | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 4.125% 08-15-31                        | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     3970000 | PA      | $3677478.49    | 0.02%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VIATRIS INC                                                                  | VIATRIS INC SR UNSEC 4.0% 06-22-50                                                                 | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    10607000 | PA      | $7070891.38    | 0.04%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                          | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.4% 03-30-32                                              | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $5292335.60    | 0.03%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                           | VICI PROPERTIES LP SR UNSEC 5.125% 05-15-32                                                        | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    19250000 | PA      | $19191114.25   | 0.10%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                            | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 6.25% 01-15-30                         | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    10796000 | PA      | $11142713.54   | 0.06%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 8.125% 06-01-28                                   | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $9824605.50    | 0.05%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 8.375% 06-01-31                                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10393510.00   | 0.05%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                                         | VERITIV OPERATING CO 144A LIFE SR SEC 1ST LIEN 10.5% 11-30-30                                      | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     2165000 | PA      | $2346307.93    | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 02-15-54                                                         | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   217957500 | PA      | $198901802.71  | 1.00%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.5% 02-15-44                                                          | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1315000 | PA      | $1271130.68    | 0.01%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-54                                 | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    64471637 | PA      | $59021777.04   | 0.30%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 03-31-29                                                        | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2796500 | PA      | $2834618.53    | 0.01%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.0% 07-31-29                                                          | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      205000 | PA      | $206927.02     | 0.00%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.875% 07-15-34                                 | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   391560050 | PA      | $392003564.00  | 1.97%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.875% 08-15-34                                                        | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2573000 | PA      | $2512360.57    | 0.01%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 08-15-54                                                         | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   291661300 | PA      | $266323224.56  | 1.34%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 08-15-44                                                        | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       94000 | PA      | $86108.46      | 0.00%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.5% 09-30-29                                                          | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4560000 | PA      | $4513976.83    | 0.02%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 10-31-29                                                        | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      142000 | PA      | $144042.44     | 0.00%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 11-15-34                                                         | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35601000 | PA      | $35717344.07   | 0.18%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.125% 11-30-29                                                        | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      190000 | PA      | $192795.70     | 0.00%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 12-31-26                                                         | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5792500 | PA      | $5826793.34    | 0.03%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.375% 12-31-29                                                        | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       46000 | PA      | $47140.24      | 0.00%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.625% 02-15-55                                                        | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1922000 | PA      | $1870796.77    | 0.01%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.75% 02-15-45                                                         | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   245000000 | PA      | $243660144.00  | 1.22%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-55                                 | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   398515040 | PA      | $385376376.00  | 1.93%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.25% 05-15-35                                                         | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   216685000 | PA      | $216973169.38  | 1.09%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.75% 05-15-28                                                         | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5722400 | PA      | $5730996.76    | 0.03%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 5.0% 05-15-45                                                          | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      767000 | PA      | $787794.52     | 0.00%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.875% 05-31-27                                                        | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30414000 | PA      | $30484673.01   | 0.15%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.12% 05-31-32                                                         | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      131000 | PA      | $132094.73     | 0.00%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.0% 05-31-30                                                          | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   121004000 | PA      | $122171386.09  | 0.61%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.375% 11-15-39                                                        | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    40700000 | PA      | $39911470.06   | 0.20%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.75% 11-15-42                                                         | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25041200 | PA      | $19072627.48   | 0.10%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.125% 11-15-28                                                        | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      204500 | PA      | $200689.18     | 0.00%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.875% 06-30-26                                                        | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      283000 | PA      | $277157.58     | 0.00%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.625% 09-30-26                                                        | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      192500 | PA      | $187214.24     | 0.00%             | 2026-09-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.75% 12-31-26                                                         | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12462000 | PA      | $12087166.72   | 0.06%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.375% 08-15-50                                                        | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29660000 | PA      | $14624331.63   | 0.07%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.375% 05-15-51                                                        | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    77828100 | PA      | $49384365.47   | 0.25%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 1.375% 11-15-31                                                        | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4248000 | PA      | $3634526.35    | 0.02%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 2.875% 05-15-32                                                        | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      366500 | PA      | $341937.24     | 0.00%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.375% 08-15-43                                                        | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1867000 | PA      | $1779192.75    | 0.01%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.875% 10-31-28                                                        | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2631000 | PA      | $2725893.07    | 0.01%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.75% 12-31-28                                                         | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11803000 | PA      | $11814029.90   | 0.06%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.0% 01-15-27                                                          | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10011500 | PA      | $10036299.49   | 0.05%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                               | EUROPEAN UNION 3.75% 10-12-45                                                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |    54590000 | PA      | $64530641.41   | 0.32%             | 2045-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                     | EUROPEAN INVT BK SR UNSEC 0.625% 10-21-27                                                          | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |    15310000 | PA      | $14276697.48   | 0.07%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R06                               | CAS 2022-R06 1M1 144A FRN 05-25-42                                                                 | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      598752 | PA      | $612950.84     | 0.00%             | 2042-05-25      | Variable      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| CGCMT 2022-GC48                                                              | CGCMT 2022-GC48 C FRN 05-15-54                                                                     | CUSIP: 29426VAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3659000 | PA      | $3400641.67    | 0.02%             | 2054-05-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CASCADE MH ASSET TRUST CMHAT_22-MH1                                          | CMHAT 2022-MH1 A 144A 4.25% 08-25-54                                                               | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3340045 | PA      | $3242455.91    | 0.02%             | 2054-08-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-C02                                                       | CAS 2016-C02 1M2 FRN 09-25-28                                                                      | CUSIP: 30711XCB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      291989 | PA      | $297970.84     | 0.00%             | 2028-09-25      | Variable      | 10.42%                | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                              | INTERAMER DEV BK 0.625% 07-15-25                                                                   | CUSIP: 4581X0DN5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    13000000 | PA      | $12980799.00   | 0.07%             | 2025-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AIMBRIDGE ACQUISITION CO INC                                                 | AIMBRIDGE ACQUISITION CO INC TL 1ST LIEN FIRST OUT (TSFR1M+561.448)(FLR 1.00) FRN 03-11-30         | CUSIP: 00900YAG1<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |      448060 | PA      | $448059.89     | 0.00%             | 2030-03-11      | Variable      | 9.94%                 | No            |                  3 | On Loan: No      |
| AIMBRIDGE ACQUISITION CO INC                                                 | AIMBRIDGE ACQUISITION CO INC PIK TL 1ST LIEN SECOND OUT (TSFR1M+761.448)(FLR 1.00) FRN 03-11-30    | CUSIP: 00900YAH9<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |      410080 | PA      | $410079.65     | 0.00%             | 2030-03-11      | Variable      | 11.94%                | No            |                  3 | On Loan: No      |
| BMO 2024-5C3                                                                 | BMO 24-5C3 D 144A 4.00% 02-15-57/02-16-29                                                          | CUSIP: 09660QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      167000 | PA      | $148324.22     | 0.00%             | 2057-02-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C3                                                                 | BMO 2024-5C3 C FRN 02-15-57                                                                        | CUSIP: 09660QAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1372000 | PA      | $1404172.03    | 0.01%             | 2057-02-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-C24                     | BBCMS 24-C24 C 6.0% 02-15-57/01-18-34                                                              | CUSIP: 07336VAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      207000 | PA      | $206701.09     | 0.00%             | 2057-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLP COMMERICAL MORTGAGE TRUST BLP_24-IND2                                    | BLP 2024-IND2 D 144A FRN 03-15-41                                                                  | CUSIP: 05625AAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1919478 | PA      | $1921143.88    | 0.01%             | 2041-03-15      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2024-5C29                                                              | BBCMS 24-5C29 C 5.512% 09-15-57/09-17-29                                                           | CUSIP: 05555PAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       31035 | PA      | $30852.05      | 0.00%             | 2057-09-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C7                                                                 | BMO 2024-5C7 B FRN 11-15-57                                                                        | CUSIP: 09660WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1034340.00    | 0.01%             | 2057-11-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_24-C10                                                | BMO 2024-C10 B FRN 11-15-57                                                                        | CUSIP: 096920AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      578000 | PA      | $591931.53     | 0.00%             | 2057-11-15      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| BX 2025-VLT6                                                                 | BX 2025-VLT6 D 144A FRN 03-15-42                                                                   | CUSIP: 12433KAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3813000 | PA      | $3813514.76    | 0.02%             | 2042-03-15      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8341 07-01-53                                                                      | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      100426 | PA      | $98847.89      | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 3.0 RA3384 08-01-50                                                                      | CUSIP: 3133KJXM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2446779 | PA      | $2141543.62    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 BV3083 02-01-52                                                                      | CUSIP: 3140MGM99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1214152 | PA      | $962981.57     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 BV4169 03-01-52                                                                      | CUSIP: 3140MHT33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1700578 | PA      | $1347988.33    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 FM5713 02-01-51                                                                      | CUSIP: 3140X9K38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       83014 | PA      | $69462.26      | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 SD1345 10-01-51                                                                      | CUSIP: 3132DNP64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2626440 | PA      | $2180551.63    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 RJ0147 09-01-53                                                                      | CUSIP: 3142GQEV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      373416 | PA      | $310198.05     | 0.00%             | 2053-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BR3314 03-01-51                                                                      | CUSIP: 3140L1VG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5360574 | PA      | $4450643.16    | 0.02%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BR9622 05-01-51                                                                      | CUSIP: 3140L8VQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      496137 | PA      | $411916.50     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 QC1187 04-01-51                                                                      | CUSIP: 3133AKJ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1548763 | PA      | $1285858.95    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BR9703 04-01-51                                                                      | CUSIP: 3140L8X96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1594824 | PA      | $1324076.88    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BV3853 04-01-52                                                                      | CUSIP: 3140MHH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      863752 | PA      | $718992.34     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BR7725 04-01-51                                                                      | CUSIP: 3140L6SP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1329712 | PA      | $1104008.40    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 RA6136 10-01-51                                                                      | CUSIP: 3133KMY90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3821745 | PA      | $3173003.97    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8462 09-01-54                                                                      | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    44389976 | PA      | $44422602.93   | 0.22%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 QC3532 06-01-51                                                                      | CUSIP: 3133AM4R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2881934 | PA      | $2393405.52    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BT9289 09-01-51                                                                      | CUSIP: 3140LYKB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      481149 | PA      | $399475.71     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 QC5137 08-01-51                                                                      | CUSIP: 3133APV63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8775940 | PA      | $7289682.05    | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 RA3528 09-01-50                                                                      | CUSIP: 3133KJ4M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       18883 | PA      | $15707.02      | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 QC0478 04-01-51                                                                      | CUSIP: 3133AJQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      476246 | PA      | $395409.07     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNMDI4 3.0 BF0762 09-01-63                                                                         | CUSIP: 3140FXZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4488671 | PA      | $3797797.28    | 0.02%             | 2063-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FARM 2024-2                                                                  | FARM 2024-2 B 144A FRN 08-01-54                                                                    | CUSIP: 307910AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     1907136 | PA      | $1696855.16    | 0.01%             | 2054-08-01      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BT2305 03-01-52                                                                      | CUSIP: 3140LQR36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      301736 | PA      | $251583.07     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BQ2143 09-01-50                                                                      | CUSIP: 3140KMLZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1543872 | PA      | $1284193.10    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA5552 12-01-54                                                                      | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      615004 | PA      | $603284.94     | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FMBT 2024-FBLU                                                               | FMBT 2024-FBLU F 144A FRN 12-15-29                                                                 | CUSIP: 34461WAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2927000 | PA      | $2932739.85    | 0.01%             | 2029-12-15      | Variable      | 8.56%                 | Yes           |                  2 | On Loan: No      |
| FMBT 2024-FBLU                                                               | FMBT 2024-FBLU A 144A FRN 12-15-29                                                                 | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2233130 | PA      | $2236347.94    | 0.01%             | 2029-12-15      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 MA5531 11-01-54                                                                      | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4172184 | PA      | $4175250.86    | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 MA5583 01-01-55                                                                      | CUSIP: 31418FFZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5349535 | PA      | $4977816.83    | 0.02%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8469 10-01-54                                                                      | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    56394428 | PA      | $56435878.00   | 0.28%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 7.0 SD8398 01-01-54                                                                      | CUSIP: 3132DWKK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |           0 | PA      | $0.03          | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8494 01-01-55                                                                      | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      735314 | PA      | $735681.43     | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8475 11-01-54                                                                      | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    84677764 | PA      | $84740002.23   | 0.43%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 QX1414 12-01-54                                                                      | CUSIP: 31425VSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      245227 | PA      | $245349.63     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 MA5586 01-01-55                                                                      | CUSIP: 31418FF44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      988981 | PA      | $989475.84     | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 BQ6356 11-01-50                                                                      | CUSIP: 3140KSB22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       35300 | PA      | $28004.18      | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 MA4769 09-01-52                                                                      | CUSIP: 31418EJP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      384643 | PA      | $305296.20     | 0.00%             | 2052-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 BV2340 02-01-52                                                                      | CUSIP: 3140MFS61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1470734 | PA      | $1165821.15    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 SD1406 08-01-52                                                                      | CUSIP: 3132DNR39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      761465 | PA      | $604079.22     | 0.00%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 FM7943 07-01-51                                                                      | CUSIP: 3140XBZH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11300525 | PA      | $8957835.57    | 0.04%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 BT1855 07-01-51                                                                      | CUSIP: 3140LQBZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1624039 | PA      | $1287380.91    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 QC5798 08-01-51                                                                      | CUSIP: 3133AQNP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1496042 | PA      | $1189643.65    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAS 2023-R01                                                                 | CAS 2023-R01 1M1 144A FRN 12-25-42                                                                 | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6864746 | PA      | $7045185.97    | 0.04%             | 2042-12-25      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_23-HB12                                  | CFMT 2023-HB12 M1 144A FRN 04-25-33/04-26-27                                                       | CUSIP: 12530QAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2597000 | PA      | $2556172.56    | 0.01%             | 2033-04-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_23-HB12                                  | CFMT 2023-HB12 A 144A FRN 04-25-33                                                                 | CUSIP: 12530QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1404071 | PA      | $1391711.26    | 0.01%             | 2033-04-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| KSL 2024-HT2                                                                 | KSL 2024-HT2 E 144A FRN 12-15-39                                                                   | CUSIP: 500937AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $4940775.00    | 0.02%             | 2039-12-15      | Variable      | 8.85%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5                                      | LMAT 2021-GS5 A1 144A 5.25% 07-25-67                                                               | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1921112 | PA      | $1918904.60    | 0.01%             | 2067-07-25      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| LSTAR COMMERCIAL MORTGAGE TRUST LNSTR_17-5                                   | LNSTR 2017-5 C 144A FRN 03-10-50                                                                   | CUSIP: 54910TAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $931259.00     | 0.00%             | 2050-03-10      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| STAGWELL GLOBAL LLC                                                          | STAGWELL GLOBAL LLC 144A LIFE SR UNSEC 5.625% 08-15-29                                             | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     5810000 | PA      | $5563452.65    | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                           | VICI PROPERTIES LP 144A LIFE SR UNSEC 3.875% 02-15-29                                              | CUSIP: 92564RAL9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6582243.60    | 0.03%             | 2029-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                    | UNITED PARCEL SERVICE INC SR UNSEC 5.25% 05-14-35                                                  | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     3822000 | PA      | $3899273.20    | 0.02%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                    | UNITED PARCEL SERVICE INC SR UNSEC 5.95% 05-14-55                                                  | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     3682000 | PA      | $3781487.64    | 0.02%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                    | UNITED PARCEL SERVICE INC SR UNSEC 6.05% 05-14-65                                                  | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     1385000 | PA      | $1418820.32    | 0.01%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNISYS CORP                                                                  | UNISYS CORP 144A LIFE SR SEC 1ST LIEN 10.625% 01-15-31                                             | CUSIP: 909214BX5<br>LEI: 549300T21W22FIJJOW08 | Long             | DBT              | CORP              | US        |    11568000 | PA      | $11925590.02   | 0.06%             | 2031-01-15      | Fixed         | 10.62%                | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                  | CANADIAN PACIFIC RAILWAY CO SR UNSEC 2.05% 03-05-30                                                | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1802024.00    | 0.01%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.7% 04-01-51                                 | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     2964000 | PA      | $1975918.00    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                 | CHEVRON CORP SR UNSEC 3.078% 05-11-50                                                              | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1181000 | PA      | $796180.60     | 0.00%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                 | CHEVRON CORP SR UNSEC 2.236% 05-11-30                                                              | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3290000 | PA      | $3005385.39    | 0.02%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                               | CANADIAN NATURAL RESOURCES LTD SR UNSEC 2.95% 07-15-30                                             | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     6455000 | PA      | $5923288.74    | 0.03%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                | COMMSCOPE LLC 144A LIFE SR UNSEC 7.125% 07-01-28                                                   | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     2162000 | PA      | $2126424.29    | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                           | CENOVUS ENERGY INC SR UNSEC 5.375% 07-15-25                                                        | CUSIP: 15135UAS8<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     1095000 | PA      | $1095026.28    | 0.01%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                 | CENTENE CORP SR UNSEC 3.0% 10-15-30                                                                | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     3625000 | PA      | $3241351.75    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | CARNIVAL CORP 144A LIFE SR UNSEC 5.75% 03-01-27                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11097702.00   | 0.06%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.9% 06-01-52                                 | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     7235000 | PA      | $4969620.21    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                              | CIGNA GROUP SR UNSEC 2.375% 03-15-31                                                               | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     1713000 | PA      | $1523425.72    | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                       | COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.25% 04-15-29                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    12630000 | PA      | $11347347.72   | 0.06%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS INC                                              | CONSOLIDATED COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 5.0% 10-01-28                            | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2831326.40    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                             | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 06-01-33                                                       | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7875000 | PA      | $7202908.13    | 0.04%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CORP INMOBILIARIA VESTA SAB DE CV                                            | CORP INMOBILIARIA VESTA SAB DE CV 144A LIFE SR UNSEC 3.625% 05-13-31                               | CUSIP: 21989DAA0<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |     4075000 | PA      | $3606309.80    | 0.02%             | 2031-05-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CVR PARTNERS LP                                                              | CVR PARTNERS LP 144A LIFE SR SEC 1ST LIEN 6.125% 06-15-28                                          | CUSIP: 12663QAC9<br>LEI: 529900LE0OS06MYQRP11 | Long             | DBT              | CORP              | US        |     5290000 | PA      | $5302415.63    | 0.03%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                       | COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 5.875% 01-15-30                                          | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     3015000 | PA      | $2931345.81    | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CORELOGIC INC                                                                | CORELOGIC INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-28                                              | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2983600.00    | 0.01%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                 | CENTENE CORP SR UNSEC 2.45% 07-15-28                                                               | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    24165000 | PA      | $22456534.50   | 0.11%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | CARNIVAL CORP 144A LIFE SR SEC 1ST LIEN 4.0% 08-01-28                                              | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10773125.00   | 0.05%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                          | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.625% 10-01-31                                             | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    21975000 | PA      | $19583812.35   | 0.10%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | CARNIVAL CORP 144A LIFE SR UNSEC 6.0% 05-01-29                                                     | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    14555000 | PA      | $14716080.19   | 0.07%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | CITIGROUP INC SR UNSEC 2.52% 11-03-32/31                                                           | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    15254000 | PA      | $13341224.67   | 0.07%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                       | COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.0% 01-15-32                            | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4319373.60    | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                  | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.0% 12-02-41                                                 | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     4184000 | PA      | $3045035.70    | 0.02%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                  | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51                                                 | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    13038000 | PA      | $8579004.00    | 0.04%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                               | MARSH & MCLENNAN COS INC SR UNSEC 2.375% 12-15-31                                                  | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     7309000 | PA      | $6404964.41    | 0.03%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                               | MCDONALD'S CORP SR UNSEC 5.15% 09-09-52                                                            | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     1601000 | PA      | $1467673.52    | 0.01%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                           | META PLATFORMS INC SR UNSEC 4.45% 08-15-52                                                         | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    22500000 | PA      | $18983745.00   | 0.10%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING COMPANY                                   | MAUSER PACKAGING SOLUTIONS HOLDING COMPANY 144A LIFE SR SEC 1ST LIEN 7.875% 08-15-26               | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    12605000 | PA      | $12625168.00   | 0.06%             | 2026-08-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY SR UNSEC 5.164% 04-20-29/28                                                         | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2463000 | PA      | $2511710.75    | 0.01%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MODEC FINANCE BV                                                             | MODEC FINANCE BV 7.84% 07-15-26                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |     9000000 | PA      | $9103500.00    | 0.05%             | 2026-07-15      | Fixed         | 7.84%                 | Yes           |                  3 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                        | MINERVA LUXEMBOURG SA 144A LIFE SR UNSEC 8.875% 09-13-33                                           | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    10745000 | PA      | $11613668.78   | 0.06%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                        | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 9.25% 10-01-28                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     8230000 | PA      | $8432935.34    | 0.04%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-07-36                                                 | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    12140000 | PA      | $12011316.00   | 0.06%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 6.4% 05-07-54                                                 | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5000000 | PA      | $4615000.00    | 0.02%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                     | NGL ENERGY OPERATING LLC 144A LIFE SR SEC 1ST LIEN 8.125% 02-15-29                                 | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |     1956000 | PA      | $1977645.10    | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                     | NGL ENERGY OPERATING LLC 144A LIFE SR SEC 1ST LIEN 8.375% 02-15-32                                 | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |     4260000 | PA      | $4276285.98    | 0.02%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                        | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 8.875% 08-15-31                                           | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     6380000 | PA      | $4744155.24    | 0.02%             | 2031-08-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                                                  | NETFLIX INC SR UNSEC 5.4% 08-15-54                                                                 | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      193000 | PA      | $190615.49     | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32                                            | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1634000 | PA      | $1728234.41    | 0.01%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                   | PACIFICORP SR SEC 1ST LIEN 5.35% 12-01-53                                                          | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    17645000 | PA      | $15879635.40   | 0.08%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                        | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.75% 05-19-33                                      | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     5109000 | PA      | $5095711.49    | 0.03%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                        | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.11% 05-19-43                                      | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    20000000 | PA      | $19084260.00   | 0.10%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                        | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53                                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    12206000 | PA      | $11531667.32   | 0.06%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                   | PACIFICORP SR SEC 1ST LIEN 5.5% 05-15-54                                                           | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    24026000 | PA      | $22124053.79   | 0.11%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                  | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.4% 06-15-33                                          | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    22961000 | PA      | $24014450.68   | 0.12%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                  | PUBLIC STORAGE OPERATING CO SR UNSEC 5.35% 08-01-53                                                | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    10690000 | PA      | $10270460.26   | 0.05%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                              | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 09-07-33                                           | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    15138000 | PA      | $15869483.30   | 0.08%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                              | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 7.0% 01-15-32                                   | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $2230210.05    | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PARTY CITY HOLDCO INC                                                        | PARTY CITY HOLDCO INC 144A LIFE SR SEC 2ND LIEN PIK 12.0% 01-11-29                                 | CUSIP: 702149AA3<br>LEI: 549300BUAG9YASF5Q703 | Long             | DBT              | CORP              | US        |     2594172 | PA      | $259417.20     | 0.00%             | 2029-01-11      | Fixed         | 12.00%                | Yes           |                  3 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.375% 01-23-45                                                       | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      160000 | PA      | $113439.84     | 0.00%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PARTY CITY HOLDINGS INC                                                      | Party City GUC Trust Escrow 0.0% 10-12-28                                                          | CUSIP: 702ESCAG9<br>LEI: 5493005PYM1JS6EZN307 | Long             | DBT              | CORP              | US        |      560000 | PA      | $0.00          | 0.00%             | 2028-10-12      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                             | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.875% 10-20-34/33                                       | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    59597000 | PA      | $66646907.92   | 0.33%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                              | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 6.75% 12-05-29/28                                           | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |     3077000 | PA      | $4025724.81    | 0.02%             | 2029-12-05      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                   | PACIFICORP SR SEC 1ST LIEN 5.45% 02-15-34                                                          | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    18118000 | PA      | $18384606.37   | 0.09%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                   | PACIFICORP SR SEC 1ST LIEN 5.8% 01-15-55                                                           | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    10938000 | PA      | $10479194.65   | 0.05%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                             | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.676% 01-22-35/34                                       | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      370000 | PA      | $384570.23     | 0.00%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                  | PROLOGIS LP SR UNSEC 5.0% 03-15-34                                                                 | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     3430000 | PA      | $3440557.54    | 0.02%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                  | PROLOGIS LP SR UNSEC 5.25% 03-15-54                                                                | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      650000 | PA      | $610761.45     | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                           | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 4.985% 03-08-34                                              | CUSIP: 771196CL4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     1154000 | PA      | $1176482.23    | 0.01%             | 2034-03-08      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                           | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 5.218% 03-08-54                                              | CUSIP: 771196CM2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      608000 | PA      | $590142.43     | 0.00%             | 2054-03-08      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                           | REGAL REXNORD CORP SR UNSEC 6.4% 04-15-33                                                          | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15845685.00   | 0.08%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                           | REGAL REXNORD CORP SR UNSEC 6.3% 02-15-30                                                          | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15719565.00   | 0.08%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                        | ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR REG S 5.625% 05-30-37                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    75000000 | PA      | $83395679.28   | 0.42%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                       | ROPER TECHNOLOGIES INC SR UNSEC 4.9% 10-15-34                                                      | CUSIP: 776696AJ5<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    16164000 | PA      | $15948032.80   | 0.08%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                           | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 4.592% 09-09-34                                              | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     2272000 | PA      | $2249634.43    | 0.01%             | 2034-09-09      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                  | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.625% 09-30-31                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    13735000 | PA      | $13827491.49   | 0.07%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                      | RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.7% 02-25-37                                           | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    12695000 | PA      | $12472837.50   | 0.06%             | 2037-02-25      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                  | RIO TINTO FINANCE USA PLC SR UNSEC 5.75% 03-14-55                                                  | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     1557000 | PA      | $1560492.35    | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                  | RIO TINTO FINANCE USA PLC SR UNSEC 5.25% 03-14-35                                                  | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     2557000 | PA      | $2603105.27    | 0.01%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                  | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.5% 04-01-28                                       | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5065340.00    | 0.03%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                  | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 4.25% 07-01-26                                      | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    16160000 | PA      | $16088799.04   | 0.08%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                        | TEXAS INSTRUMENTS INC SR UNSEC 4.85% 02-08-34                                                      | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     5003000 | PA      | $5084418.82    | 0.03%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                               | TRANSOCEAN INC 144A LIFE SR UNSEC 8.5% 05-15-31                                                    | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4020606.00    | 0.02%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                               | TRANSOCEAN INC 144A LIFE SR UNSEC 8.25% 05-15-29                                                   | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |     5250000 | PA      | $4857966.75    | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| TRANSPORTADORA DE GAS DEL SUR SA                                             | TRANSPORTADORA DE GAS DEL SUR SA 144A LIFE SR UNSEC 8.5% 07-24-31                                  | CUSIP: 893870AY1<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |    10200000 | PA      | $10721311.80   | 0.05%             | 2031-07-24      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                        | TRUIST FINANCIAL CORP SR UNSEC 5.153% 08-05-32/31                                                  | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    13796000 | PA      | $14068788.31   | 0.07%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                   | TENNESSEE VALLEY AUTHORITY 8/1/2034                                                                | CUSIP: 880591FB3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    23053000 | PA      | $22892179.97   | 0.11%             | 2034-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                     | TOTALENERGIES CAPITAL SA SR UNSEC 4.724% 09-10-34                                                  | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    13635000 | PA      | $13554130.82   | 0.07%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                  | TARGET CORP SR UNSEC 4.5% 09-15-34                                                                 | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     5419000 | PA      | $5255432.90    | 0.03%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                         | TARGA RESOURCES CORP SR UNSEC 5.55% 08-15-35                                                       | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     1804000 | PA      | $1813981.53    | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                  | TARGET CORP SR UNSEC 5.0% 04-15-35                                                                 | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     5065000 | PA      | $5059393.05    | 0.03%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 8.125% 09-15-31                            | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     9012000 | PA      | $10216093.32   | 0.05%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                      | TALEN ENERGY SUPPLY LLC 144A LIFE SR SEC 1ST LIEN 8.625% 06-01-30                                  | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    12341000 | PA      | $13233636.87   | 0.07%             | 2030-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                        | TRUIST FINANCIAL CORP SR UNSEC 5.867% 06-08-34/33                                                  | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1597000 | PA      | $1668962.42    | 0.01%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                               | TRANSOCEAN INC 144A LIFE SR SEC 1ST LIEN SF 8.75% 02-15-30                                         | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |     3037600 | PA      | $3126173.38    | 0.02%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                                        | TRANSOCEAN AQUILA LTD 144A LIFE SR SEC 1ST LIEN SF 8.0% 09-30-28                                   | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     3192231 | PA      | $3225979.05    | 0.02%             | 2028-09-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                        | TRUIST FINANCIAL CORP SR UNSEC 5.711% 01-24-35/34                                                  | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    22372000 | PA      | $23199025.72   | 0.12%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                      | UKG INC 144A LIFE SR UNSEC 6.875% 02-01-31                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     7850000 | PA      | $8149870.00    | 0.04%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP                                                  | USA COMPRESSION PARTNERS LP 144A LIFE SR UNSEC 7.125% 03-15-29                                     | CUSIP: 91740PAG3<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |     7660000 | PA      | $7855766.62    | 0.04%             | 2029-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 5.0% 04-15-34                                                      | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1187000 | PA      | $1187062.91    | 0.01%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 5.375% 04-15-54                                                    | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3314000 | PA      | $3100233.74    | 0.02%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 5.5% 04-15-64                                                      | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1540000 | PA      | $1438464.72    | 0.01%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                 | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 8.5% 07-31-31                               | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $9769626.75    | 0.05%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSAL ENTERTAINMENT CORP                                                 | UNIVERSAL ENTERTAINMENT CORP 144A LIFE SR SEC 1ST LIEN 9.875% 08-01-29                             | CUSIP: 91349WAC2<br>LEI: 353800BBJTHSMSQ31V91 | Long             | DBT              | CORP              | JP        |     7400000 | PA      | $7237940.00    | 0.04%             | 2029-08-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 5.5% 07-15-44                                                      | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $22417249.00   | 0.11%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 5.15% 07-15-34                                                     | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     8261000 | PA      | $8348368.34    | 0.04%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                             | WELLS FARGO & CO SR UNSEC 5.707% 04-22-28/27                                                       | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      490000 | PA      | $500806.46     | 0.00%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                             | WISCONSIN ELECTRIC POWER CO SR UNSEC 5.05% 10-01-54                                                | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |       75000 | PA      | $67839.45      | 0.00%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HOLDINGS LLC                                           | WILDFIRE INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 7.5% 10-15-29                                | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     6670000 | PA      | $6642466.24    | 0.03%             | 2029-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                | WOLFSPEED INC 144A LIFE SR SEC 1ST LIEN PIK 12.875% 06-23-30                                       | CUSIP: 977852AG7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     1512691 | PA      | $1530174.99    | 0.01%             | 2030-06-23      | Variable      | 12.88%                | Yes           |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                | WOLFSPEED INC SR SEC 1ST LIEN (UNFUNDED) 0.0% 09-30-26                                             | CUSIP: N/A<br>LEI: 549300OGU88P3AW3TO93       | Long             | DBT              | CORP              | US        |     2880000 | PA      | $2880000.00    | 0.01%             | 2026-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                             | WELLS FARGO & CO SR UNSEC 5.211% 12-03-35/34                                                       | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $7330973.90    | 0.04%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                             | WELLS FARGO & CO SR UNSEC 5.605% 04-23-36/35                                                       | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    30211000 | PA      | $31196120.29   | 0.16%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                  | WALMART INC SR UNSEC 4.9% 04-28-35                                                                 | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    10051000 | PA      | $10183894.32   | 0.05%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.875% 10-16-25                                                       | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    25000000 | PA      | $24989075.00   | 0.13%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32                                                      | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    11544000 | PA      | $10735608.31   | 0.05%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.35% 02-12-48                                                        | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      233000 | PA      | $162384.46     | 0.00%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 10.0% 02-07-33                                                        | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    20000000 | PA      | $21425280.00   | 0.11%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 7.69% 01-23-50                                                        | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1481000 | PA      | $1165858.01    | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                          | PETROLEOS MEXICANOS SR UNSEC 6.95% 01-28-60                                                        | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1657000 | PA      | $1191737.60    | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                         | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 5.75% 07-17-54                                             | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    17670000 | PA      | $16606266.00   | 0.08%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                              | PANAMA GOVERNMENT INTERNATIONAL BOND 6.4% 02-14-35                                                 | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     8595000 | PA      | $8389020.83    | 0.04%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 8.5% 01-31-47                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     1170000 | PA      | $950887.08     | 0.00%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 7.903% 02-21-48                                          | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      605000 | PA      | $465272.23     | 0.00%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                                         | ANGOLAN GOVERNMENT INTERNATIONAL BOND REG S 8.0% 11-26-29                                          | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     6000000 | PA      | $5456574.00    | 0.03%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                                             | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND SF 4.125% 07-09-35                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    16950500 | PA      | $11445299.66   | 0.06%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                                             | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND SF 1.0% 07-09-29                                  | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      144627 | PA      | $121414.62     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ANGOLA (REPUBLIC OF)                                                         | ANGOLAN GOVERNMENT INTERNATIONAL BOND REG S 9.5% 11-12-25                                          | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     5570000 | PA      | $5596797.27    | 0.03%             | 2025-11-12      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-50                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     1109028 | PA      | $181536241.41  | 0.91%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL (B) I/L 6.0% 08-15-40                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       60218 | PA      | $10051633.80   | 0.05%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-60                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       60218 | PA      | $9714195.13    | 0.05%             | 2060-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.5% 02-02-34                                               | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     6591000 | PA      | $6570020.85    | 0.03%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 8.7002% 03-01-49                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     1840000 | PA      | $1511388.88    | 0.01%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 7.6003% 03-01-29                                         | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      695000 | PA      | $701145.19     | 0.00%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND REG S 5.8% 09-30-27                                            | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     2110000 | PA      | $2070228.61    | 0.01%             | 2027-09-30      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| GABON REPUBLIC OF (GOVERNMENT)                                               | GABON GOVERNMENT INTERNATIONAL BOND 144A LIFE SF 7.0% 11-24-31                                     | CUSIP: 362420AE1<br>LEI: 213800XA7X746GRPXA35 | Long             | DBT              | NUSS              | GA        |    10000000 | PA      | $7975030.00    | 0.04%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| INDIA (REPUBLIC OF)                                                          | INDIA GOVERNMENT BOND INR 7.61% 05-09-30                                                           | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   367000000 | PA      | $4552802.75    | 0.02%             | 2030-05-09      | Fixed         | 7.61%                 | No            |                  2 | On Loan: No      |
| INDIA (REPUBLIC OF)                                                          | INDIA GOVERNMENT BOND INR 7.88% 03-19-30                                                           | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |   333000000 | PA      | $4171158.93    | 0.02%             | 2030-03-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.3% 12-20-54                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  3600750000 | PA      | $22471950.57   | 0.11%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.4% 03-20-55                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 38874450000 | PA      | $247967457.14  | 1.25%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND JPY 2.4% 03-20-45                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 41844300000 | PA      | $292695945.98  | 1.47%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN BONOS MXN 7.5% 06-03-27                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      300000 | PA      | $1580360.25    | 0.01%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICAN BONOS MXN 8.0% 11-07-47                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     4964562 | PA      | $21979718.88   | 0.11%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                                                       | MOZAMBIQUE INTERNATIONAL BOND REG S SF 9.0% 09-15-31                                               | CUSIP: N/A<br>LEI: 213800759WLKYIKPER73       | Long             | DBT              | NUSS              | MZ        |    30000000 | PA      | $24818940.00   | 0.12%             | 2031-09-15      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 5.0% 04-27-51                                                 | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2270000 | PA      | $1766060.00    | 0.01%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 3.75% 04-19-71                                                | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    13080000 | PA      | $7444809.00    | 0.04%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 6.338% 05-04-53                                               | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3730000 | PA      | $3431973.00    | 0.02%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                   | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 05-15-55                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        9908 | PA      | $1606960.82    | 0.01%             | 2055-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                              | PANAMA GOVERNMENT INTERNATIONAL BOND 2.252% 09-29-32                                               | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     8527000 | PA      | $6529294.44    | 0.03%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                           | PERUVIAN GOVERNMENT INTERNATIONAL BOND 2.78% 12-01-60                                              | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    17695000 | PA      | $9550522.35    | 0.05%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                              | PANAMA GOVERNMENT INTERNATIONAL BOND 6.875% 01-31-36                                               | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     8206000 | PA      | $8179363.32    | 0.04%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                              | PANAMA GOVERNMENT INTERNATIONAL BOND 7.5% 03-01-31                                                 | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2835000 | PA      | $3023640.90    | 0.02%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                              | PANAMA GOVERNMENT INTERNATIONAL BOND SF 8.0% 03-01-38                                              | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    16669000 | PA      | $17903706.17   | 0.09%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SENEGAL (REPUBLIC OF)                                                        | SENEGAL GOVERNMENT INTERNATIONAL BOND REG S SF 6.75% 03-13-48                                      | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |    11000000 | PA      | $6664603.00    | 0.03%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                        | ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 3.5% 04-03-34                                 | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      995000 | PA      | $981493.80     | 0.00%             | 2034-04-03      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SPAIN (KINGDOM OF)                                                           | SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.25% 10-31-30                                           | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    12245000 | PA      | $13495452.86   | 0.07%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| SASKATCHEWAN (PROVINCE OF)                                                   | PROVINCE OF SASKATCHEWAN CANADA 3.25% 06-08-27                                                     | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     8047000 | PA      | $7923324.05    | 0.04%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                             | FINASTRA USA INC TL-REVOLVER UNFUNDED PP FRN 09-13-29                                              | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |      242290 | PA      | $244106.74     | 0.00%             | 2029-09-13      | Variable      | 0.50%                 | Yes           |                  2 | On Loan: No      |
| FINASTRA USA INC                                                             | FINASTRA USA INC TL-REVOLVER FUNDED PP (TSFR3M+725)(FLR 1.0) FRN 09-13-29                          | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |       60008 | PA      | $60458.47      | 0.00%             | 2029-09-13      | Variable      | 11.43%                | Yes           |                  2 | On Loan: No      |
| APPLE BIDCO LLC                                                              | APPLE BIDCO LLC TL 1ST LIEN (TSFR3M+250)(FLR 0.0) FRN 09-23-31                                     | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |     8708175 | PA      | $8716343.27    | 0.04%             | 2031-09-23      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                               | GRAY TELEVISION INC TL-B 1ST LIEN (TSFR3M+525)(FLR 0.0) FRN 06-04-29                               | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     4993950 | PA      | $4993170.94    | 0.03%             | 2029-06-04      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                              | HANESBRANDS INC TL-B 1ST LIEN (TSFR3M + 275)(FLR 0.0) FRN 03-07-32                                 | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |      634239 | PA      | $636220.78     | 0.00%             | 2032-03-07      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| HERTZ CORPORATION (THE)                                                      | HERTZ CORPORATION (THE) TL-C 1ST LIEN (TSFR3M+350) FRN 06-30-28                                    | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |      249933 | PA      | $208694.43     | 0.00%             | 2028-06-30      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| HERTZ CORPORATION (THE)                                                      | HERTZ CORPORATION (THE) TL-B 1ST LIEN (TSFR3M+350) FRN 06-30-28                                    | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     1281750 | PA      | $1070260.97    | 0.01%             | 2028-06-30      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                        | MERCURY AGGREGATOR LP TL-2 1ST LIEN 3.5% 04-03-26                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       10942 | PA      | $4177.66       | 0.00%             | 2026-04-03      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                        | MERCURY AGGREGATOR LP TL-1 1ST LIEN 13.5% 04-03-26/08-03-25                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       19148 | PA      | $7310.71       | 0.00%             | 2026-04-03      | Variable      | 13.50%                | No            |                  3 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                       | RADIOLOGY PARTNERS INC PIK TL-B 1ST LIEN  (TSFR3M+350) FRN 01-31-29                                | CUSIP: 75041EAJ1<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |     1032814 | PA      | $1030600.30    | 0.01%             | 2029-01-31      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                              | SKYMILES IP LIMITED TL (TSFR3M+375) (FLR 1.0) FRN 10-20-27                                         | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | US        |      919876 | PA      | $926679.35     | 0.00%             | 2027-10-20      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDINGS LLC                                                | TRUIST INSURANCE HOLDINGS LLC TL 2ND LIEN (TSFR3M+475) (FLR 0.00) FRN 05-06-32                     | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     6744737 | PA      | $6841692.43    | 0.03%             | 2032-05-06      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                       | X CORPORATION TL-B 1ST LIEN (TSFR3M+650)(FLR 0.5) FRN 10-26-29                                     | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     7994554 | PA      | $7821335.58    | 0.04%             | 2029-10-26      | Variable      | 10.93%                | No            |                  2 | On Loan: No      |
| 3650R 2022-PF2                                                               | 3650R 2022-PF2 B FRN 11-15-55                                                                      | CUSIP: 88575JBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3591000 | PA      | $3517000.26    | 0.02%             | 2055-11-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| 3650R 2022-PF2                                                               | 3650R 2022-PF2 AS FRN 11-15-55                                                                     | CUSIP: 88575JAZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2002314.00    | 0.01%             | 2055-11-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST AMMST_21-MF3                     | AMMST 21-MF3 B 144A 2.5108% 10-15-54/10-20-31                                                      | CUSIP: 03882KAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      375000 | PA      | $322174.88     | 0.00%             | 2054-10-15      | Fixed         | 2.51%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_22-1                                              | ARRW 2022-1 A1A 144A 2.495% 12-25-56/02-25-26                                                      | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6215909 | PA      | $5976869.85    | 0.03%             | 2056-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST AMMST_20-MF1                     | AMMST 2020-MF1 B FRN 05-15-53                                                                      | CUSIP: 03881BAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1414990.50    | 0.01%             | 2053-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| AOMT 2024-8                                                                  | AOMT 2024-8 A1 144A 5.338% 05-27-69                                                                | CUSIP: 03465QAA2<br>LEI: 254900BM1HTLL3SKQ481 | Long             | ABS-CBDO         | CORP              | US        |    13852757 | PA      | $13827960.13   | 0.07%             | 2069-05-27      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| AHPT 2024-ATRM                                                               | AHPT 2024-ATRM D 144A FRN 11-10-29                                                                 | CUSIP: 04963XAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5903000 | PA      | $6000086.64    | 0.03%             | 2029-11-10      | Variable      | 7.68%                 | Yes           |                  2 | On Loan: No      |
| ALA 2025-OANA                                                                | ALA 2025-OANA C 144A FRN 06-15-40                                                                  | CUSIP: 009920AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2856000 | PA      | $2863111.44    | 0.01%             | 2040-06-15      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| ALA 2025-OANA                                                                | ALA 2025-OANA A 144A FRN 06-15-40                                                                  | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    28400000 | PA      | $28599850.80   | 0.14%             | 2040-06-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                               | AMSR 25-SFR1 D 144A 3.655% 06-17-42                                                                | CUSIP: 00182MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      426000 | PA      | $389902.46     | 0.00%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                 | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 6.625% 06-01-27                             | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $7087163.20    | 0.04%             | 2027-06-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                 | UBS GROUP AG 144A LIFE SR UNSEC 2.095% 02-11-32/31                                                 | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      750000 | PA      | $648945.00     | 0.00%             | 2032-02-11      | Variable      | 2.10%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                          | UNITED AIRLINES INC 144A LIFE SR SEC 1ST LIEN 4.375% 04-15-26                                      | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     3605000 | PA      | $3583420.47    | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                          | UNITED AIRLINES INC 144A LIFE SR SEC 1ST LIEN 4.625% 04-15-29                                      | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $2836356.60    | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                 | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-29                               | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     6750000 | PA      | $6143694.75    | 0.03%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 3.25% 05-15-51                                                     | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    14216000 | PA      | $9437732.30    | 0.05%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                           | UNION PACIFIC CORP SR UNSEC 2.95% 03-10-52                                                         | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     9118000 | PA      | $5823794.25    | 0.03%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 4.2% 05-15-32                                                      | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1442000 | PA      | $1396366.47    | 0.01%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 4.75% 05-15-52                                                     | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3613000 | PA      | $3080237.86    | 0.02%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                 | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 7.375% 06-30-30                             | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    10075000 | PA      | $9908812.88    | 0.05%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS LLC                                                    | MILEAGE PLUS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN SF 6.5% 06-20-27                               | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1562000 | PA      | $1565025.59    | 0.01%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                   | US BANCORP SR UNSEC 5.85% 10-21-33/32                                                              | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1683891.20    | 0.01%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 5.35% 02-15-33                                                     | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    10110000 | PA      | $10420002.93   | 0.05%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 5.875% 02-15-53                                                    | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $7318950.80    | 0.04%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                        | TCF 20-1 B 144A 3.74% 09-20-45/05-20-30                                                            | CUSIP: 89680HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2959785 | PA      | $2808815.25    | 0.01%             | 2045-09-20      | Fixed         | 3.74%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                                 | TMCL 20-2A B 144A 3.34% 09-20-45/06-20-30                                                          | CUSIP: 88315LAH1<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | BM        |     2232024 | PA      | $2117190.43    | 0.01%             | 2045-09-20      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| TAL ADVANTAGE VII LLC TAL_20-1A                                              | TAL 20-1A B 144A 3.29% 09-20-45/05-21-29                                                           | CUSIP: 87407RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      375938 | PA      | $357442.50     | 0.00%             | 2045-09-20      | Fixed         | 3.29%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_21-1                                        | TCF 21-1A B 144A 2.58% 03-20-46/12-20-30                                                           | CUSIP: 89680HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      434350 | PA      | $394269.92     | 0.00%             | 2046-03-20      | Fixed         | 2.58%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                            | USRE 21-1 B1 144A 2.41% 10-20-61/26                                                                | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6036000 | PA      | $5543076.10    | 0.03%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                   | US BANCORP SR UNSEC 4.839% 02-01-34/33                                                             | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2024959.25    | 0.01%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                   | US BANCORP SR UNSEC 5.836% 06-12-34/06-10-33                                                       | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    14572000 | PA      | $15311922.44   | 0.08%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| ACAR 2024-4                                                                  | ACAR 24-4 A 144A 4.81% 03-13-28                                                                    | CUSIP: 024945AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5166808 | PA      | $5166073.93    | 0.03%             | 2028-03-13      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-P1                                                                | WLAKE 25-P1 A2 144A 4.65% 02-15-28/11-16-26                                                        | CUSIP: 96043LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2509000 | PA      | $2514620.16    | 0.01%             | 2028-02-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                 | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 8.0% 08-15-28                               | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     5485000 | PA      | $5570615.37    | 0.03%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                   | US BANCORP SR UNSEC 5.678% 01-23-35/34                                                             | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    27800000 | PA      | $28871912.40   | 0.14%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                                             | VITAL ENERGY INC 144A LIFE SR UNSEC 7.875% 04-15-32                                                | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    10985000 | PA      | $9400919.06    | 0.05%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                            | VALE OVERSEAS LTD SR UNSEC 6.4% 06-28-54                                                           | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |     8362000 | PA      | $8226276.38    | 0.04%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                              | ONDK 24-1 B 144A 7.15% 06-17-31/27                                                                 | CUSIP: 67118NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      652000 | PA      | $662954.25     | 0.00%             | 2031-06-17      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                              | ONDK 24-1 C 144A 8.99% 06-17-31/27                                                                 | CUSIP: 67118NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      474000 | PA      | $485632.91     | 0.00%             | 2031-06-17      | Fixed         | 8.99%                 | Yes           |                  2 | On Loan: No      |
| VISTA ENERGY ARGENTINA SAU                                                   | VISTA ENERGY ARGENTINA SAU 144A LIFE SR UNSEC SF 7.625% 12-10-35                                   | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |    15610000 | PA      | $15153407.50   | 0.08%             | 2035-12-10      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS INC SR UNSEC 5.25% 04-02-35                                                 | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3037000 | PA      | $3063452.27    | 0.02%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                              | ONDK 24-1 A 144A 6.27% 06-17-31/27                                                                 | CUSIP: 67118NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10643000 | PA      | $10774813.56   | 0.05%             | 2031-06-17      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| XROAD 2024-A                                                                 | XROAD 24-A A2 144A 5.90% 08-20-30                                                                  | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1103877 | PA      | $1117764.76    | 0.01%             | 2030-08-20      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                           | VICI PROPERTIES LP SR UNSEC 5.625% 04-01-35                                                        | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     2023000 | PA      | $2042408.66    | 0.01%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.625% 04-30-29                                                        | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9774000 | PA      | $10080572.26   | 0.05%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.375% 05-15-34                                                        | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2621000 | PA      | $2662973.22    | 0.01%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 4.625% 05-15-54                                                        | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15499000 | PA      | $15050982.81   | 0.08%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY NOTE 3.875% 06-15-28                                                        | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    44036900 | PA      | $44269106.57   | 0.22%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                       | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 07-15-25                                 | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    52486700 | PA      | $52463885.60   | 0.26%             | 2025-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                                            | MICROSTRATEGY INC CV 144A LIFE SR UNSEC 0.0% 12-01-29                                              | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     9268000 | PA      | $8790698.00    | 0.04%             | 2029-12-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                                               | HOME DEPOT INC SR UNSEC 5.4% 06-25-64                                                              | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    14804000 | PA      | $14230433.82   | 0.07%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                 | UBS GROUP AG WD COCO PRP 144A LIFE SUB (H) 4.375% 12-31-79/02-10-31                                | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     5375000 | PA      | $4764007.63    | 0.02%             | 2079-12-31      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                     | JACOBS ENTERTAINMENT INC 144A LIFE SR UNSEC 6.75% 02-15-29                                         | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     5305000 | PA      | $5109908.63    | 0.03%             | 2029-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)            | UNITED KINGDOM INFLATION-LINKED GILT GBP REG S I/L 0.125% 08-10-41                                 | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     3403676 | PA      | $3516165.34    | 0.02%             | 2041-08-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_24-C10                                                | BMO 2024-C10 C FRN 11-15-57                                                                        | CUSIP: 096920AK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      896000 | PA      | $895002.75     | 0.00%             | 2057-11-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| BX 2024-FNX                                                                  | BX 2024-FNX D 144A FRN 11-15-26                                                                    | CUSIP: 05593TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5393710 | PA      | $5416606.39    | 0.03%             | 2026-11-15      | Variable      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2024-C30                                                               | BBCMS 2024-C30 C FRN 11-15-57                                                                      | CUSIP: 05493YAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      826000 | PA      | $828812.53     | 0.00%             | 2057-11-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| BBCMS 2024-C30                                                               | BBCMS 2024-C30 B FRN 11-15-57                                                                      | CUSIP: 05493YAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      707000 | PA      | $730760.15     | 0.00%             | 2057-11-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BX 2024-GPA2                                                                 | BX 2024-GPA2 E 144A FRN 11-15-41                                                                   | CUSIP: 12433DAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2044000 | PA      | $2049919.42    | 0.01%             | 2041-11-15      | Variable      | 7.85%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-GPA2                                                                 | BX 2024-GPA2 B 144A FRN 11-15-41                                                                   | CUSIP: 12433DAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16920000 | PA      | $16976834.28   | 0.09%             | 2041-11-15      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-GPA2                                                                 | BX 2024-GPA2 D 144A FRN 11-15-41                                                                   | CUSIP: 12433DAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      341965 | PA      | $343004.23     | 0.00%             | 2041-11-15      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-GPA2                                                                 | BX 2024-GPA2 A 144A FRN 11-15-41                                                                   | CUSIP: 12433DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21194250 | PA      | $21285724.38   | 0.11%             | 2041-11-15      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V11                                                               | BMARK 2024-V11 B FRN 11-15-57                                                                      | CUSIP: 081921BD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1216000 | PA      | $1268106.82    | 0.01%             | 2057-11-15      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                             | BANK5 2024-5YR11 B FRN 11-15-57                                                                    | CUSIP: 06644WBR8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1578000 | PA      | $1645486.33    | 0.01%             | 2057-11-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                             | BANK5 24-5YR11 A3 5.893% 11-15-57/11-19-29                                                         | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    35763000 | PA      | $37497827.37   | 0.19%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                             | BANK5 2024-5YR12 B FRN 12-15-57                                                                    | CUSIP: 06644XBT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1327000 | PA      | $1380873.55    | 0.01%             | 2057-12-15      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8                                                                 | BMO 2024-5C8 C FRN 12-15-57                                                                        | CUSIP: 09661XAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      645455 | PA      | $649335.48     | 0.00%             | 2057-12-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BBCMS 2024-5C31                                                              | BBCMS 24-5C31 C 5.756% 12-15-57/12-17-29                                                           | CUSIP: 07336YAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      642455 | PA      | $643836.92     | 0.00%             | 2057-12-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BX 2025-BIO3                                                                 | BX 2025-BIO3 C 144A FRN 02-10-42                                                                   | CUSIP: 123911AG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1385000 | PA      | $1410754.08    | 0.01%             | 2042-02-10      | Variable      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                            | OWENS & MINOR INC 144A LIFE SR UNSEC 6.625% 04-01-30                                               | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    14865000 | PA      | $13977173.01   | 0.07%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| 3R LUX SARL                                                                  | 3R LUX SARL 144A LIFE SR SEC 1ST LIEN 9.75% 02-05-31                                               | CUSIP: 88563PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     6224000 | PA      | $6298843.60    | 0.03%             | 2031-02-05      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                | ALPHA BANK SA EUR REG S SR UNSEC (B) 5.0% 05-12-30/29                                              | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |     2615000 | PA      | $3281981.33    | 0.02%             | 2030-05-12      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE LTD                                                   | ARDONAGH GROUP FINANCE LTD 144A LIFE SR UNSEC 8.875% 02-15-32                                      | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | GB        |     4885000 | PA      | $5144403.27    | 0.03%             | 2032-02-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                      | ASTRAZENECA FINANCE LLC SR UNSEC 5.0% 02-26-34                                                     | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    16875000 | PA      | $17209597.50   | 0.09%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                   | ABBVIE INC SR UNSEC 5.35% 03-15-44                                                                 | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1324239.30    | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SDART 2024-1                                                                 | SDART 24-1 C 5.45% 03-15-30/07-15-27                                                               | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      118000 | PA      | $119421.07     | 0.00%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SDART 2024-1                                                                 | SDART 24-1 B 5.23% 12-15-28/26                                                                     | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      531000 | PA      | $534271.49     | 0.00%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO LTD STCP_24-5A                                             | STCP 2024-5A C CLO 144A FRN 04-20-36                                                               | CUSIP: 87122YAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      667000 | PA      | $667338.84     | 0.00%             | 2036-04-20      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| SMB 2024-A                                                                   | SMB 24-A D 144A 8.22% 03-15-56                                                                     | CUSIP: 831943AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7896000 | PA      | $8285975.54    | 0.04%             | 2056-03-15      | Fixed         | 8.22%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                   | ABBVIE INC SR UNSEC 5.5% 03-15-64                                                                  | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3542522.10    | 0.02%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                   | ABBVIE INC SR UNSEC 5.4% 03-15-54                                                                  | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    20690000 | PA      | $20132590.71   | 0.10%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4                                                                 | SDART 24-4 A2 5.41% 07-15-27/11-17-25                                                              | CUSIP: 802919AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3276544 | PA      | $3280000.87    | 0.02%             | 2027-07-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY_24-3                                               | SUBWAY 24-3 A2I 144A 5.246% 07-30-54/29                                                            | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11456430 | PA      | $11415954.43   | 0.06%             | 2054-07-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                   | ABBVIE INC SR UNSEC 5.05% 03-15-34                                                                 | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    32320000 | PA      | $32919277.44   | 0.17%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                      | AMERICA MOVIL SAB DE CV MXN SR UNSEC 10.125% 01-22-29                                              | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |  1103000000 | PA      | $60589289.80   | 0.30%             | 2029-01-22      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                | APPLOVIN CORP SR UNSEC 5.5% 12-01-34                                                               | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15235920.00   | 0.08%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                      | ARTHUR J GALLAGHER & CO SR UNSEC 5.15% 02-15-35                                                    | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     4369000 | PA      | $4373591.82    | 0.02%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY_24-3                                               | SUBWAY 24-3 A2II 144A 5.566% 07-30-54/31                                                           | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13181760 | PA      | $13168485.97   | 0.07%             | 2054-07-30      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY_24-3                                               | SUBWAY 24-3 A23 144A 5.914% 07-30-54/07-31-34                                                      | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13307130 | PA      | $13212715.91   | 0.07%             | 2054-07-30      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| SLAM 2024-1A                                                                 | SLAM 2024-1A A 144A 5.335% 09-15-49                                                                | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18235087 | PA      | $18228230.90   | 0.09%             | 2049-09-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2024-3A                                                                | SFAST 24-3 B 144A 4.76% 11-20-31/03-20-29                                                          | CUSIP: 78436XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2770000 | PA      | $2793040.86    | 0.01%             | 2031-11-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                      | ARTHUR J GALLAGHER & CO SR UNSEC 5.55% 02-15-55                                                    | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     1154000 | PA      | $1107664.59    | 0.01%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                     | APA CORP 144A SR UNSEC 5.35% 07-01-49                                                              | CUSIP: 03743QAN8<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      351000 | PA      | $278898.98     | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2024-3A                                                                | SFAST 24-3 A2 144A 4.71% 05-22-28/07-20-26                                                         | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11245742 | PA      | $11253164.48   | 0.06%             | 2028-05-22      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                     | ALBERTSONS COS INC 144A LIFE SR UNSEC 3.5% 03-15-29                                                | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     5730000 | PA      | $5434733.10    | 0.03%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| APA CORP                                                                     | APA CORP 144A SR UNSEC 4.75% 04-15-43                                                              | CUSIP: 03743QAK4<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     1749000 | PA      | $1336484.36    | 0.01%             | 2043-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                             | AMBIPAR LUX SARL 144A LIFE SR UNSEC 10.875% 02-05-33                                               | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     3705000 | PA      | $3510732.03    | 0.02%             | 2033-02-05      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                          | AMERICAN EXPRESS CO SR UNSEC 5.442% 01-30-36/35                                                    | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     3158000 | PA      | $3224905.39    | 0.02%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                             | ALTRIA GROUP INC SR UNSEC 5.625% 02-06-35                                                          | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     7386000 | PA      | $7534606.32    | 0.04%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BX 2025-BIO3                                                                 | BX 2025-BIO3 D 144A FRN 02-10-42                                                                   | CUSIP: 123911AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8638000 | PA      | $8476434.85    | 0.04%             | 2042-02-10      | Variable      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2025-C32                                                               | BBCMS 25-C32 C 6.125% 02-15-62/01-16-35                                                            | CUSIP: 07337AAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2394000 | PA      | $2431865.90    | 0.01%             | 2062-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IRV 2025-200P                                                                | IRV 2025-200P A 144A FRN 03-14-47                                                                  | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    50369055 | PA      | $51023248.29   | 0.26%             | 2047-03-14      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| IRV 2025-200P                                                                | IRV 2025-200P C 144A FRN 03-14-47                                                                  | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3428859 | PA      | $3417149.45    | 0.02%             | 2047-03-14      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION INC                                                               | AUTONATION INC SR UNSEC 5.89% 03-15-35                                                             | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16000000 | PA      | $16238896.00   | 0.08%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                 | ALPHABET INC SR UNSEC 4.5% 05-15-35                                                                | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     7623000 | PA      | $7525867.73    | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                 | ALPHABET INC SR UNSEC 5.25% 05-15-55                                                               | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      440000 | PA      | $433664.88     | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                    | APPLE INC SR UNSEC 4.75% 05-12-35                                                                  | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     5002000 | PA      | $5044161.86    | 0.03%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                             | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.45% 05-07-35                                           | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     2645000 | PA      | $2713740.91    | 0.01%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                 | AEP TRANSMISSION CO LLC SR UNSEC 5.375% 06-15-35                                                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      425000 | PA      | $434442.23     | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                  | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 6.875% 06-15-30                              | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    10440000 | PA      | $10591421.76   | 0.05%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                          | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 6.625% 07-15-33                             | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     4255000 | PA      | $4319497.29    | 0.02%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC SR UNSEC 4.35% 03-01-29                                                                   | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1252930.00    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                           | OSAIC HOLDINGS INC 144A LIFE SR UNSEC 10.75% 08-01-27                                              | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2507597.50    | 0.01%             | 2027-08-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                            | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 6.75% 10-15-27                                | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3004455.00    | 0.02%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                          | AVANTOR FUNDING INC 144A LIFE SR UNSEC 4.625% 07-15-28                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     5785000 | PA      | $5684798.02    | 0.03%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| APACHE CORP                                                                  | APACHE CORP SR UNSEC 4.625% 11-15-25                                                               | CUSIP: 037411BH7<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     5395000 | PA      | $5387635.83    | 0.03%             | 2025-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HOLDINGS SRL                                           | AES PANAMA GENERATION HOLDINGS SRL 144A LIFE SR SEC 1ST LIEN SF 4.375% 05-31-30                    | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     2681388 | PA      | $2456929.39    | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                                                | BLACKSTONE MORTGAGE TRUST INC 144A LIFE SR SEC 1ST LIEN 7.75% 12-01-29                             | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |     2442000 | PA      | $2599445.51    | 0.01%             | 2029-12-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 2.726% 03-25-31                                                          | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4504775.00    | 0.02%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BANK OF AMERICA CORP SR UNSEC 1.922% 10-24-31/30                                                   | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $9944539.20    | 0.05%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                | BANNER HEALTH SR UNSEC 2.913% 01-01-51                                                             | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $6365100.00    | 0.03%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                | BOEING CO SR UNSEC 3.625% 02-01-31                                                                 | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4998000 | PA      | $4710949.87    | 0.02%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOLDINGS                                                | BAYLOR SCOTT & WHITE HOLDINGS SR UNSEC 0.827% 11-15-25                                             | CUSIP: 072863AG8<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     5463000 | PA      | $5369216.68    | 0.03%             | 2025-11-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOLDINGS                                                | BAYLOR SCOTT & WHITE HOLDINGS SR UNSEC 1.777% 11-15-30                                             | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    19087000 | PA      | $16729736.41   | 0.08%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC 144A SR UNSEC 3.469% 04-15-34                                                         | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3574664.00    | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                             | BURLINGTON NORTHERN SANTA FE LLC SR UNSEC 3.3% 09-15-51                                            | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3856000 | PA      | $2676276.08    | 0.01%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | BNP PARIBAS SA 144A LIFE SR NON PREF 2.871% 04-19-32/31                                            | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    19507000 | PA      | $17485938.25   | 0.09%             | 2032-04-19      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                                               | BOMBARDIER INC 144A LIFE SR UNSEC 7.125% 06-15-26                                                  | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1675000 | PA      | $1679552.65    | 0.01%             | 2026-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31                                                   | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    28757000 | PA      | $25067131.82   | 0.13%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                               | BOMBARDIER INC 144A LIFE SR UNSEC 6.0% 02-15-28                                                    | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     4180000 | PA      | $4208135.58    | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC 144A SR UNSEC 3.187% 11-15-36                                                         | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     5996000 | PA      | $4973112.38    | 0.02%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 4.742% 03-16-32                                                          | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9946880.00    | 0.05%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 5.65% 03-16-52                                                           | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4429522.25    | 0.02%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                     | BAXTER INTERNATIONAL INC SR UNSEC 2.539% 02-01-32                                                  | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     5260000 | PA      | $4586556.94    | 0.02%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                     | BAXTER INTERNATIONAL INC SR UNSEC 3.132% 12-01-51                                                  | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    12537000 | PA      | $8013850.99    | 0.04%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                            | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 4.25% 10-15-27                         | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     9355000 | PA      | $9189098.43    | 0.05%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                   | ABBVIE INC SR UNSEC 3.2% 11-21-29                                                                  | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1207000 | PA      | $1154866.05    | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BANK OF AMERICA CORP SR UNSEC 4.948% 07-22-28/27                                                   | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20234480.00   | 0.10%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                               | BOMBARDIER INC 144A LIFE SR UNSEC 7.5% 02-01-29                                                    | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     9000000 | PA      | $9456471.00    | 0.05%             | 2029-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 4.625% 06-01-28                              | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1530000 | PA      | $1486084.41    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                                     | AI CANDELARIA -SPAIN- SA 144A LIFE SR SEC 1ST LIEN SF 5.75% 06-15-33                               | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     2990000 | PA      | $2539556.50    | 0.01%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                               | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 7.25% 02-13-33                                   | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     7945000 | PA      | $6299201.20    | 0.03%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                               | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 7.25% 02-13-33                                       | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     3000000 | PA      | $2378553.00    | 0.01%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                               | BHP BILLITON FINANCE USA LTD SR UNSEC 4.9% 02-28-33                                                | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     4431000 | PA      | $4451032.55    | 0.02%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                         | BOSTON PROPERTIES LP SR UNSEC 6.5% 01-15-34                                                        | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    11823000 | PA      | $12664005.46   | 0.06%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                       | CHUBB INA HOLDINGS LLC SR UNSEC 5.0% 03-15-34                                                      | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    28980000 | PA      | $29540009.52   | 0.15%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                         | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.0% 03-15-32                                              | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9439110.00    | 0.05%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                  | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.625% 04-01-32                                     | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     4860000 | PA      | $4749386.40    | 0.02%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                  | CONSOLIDATED EDISON CO OF NEW YORK INC SR UNSEC 5.375% 05-15-34                                    | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     2573000 | PA      | $2657631.12    | 0.01%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                              | ADAPTHEALTH LLC 144A LIFE SR UNSEC 5.125% 03-01-30                                                 | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6865000 | PA      | $6529246.58    | 0.03%             | 2030-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC SR UNSEC 3.55% 09-15-55                                                                   | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2078000 | PA      | $1403246.39    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                 | COCA-COLA CO SR UNSEC 5.3% 05-13-54                                                                | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      533000 | PA      | $518977.30     | 0.00%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                                     | COUGAR JV SUBSIDIARY LLC 144A LIFE SR UNSEC 8.0% 05-15-32                                          | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1765000 | PA      | $1883108.51    | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 5.7% 06-01-34                                                             | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     4891000 | PA      | $5038101.72    | 0.03%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 6.0% 06-01-44                                                             | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    28051000 | PA      | $27746562.50   | 0.14%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AES CORP (THE)                                                               | AES CORP SR UNSEC 2.45% 01-15-31                                                                   | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $6560557.50    | 0.03%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | AT&T INC SR UNSEC 3.5% 09-15-53                                                                    | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    22215000 | PA      | $15048152.21   | 0.08%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                           | ANALOG DEVICES INC SR UNSEC 2.1% 10-01-31                                                          | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    12879000 | PA      | $11257482.38   | 0.06%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER                                                                | ALABAMA POWER CO SR UNSEC 3.0% 03-15-52                                                            | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    13130000 | PA      | $8505377.66    | 0.04%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 6.05% 06-01-54                                                            | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    27917000 | PA      | $27379318.58   | 0.14%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                     | CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 1ST LIEN 8.25% 06-30-32                                  | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10651590.00   | 0.05%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 3.0% 02-22-29                                                                   | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      600000 | PA      | $573440.40     | 0.00%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE LLC                                                   | ALLIANT ENERGY FINANCE LLC 144A LIFE SR UNSEC 3.6% 03-01-32                                        | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6164206.80    | 0.03%             | 2032-03-01      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                       | ADVANCE AUTO PARTS INC SR UNSEC 3.5% 03-15-32                                                      | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     3576000 | PA      | $3133963.49    | 0.02%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                          | ALFA DESARROLLO SPA 144A LIFE SR SEC 1ST LIEN SF 4.55% 09-27-51                                    | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |     2408857 | PA      | $1773886.81    | 0.01%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                 | COMCAST CORP SR UNSEC 5.65% 06-01-54                                                               | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     7188000 | PA      | $6989913.10    | 0.04%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED INC                                                   | COCA-COLA CONSOLIDATED INC SR UNSEC 5.45% 06-01-34                                                 | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |     5375000 | PA      | $5542038.88    | 0.03%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                  | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.375% 01-15-33                                     | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     6195000 | PA      | $5927289.27    | 0.03%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA CO                                                                 | COCA-COLA CO SR UNSEC 4.65% 08-14-34                                                               | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      757000 | PA      | $761252.07     | 0.00%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER LLC                                                    | AG TTMT ESCROW ISSUER LLC 144A LIFE SR SEC 1ST LIEN 8.625% 09-30-27                                | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4190000 | PA      | $4341661.24    | 0.02%             | 2027-09-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 4.05% 08-18-29                                                                  | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    16075000 | PA      | $15892677.35   | 0.08%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                 | COCA-COLA CO SR UNSEC 5.2% 01-14-55                                                                | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     5751000 | PA      | $5510004.35    | 0.03%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT US FINCO LLC                                    | CONNECT FINCO SARL 144A LIFE SR SEC 1ST LIEN 9.0% 09-15-29                                         | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    20360000 | PA      | $20489856.08   | 0.10%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 4.2% 03-01-33                                                                   | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $13443836.00   | 0.07%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 4.875% 03-01-53                                                                 | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     4975000 | PA      | $4348164.93    | 0.02%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                 | CANADIAN NATIONAL RAILWAY CO SR UNSEC 4.375% 09-18-34                                              | CUSIP: 136375DR0<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     1579000 | PA      | $1522893.39    | 0.01%             | 2034-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                         | COMISION FEDERAL DE ELECTRICIDAD 144A LIFE SR UNSEC 6.45% 01-24-35                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     7755000 | PA      | $7664204.46    | 0.04%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                | ALPHA BANK SA EUR REG S SR UNSEC (B) 7.5% 06-16-27/26                                              | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |      100000 | PA      | $123362.82     | 0.00%             | 2027-06-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 5.25% 03-02-30                                                                  | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    11990000 | PA      | $12357757.28   | 0.06%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                       | THE CAMPBELL'S COMPANY SR UNSEC 4.75% 03-23-35                                                     | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     6083000 | PA      | $5847131.68    | 0.03%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                       | THE CAMPBELL'S COMPANY SR UNSEC 5.25% 10-13-54                                                     | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1004190.00    | 0.01%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 5.25% 03-02-33                                                                  | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    53634000 | PA      | $54941221.48   | 0.28%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 5.65% 03-02-53                                                                  | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    22992000 | PA      | $22464747.46   | 0.11%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.375% 11-07-54                                             | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    11090000 | PA      | $10566552.00   | 0.05%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.75% 11-07-36                                              | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     9645000 | PA      | $9446795.25    | 0.05%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGEN INC SR UNSEC 5.75% 03-02-63                                                                  | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $12161712.50   | 0.06%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC CO                                                | BALTIMORE GAS AND ELECTRIC CO SR UNSEC 5.3% 06-01-34                                               | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     3940000 | PA      | $4035757.76    | 0.02%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                      | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC SR UNSEC 5.05% 03-01-35                                    | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     2110000 | PA      | $2109111.69    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                      | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 5.875% 11-15-33                                            | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     5192000 | PA      | $5537112.24    | 0.03%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC SR UNSEC 5.15% 11-15-31                                                               | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     8371000 | PA      | $8615165.33    | 0.04%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                         | BOSTON PROPERTIES LP SR UNSEC 5.75% 01-15-35                                                       | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    18868000 | PA      | $18999679.77   | 0.10%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                           | DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28                                                    | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7375000 | PA      | $7871027.75    | 0.04%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                    | ENDO FINANCE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.5% 04-15-31                                  | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4205000 | PA      | $4456492.64    | 0.02%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS PAYFIX USD 3.5485% 01-29-25/01-29-30 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1504264.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS PAYFIX USD 3.529% 01-29-25/01-29-30 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1191115.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                                        | EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 8.625% 05-15-32                                   | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     7115000 | PA      | $7569933.10    | 0.04%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| EUROBANK SA                                                                  | EUROBANK SA EUR REG S SR UNSEC (B) 4.875% 04-30-31/30                                              | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |    23462000 | PA      | $29393757.44   | 0.15%             | 2031-04-30      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTNERS HOLDINGS LLC                                     | ENCINO ACQUISITION PARTNERS HOLDINGS LLC 144A LIFE SR UNSEC 8.75% 05-01-31                         | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2674453.32    | 0.01%             | 2031-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA                                                                      | ENI SPA 144A LIFE SR UNSEC 5.5% 05-15-34                                                           | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     6151000 | PA      | $6201204.46    | 0.03%             | 2034-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA                                                                      | ENI SPA 144A LIFE SR UNSEC 5.95% 05-15-54                                                          | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    19257000 | PA      | $18650327.47   | 0.09%             | 2054-05-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                            | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 4.95% 02-15-35                                          | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     3629000 | PA      | $3618102.11    | 0.02%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                             | ERP OPERATING LP SR UNSEC 4.65% 09-15-34                                                           | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     1376000 | PA      | $1335979.04    | 0.01%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                                        | EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 1ST LIEN 8.0% 03-15-33                                     | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7339360.00    | 0.04%             | 2033-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| EUROBANK SA                                                                  | EUROBANK SA EUR REG S SR UNSEC (B) 4.0% 09-24-30/29                                                | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      778000 | PA      | $941273.43     | 0.00%             | 2030-09-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | ECOPETROL SA SR UNSEC 7.75% 02-01-32                                                               | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    25000000 | PA      | $24584425.00   | 0.12%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                | ECHOSTAR CORP SR SEC 1ST LIEN 10.75% 11-30-29                                                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12370200.00   | 0.06%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSEC 5.25% 03-15-32                                                       | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    15485000 | PA      | $14699616.29   | 0.07%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                            | EOG RESOURCES INC SR UNSEC 5.65% 12-01-54                                                          | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $13681318.00   | 0.07%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                     | EGYPT GOVERNMENT INTERNATIONAL BOND 144A LIFE 9.45% 02-04-33                                       | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    15000000 | PA      | $15198915.00   | 0.08%             | 2033-02-04      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINANCE BV                                               | EMBRAER NETHERLANDS FINANCE BV SR UNSEC 5.98% 02-11-35                                             | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     1985000 | PA      | $2047378.63    | 0.01%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                             | ELI LILLY & CO SR UNSEC 5.1% 02-12-35                                                              | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     2363000 | PA      | $2422899.69    | 0.01%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                             | ELI LILLY & CO SR UNSEC 5.5% 02-12-55                                                              | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      929000 | PA      | $935500.21     | 0.00%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                   | FIRST QUANTUM MINERALS LTD 144A LIFE SR SEC 2ND LIEN 9.375% 03-01-29                               | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    11200000 | PA      | $11901086.40   | 0.06%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 6.125% 03-08-34                                                  | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    11134000 | PA      | $10843703.22   | 0.05%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 5.85% 05-17-27                                                   | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20160480.00   | 0.10%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 6.054% 11-05-31                                                  | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    11239000 | PA      | $11185906.96   | 0.06%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO FIBRA UNO                                                        | TRUST FIBRA UNO 144A LIFE SR UNSEC 8.25% 01-23-37                                                  | CUSIP: 89834JAC7<br>LEI: 54930011BLQ0JPRBAL73 | Long             | DBT              | CORP              | MX        |     5000000 | PA      | $5276580.00    | 0.03%             | 2037-01-23      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| FIDEICOMISO FIBRA UNO                                                        | TRUST FIBRA UNO 144A LIFE SR UNSEC 7.7% 01-23-32                                                   | CUSIP: 89834JAB9<br>LEI: 54930011BLQ0JPRBAL73 | Long             | DBT              | CORP              | MX        |     1831000 | PA      | $1910401.32    | 0.01%             | 2032-01-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                                | FREEDOM MORTGAGE HOLDINGS LLC 144A LIFE SR UNSEC 8.375% 04-01-32                                   | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     2480000 | PA      | $2508698.56    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                   | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 8.0% 03-01-33                                        | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     2225000 | PA      | $2284941.50    | 0.01%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 5.918% 03-20-28                                                  | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7023000 | PA      | $7095709.12    | 0.04%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                                                          | FIRST INDUSTRIAL LP SR UNSEC 5.25% 01-15-31                                                        | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |     4315000 | PA      | $4367457.46    | 0.02%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                | FORD MOTOR CO SR UNSEC 5.291% 12-08-46                                                             | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     6671000 | PA      | $5390908.48    | 0.03%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 3.815% 11-02-27                                                  | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9656580.00    | 0.05%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                | FORD MOTOR CO SR UNSEC 4.75% 01-15-43                                                              | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     3329000 | PA      | $2562524.38    | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C11                                                                 | BMO 2025-C11 C FRN 02-15-58                                                                        | CUSIP: 05613XAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      296000 | PA      | $300835.46     | 0.00%             | 2058-02-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.0 CA7052 09-01-50                                                                      | CUSIP: 3140QEZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2403970 | PA      | $2105072.08    | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 FS4563 05-01-53                                                                      | CUSIP: 3140XLB98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4345406 | PA      | $4293635.05    | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8315 04-01-53                                                                      | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       90815 | PA      | $89452.85      | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD2716 04-01-53                                                                      | CUSIP: 3132DQAR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6750948 | PA      | $6671907.50    | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8329 06-01-53                                                                      | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    38168113 | PA      | $37508796.53   | 0.19%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 QB8605 02-01-51                                                                      | CUSIP: 3133AFR29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8263823 | PA      | $6640130.20    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 BR2666 02-01-51                                                                      | CUSIP: 3140L06C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7440419 | PA      | $5979730.65    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 FM7803 06-01-51                                                                      | CUSIP: 3140XBU57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9936201 | PA      | $8007524.69    | 0.04%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.0 CB0046 04-01-51                                                                      | CUSIP: 3140QKBQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   124553924 | PA      | $107916384.90  | 0.54%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIMBRIDGE TOPCO LLC                                                          | AIMBRIDGE TOPCO LLC (DRS) (NOT LISTED OR TRADING)                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       37845 | NS      | $2848971.60    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| ENDO INC                                                                     | ENDO INC 1L 7.5 ESCROW (NOT LISTED OR TRADING)                                                     | CUSIP: 698ESCAA8<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     3000000 | NS      | $0.30          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ENDO INC                                                                     | ENDO INC 1L 6.875 ESCROW (NOT LISTED OR TRADING)                                                   | CUSIP: 292ESCB17<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      625000 | NS      | $0.06          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ENDO INC                                                                     | ENDO INC 1L 6.125 ESCROW (NOT LISTED OR TRADING)                                                   | CUSIP: 292ESCB09<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     2725000 | NS      | $0.27          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ENDO INC                                                                     | ENDO GUC TRUST CL A-1 144A (NOT LISTED OR TRADING)                                                 | CUSIP: 29281F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      314185 | NS      | $174843.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                      | NEW FORTRESS ENERGY INC CL A (DRS)                                                                 | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |      327772 | NS      | $1088203.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NMG PARENT LLC                                                               | NMG PARENT LLC (ESCROW) (NOT LISTED OR TRADING)                                                    | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         967 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PARTY CITY HOLDCO INC                                                        | PARTY CITY HOLDCO INC (NEW) (1145 SHARES) (DRS) (NOT LISTED OR TRADING)                            | CUSIP: N/A<br>LEI: 549300BUAG9YASF5Q703       | Long             | EC               | CORP              | US        |      130501 | NS      | $0.01          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PARTY CITY HOLDCO INC                                                        | PARTY CITY HOLDCO INC (NEW) 144A (DRS) (NOT LISTED OR TRADING)                                     | CUSIP: N/A<br>LEI: 549300BUAG9YASF5Q703       | Long             | EC               | CORP              | US        |        1303 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-3                       | ACAR 22-3 D 144A 5.83% 10-13-28/03-13-26                                                           | CUSIP: 02528GAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      273773 | PA      | $274475.28     | 0.00%             | 2028-10-13      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_22-5                                    | AESOP 22-5 A 144A 6.12% 04-20-27/26                                                                | CUSIP: 05377RFV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5911000 | PA      | $5958914.57    | 0.03%             | 2027-04-20      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN MONEY MANAGEMENT CORPORATION AMMC_16-18A                            | AMMC 2016-18A BR CLO 144A FRN 05-26-31                                                             | CUSIP: 001746AQ9<br>LEI: 549300F8C2GVHBFFH173 | Long             | ABS-O            | CORP              | KY        |     1000000 | PA      | $1001290.00    | 0.01%             | 2031-05-26      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO APID_23-45                                                        | APID 2023-45A D CLO 144A FRN 04-26-36                                                              | CUSIP: 03770MAG8<br>LEI: 5493000BLHDFQUOR8F12 | Long             | ABS-O            | CORP              | JE        |      800000 | PA      | $800000.00     | 0.00%             | 2036-04-26      | Variable      | 9.48%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1                       | ACAR 24-1 D 144A 5.86% 05-13-30                                                                    | CUSIP: 02531AAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      592000 | PA      | $597769.63     | 0.00%             | 2030-05-13      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1                       | ACAR 24-1 B 144A 5.6% 11-12-27                                                                     | CUSIP: 02531AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       82289 | PA      | $82318.91      | 0.00%             | 2027-11-12      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1                       | ACAR 24-1 C 144A 5.63% 01-14-30                                                                    | CUSIP: 02531AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      878000 | PA      | $881071.24     | 0.00%             | 2030-01-14      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-A                                                                 | AFFRM 24-A A 144A 5.61% 02-15-29/09-15-26                                                          | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      849000 | PA      | $853041.24     | 0.00%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_25-1                                    | AESOP 2025-1A B 144A 5.24% 08-20-29                                                                | CUSIP: 05377RKM5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      368000 | PA      | $372432.56     | 0.00%             | 2029-08-20      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_25-2                                    | AESOP 2025-2A C 144A 6.24% 08-20-31                                                                | CUSIP: 05377RKS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      286000 | PA      | $293517.80     | 0.00%             | 2031-08-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-4                                    | AESOP 23-4 D 144A 7.31% 06-20-29/28                                                                | CUSIP: 05377RJS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1468000 | PA      | $1490874.38    | 0.01%             | 2029-06-20      | Fixed         | 7.31%                 | Yes           |                  2 | On Loan: No      |
| BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX_24-1                           | BREX 24-1 A2 144A 6.68% 07-15-27/03-16-26                                                          | CUSIP: 05601DAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2166000 | PA      | $2174094.34    | 0.01%             | 2027-07-15      | Fixed         | 6.68%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2024-3                                                                 | BLAST 24-3 D 5.83% 05-15-30/4-17-28                                                                | CUSIP: 10805NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8644000 | PA      | $8828073.98    | 0.04%             | 2030-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BJETS 2024-2A                                                                | BJETS 24-2 A 144A 5.364% 09-15-39/09-16-30                                                         | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5426589 | PA      | $5448528.21    | 0.03%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2025-1                                                                 | BLAST 25-1 B 4.92% 03-15-29/12-15-26                                                               | CUSIP: 10806HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1420000 | PA      | $1424728.60    | 0.01%             | 2029-03-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD BATLN_18-12A                                               | BATLN 18-12 DRR CLO 144A FRN (TSFR3M+260) 05-17-31                                                 | CUSIP: 07133RBC8<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-O            | CORP              | KY        |     2083000 | PA      | $2076865.57    | 0.01%             | 2031-05-17      | Variable      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2025-2                                                                 | BLAST 25-2 D 5.62% 03-17-31/02-15-29                                                               | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1343000 | PA      | $1359921.80    | 0.01%             | 2031-03-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BLAST 2025-2                                                                 | BLAST 25-2 C 5.17% 03-17-31/01-18-28                                                               | CUSIP: 10807HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1391000 | PA      | $1405548.47    | 0.01%             | 2031-03-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BHG 2020-A                                                                   | BHG 20-A C 144A 5.17% 09-17-31                                                                     | CUSIP: 06616PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7500000 | PA      | $7487760.00    | 0.04%             | 2031-09-17      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| BHG 2020-A                                                                   | BHG 20-A B 144A 3.59% 09-17-31                                                                     | CUSIP: 06616PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1303093 | PA      | $1300355.63    | 0.01%             | 2031-09-17      | Fixed         | 3.59%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R                         | CLAST 17-1R A 144A 2.741% 08-15-41/04-15-27                                                        | CUSIP: 14856JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      866149 | PA      | $835634.09     | 0.00%             | 2041-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                           | CLAF 21-1 A 144A 2.868% 05-11-37/11-10-28                                                          | CUSIP: 12567UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6815474 | PA      | $6284453.23    | 0.03%             | 2037-05-11      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 RA8647 05-01-53                                                                      | CUSIP: 3133KQTC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2967862 | PA      | $2846159.03    | 0.01%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 SD2465 10-01-52                                                                      | CUSIP: 3132DPW20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2890842 | PA      | $2771889.53    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 QE9497 09-01-52                                                                      | CUSIP: 3133BKRS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7456535 | PA      | $7147342.43    | 0.04%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 QE8579 08-01-52                                                                      | CUSIP: 3133BJQ88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6472822 | PA      | $6204057.56    | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                             | FXI HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 12.25% 11-15-26                                         | CUSIP: 35166FAA0<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |    13721000 | PA      | $12090259.15   | 0.06%             | 2026-11-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                   | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.875% 10-15-27                                      | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     3062000 | PA      | $3068488.38    | 0.02%             | 2027-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CIBANCO SA INSTITUCION DE BANCA MULTIPLE TRUST CIB/3332                      | CIBANCO SA INSTITUCION DE BANCA MULTIPLE TRUST CIB 144A LIFE SR UNSEC 4.375% 07-22-31              | CUSIP: 171653AA6<br>LEI: 549300PN33H8IMG2PD83 | Long             | DBT              | CORP              | MX        |     7079000 | PA      | $5530369.64    | 0.03%             | 2031-07-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 2.7% 08-10-26                                                    | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7820000 | PA      | $7615702.50    | 0.04%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-10-29                                                    | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1994000 | PA      | $1813712.49    | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 4.95% 05-28-27                                                   | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7775000 | PA      | $7726919.40    | 0.04%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                     | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.1% 04-01-33                                             | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     7251000 | PA      | $7415807.98    | 0.04%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                     | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.3% 04-01-53                                             | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     5391000 | PA      | $5158038.72    | 0.03%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                             | FXI HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 12.25% 11-15-26                                         | CUSIP: 36120RAE9<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |     8422000 | PA      | $7455558.66    | 0.04%             | 2026-11-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSEC 7.2% 06-10-30                                                    | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2895000 | PA      | $3047873.37    | 0.02%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 2.65% 10-21-32/31                                                 | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    29308000 | PA      | $25905517.05   | 0.13%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSEC 1.948% 10-21-27/26                                                | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9340000 | PA      | $9045967.46    | 0.05%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                               | GRAY MEDIA INC 144A LIFE SR UNSEC 5.375% 11-15-31                                                  | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     1686000 | PA      | $1265673.46    | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                      | GRAND CANYON UNIVERSITY SR UNSEC SF 5.125% 10-01-28                                                | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6806548.00    | 0.03%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                      | GRAND CANYON UNIVERSITY SR UNSEC SF 4.375% 10-01-26                                                | CUSIP: 38528UAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7340955.00    | 0.04%             | 2026-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                                   | FERTITTA ENTERTAINMENT LLC 144A LIFE SR UNSEC 6.75% 01-15-30                                       | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2340000 | PA      | $2161240.38    | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                       | HERTZ 24-1 B 144A 6.12% 01-25-29/28                                                                | CUSIP: 42806MCQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      941000 | PA      | $956275.25     | 0.00%             | 2029-01-25      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-1                                   | HERTZ 23-1 B 144A 6.22% 06-25-27/26                                                                | CUSIP: 42806MBT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1250000 | PA      | $1256346.25    | 0.01%             | 2027-06-25      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| HORZN 2024-1                                                                 | HORZN 24-1 A 144A 5.375% 09-15-49/31                                                               | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8838638 | PA      | $8859081.27    | 0.04%             | 2049-09-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                                   | FERTITTA ENTERTAINMENT LLC 144A LIFE SR SEC 1ST LIEN 4.625% 01-15-29                               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7685000 | PA      | $7365626.77    | 0.04%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                          | HILCORP ENERGY I LP 144A LIFE SR UNSEC 8.375% 11-01-33                                             | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     7720000 | PA      | $8016154.64    | 0.04%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-1A                                       | LADAR 23-1 D 144A 7.3% 06-17-30/04-15-26                                                           | CUSIP: 505710AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      219000 | PA      | $224002.62     | 0.00%             | 2030-06-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-2                                            | LADAR 23-2 C 144A 5.58% 09-15-28/07-15-26                                                          | CUSIP: 505713AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1127000 | PA      | $1138224.92    | 0.01%             | 2028-09-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                   | HUMANA INC SR UNSEC 5.95% 03-15-34                                                                 | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     7875000 | PA      | $8191803.38    | 0.04%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVELOPERS LTD                                            | IRB INFRASTRUCTURE DEVELOPERS LTD 144A LIFE SR SEC 1ST LIEN SF 7.11% 03-11-32                      | CUSIP: 449881AA9<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |    13660000 | PA      | $13711047.42   | 0.07%             | 2032-03-11      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-2                                            | LADAR 23-2 D 144A 6.3% 02-15-31/09-15-26                                                           | CUSIP: 505713AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1712000 | PA      | $1753034.93    | 0.01%             | 2031-02-15      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| INGERSOLL-RAND INC                                                           | INGERSOLL RAND INC SR UNSEC 5.45% 06-15-34                                                         | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      405000 | PA      | $416754.72     | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                                | ION TRADING TECHNOLOGIES SARL 144A LIFE SR SEC 1ST LIEN 9.5% 05-30-29                              | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    14210000 | PA      | $14664734.21   | 0.07%             | 2029-05-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                  | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 5.875% 07-01-34                                     | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    16377000 | PA      | $16821095.11   | 0.08%             | 2034-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                         | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 9.75% 01-15-29                                                | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12644866.00   | 0.06%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                         | ICAHN ENTERPRISES LP 144A LIFE SR SEC 1ST LIEN 10.0% 11-15-29                                      | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     2695000 | PA      | $2671483.43    | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| IIFL FINANCE LTD                                                             | IIFL FINANCE LTD 144A LIFE SR SEC 1ST LIEN 8.75% 07-24-28                                          | CUSIP: 44964HAA2<br>LEI: 335800CZ46UJRS34JR78 | Long             | DBT              | CORP              | IN        |    14955000 | PA      | $15056619.23   | 0.08%             | 2028-07-24      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| I-20 LANCASTER FUND LLC                                                      | I-20 LANCASTER FUND LLC 144A LIFE SR SEC 1ST LIEN 12.0% 01-15-35                                   | CUSIP: 450952AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6677000 | PA      | $6464738.17    | 0.03%             | 2035-01-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                  | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC (B) 6.375% 07-01-55                                 | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      784000 | PA      | $795520.10     | 0.00%             | 2055-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                  | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 5.62% 07-01-35                                      | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     1593000 | PA      | $1599000.83    | 0.01%             | 2035-07-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                         | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 6.25% 05-15-26                                                | CUSIP: 451102BT3<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3477890.50    | 0.02%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                         | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 5.25% 05-15-27                                                | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6303576.50    | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 5.766% 04-22-35/34                                                    | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1474000 | PA      | $1549178.42    | 0.01%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                            | JOHNSON & JOHNSON SR UNSEC 5.25% 06-01-54                                                          | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1280657.82    | 0.01%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                            | JOHNSON & JOHNSON SR UNSEC 4.95% 06-01-34                                                          | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     3907000 | PA      | $4065053.78    | 0.02%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 4.505% 10-22-28/27                                                    | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    12188000 | PA      | $12226806.59   | 0.06%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 5.572% 04-22-36/35                                                    | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8028000 | PA      | $8322900.55    | 0.04%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                        | JANE STREET GROUP 144A LIFE SR SEC 1ST LIEN 6.75% 05-01-33                                         | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     2960000 | PA      | $3045339.76    | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                 | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.55% 01-28-33                          | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     2456000 | PA      | $2404536.98    | 0.01%             | 2033-01-28      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                 | NORFOLK SOUTHERN CORP SR UNSEC 4.45% 03-01-33                                                      | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     2751000 | PA      | $2692992.41    | 0.01%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                         | NOBLE FINANCE II LLC 144A LIFE SR UNSEC 8.0% 04-15-30                                              | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13020000 | PA      | $13268395.56   | 0.07%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                 | NAVIENT CORP SR UNSEC 9.375% 07-25-30                                                              | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     8515000 | PA      | $9398780.37    | 0.05%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                     | NORTHERN OIL & GAS INC 144A LIFE SR UNSEC 8.75% 06-15-31                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     7475000 | PA      | $7712293.88    | 0.04%             | 2031-06-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                 | NORFOLK SOUTHERN CORP SR UNSEC 5.35% 08-01-54                                                      | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    15905000 | PA      | $15204893.71   | 0.08%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                              | NCR ATLEOS CORP 144A LIFE SR SEC 1ST LIEN 9.5% 04-01-29                                            | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    14074000 | PA      | $15426905.47   | 0.08%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                 | NAVIENT CORP SR UNSEC 11.5% 03-15-31                                                               | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     3074000 | PA      | $3485190.54    | 0.02%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 5.95% 06-15-55                                                     | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     5484000 | PA      | $5573279.52    | 0.03%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 5.3% 06-15-35                                                      | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    17832000 | PA      | $18181649.86   | 0.09%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                       | UNITEDHEALTH GROUP INC SR UNSEC 2.0% 05-15-30                                                      | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     5404000 | PA      | $4837190.65    | 0.02%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 QF0212 09-01-52                                                                      | CUSIP: 3133BMGV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    29617692 | PA      | $28398983.58   | 0.14%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 FS5554 11-01-52                                                                      | CUSIP: 3140XME44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    24945752 | PA      | $23925869.93   | 0.12%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                       | DIAMONDBACK ENERGY INC SR UNSEC 5.9% 04-18-64                                                      | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     3455000 | PA      | $3201375.36    | 0.02%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                            | DEVON ENERGY CORP SR UNSEC 5.75% 09-15-54                                                          | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    11123000 | PA      | $10022812.95   | 0.05%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                           | DEUTSCHE BANK AG SR NON PREF 5.403% 09-11-35/34                                                    | CUSIP: 251526CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15925000 | PA      | $15843432.15   | 0.08%             | 2035-09-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                          | DIEBOLD NIXDORF INC 144A LIFE SR SEC 1ST LIEN 7.75% 03-31-30                                       | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    11875000 | PA      | $12627815.63   | 0.06%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO SR UNSEC 5.35% 03-15-35                                                            | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     4153000 | PA      | $4132986.69    | 0.02%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO SR UNSEC 5.95% 03-15-55                                                            | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1741062.78    | 0.01%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                                       | DIAGEO INVESTMENT CORP SR UNSEC 5.625% 04-15-35                                                    | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     6252000 | PA      | $6540486.04    | 0.03%             | 2035-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                   | DAVITA INC 144A LIFE SR UNSEC 6.75% 07-15-33                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1410000 | PA      | $1456843.02    | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO SR UNSEC 5.55% 11-30-48                                                            | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     1755000 | PA      | $1604972.07    | 0.01%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                           | DEUTSCHE BANK AG SR NON PREF 2.129% 11-24-26/25                                                    | CUSIP: 251526CE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9425000 | PA      | $9330448.40    | 0.05%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                     | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.375% 12-14-28                        | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     7775000 | PA      | $7258576.73    | 0.04%             | 2028-12-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                     | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.5% 12-14-31                          | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     1874000 | PA      | $1626933.71    | 0.01%             | 2031-12-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK AS                                                               | DANSKE BANK A/S 144A LIFE SR NON PREF 4.298% 04-01-28/27                                           | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    12525000 | PA      | $12484281.23   | 0.06%             | 2028-04-01      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO SR UNSEC 6.9% 05-15-53                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      768000 | PA      | $827097.60     | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                            | DISH NETWORK CORP 144A LIFE SR SEC 1ST LIEN 11.75% 11-15-27                                        | CUSIP: 25470MAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17150000 | PA      | $17691871.40   | 0.09%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                     | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.125% 01-19-28                        | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    24000000 | PA      | $24371760.00   | 0.12%             | 2028-01-19      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                           | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 2.607% 12-13-51                                              | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     9473000 | PA      | $5795638.24    | 0.03%             | 2051-12-13      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                         | RANGE RESOURCES CORP 144A LIFE SR UNSEC 4.75% 02-15-30                                             | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1304488.66    | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX CORP SR UNSEC 5.375% 02-27-53                                                                  | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    12191000 | PA      | $11679465.64   | 0.06%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                           | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 5.593% 11-13-33                                              | CUSIP: 771196CH3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     4971000 | PA      | $5273400.84    | 0.03%             | 2033-11-13      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST SR UNSEC 8.375% 06-15-29                                                  | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    12530000 | PA      | $13041812.91   | 0.07%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST SR UNSEC 8.875% 06-15-32                                                  | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     5930000 | PA      | $6102491.84    | 0.03%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| STERIGENICS-NORDION HOLDINGS LLC                                             | SOTERA HEALTH HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 7.375% 06-01-31                               | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $8125205.40    | 0.04%             | 2031-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC                                                | SUMMIT MIDSTREAM HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 8.625% 10-31-29                            | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3065000 | PA      | $3138087.99    | 0.02%             | 2029-10-31      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                      | SIMON PROPERTY GROUP LP SR UNSEC 4.75% 09-26-34                                                    | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     5055000 | PA      | $4923746.93    | 0.02%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                                         | SATURN OIL & GAS INC 144A LIFE SR SEC 1ST LIEN SF 9.625% 06-15-29                                  | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |     1059000 | PA      | $1053259.16    | 0.01%             | 2029-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 03-01-35                                       | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    17700000 | PA      | $17385771.90   | 0.09%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.9% 03-01-55                                        | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    12050000 | PA      | $11033871.70   | 0.06%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                     | SNAP INC 144A LIFE SR UNSEC 6.875% 03-01-33                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     6125000 | PA      | $6288849.88    | 0.03%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                 | SYNOPSYS INC SR UNSEC 5.7% 04-01-55                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $24874125.00   | 0.12%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                          | SYNCHRONY FINANCIAL SR UNSEC 5.45% 03-06-31/30                                                     | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10090200.00   | 0.05%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.25% 03-15-30                                       | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     4775000 | PA      | $4826202.33    | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 6.2% 09-15-55                                        | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2892000 | PA      | $2771944.40    | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                    | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 6.45% 03-18-35                                        | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    14811000 | PA      | $14889661.22   | 0.07%             | 2035-03-18      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| SNAM SPA                                                                     | SNAM SPA 144A LIFE SR UNSEC 6.5% 05-28-55                                                          | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     1569000 | PA      | $1632047.13    | 0.01%             | 2055-05-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SNAM SPA                                                                     | SNAM SPA 144A LIFE SR UNSEC 5.75% 05-28-35                                                         | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     2725000 | PA      | $2785328.78    | 0.01%             | 2035-05-28      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SABRE GLBL INC                                                               | SABRE GLBL INC 144A LIFE SR SEC 1ST LIEN 11.125% 07-15-30                                          | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     8450000 | PA      | $8849262.50    | 0.04%             | 2030-07-15      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.0% 04-01-47                                        | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $945680.94     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.125% 03-01-48                                      | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      428000 | PA      | $310876.52     | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                          | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 5.5% 07-01-29                                               | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $3131292.15    | 0.02%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                              | DELTA AIR LINES INC 144A LIFE SR SEC 1ST LIEN SF 4.5% 10-20-25                                     | CUSIP: 830867AA5<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | US        |      750500 | PA      | $748785.86     | 0.00%             | 2025-10-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                              | DELTA AIR LINES INC 144A LIFE SR SEC 1ST LIEN SF 4.75% 10-20-28                                    | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | US        |     2760000 | PA      | $2767697.64    | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                | SUTTER HEALTH SR UNSEC 1.321% 08-15-25                                                             | CUSIP: 86944BAF0<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5975814.00    | 0.03%             | 2025-08-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER HOLDINGS CORP                                        | SAN MIGUEL GLOBAL POWER HOLDINGS CORP PRP REG S SR UNSEC (H) 7.0% 12-31-79/10-21-25                | CUSIP: N/A<br>LEI: 549300HBCE80QXKII590       | Long             | DBT              | CORP              | PH        |      600000 | PA      | $602101.20     | 0.00%             | 2079-12-31      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.95% 02-01-51                                       | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $589399.34     | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SUMMA HEALTH                                                                 | SUMMA HEALTH SR SEC 1ST LIEN 3.511% 11-15-51                                                       | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |     9945000 | PA      | $8200100.03    | 0.04%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                          | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 4.0% 07-15-28                                               | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7304656.40    | 0.04%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_22-1                                 | CAALT 22-1A D 144A 6.63% 12-15-32/04-15-26                                                         | CUSIP: 22534LAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $3012348.00    | 0.02%             | 2032-12-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-C                                          | CPS 22-C D 144A 6.45% 04-15-30/07-15-26                                                            | CUSIP: 12664DAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1013000 | PA      | $1027522.37    | 0.01%             | 2030-04-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-C                                          | CPS 22-C C 144A 5.28% 04-15-30/08-15-25                                                            | CUSIP: 12664DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       90139 | PA      | $90220.69      | 0.00%             | 2030-04-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_23-A                                          | CPS 23-A C 144A 5.54% 04-16-29/11-17-25                                                            | CUSIP: 12664LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      261111 | PA      | $261409.85     | 0.00%             | 2029-04-16      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_23-A                                          | CPS 23-A D 6.44 144A 6.44% 04-16-29/11-16-26                                                       | CUSIP: 12664LAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      526000 | PA      | $535570.04     | 0.00%             | 2029-04-16      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| COOK PARK CLO COOK_18-1A                                                     | COOK 2018-1A B CLO 144A FRN 04-17-30                                                               | CUSIP: 21623PAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $500396.50     | 0.00%             | 2030-04-17      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                          | SIRIUS XM RADIO LLC 144A SR UNSEC 3.875% 09-01-31                                                  | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    10575000 | PA      | $9406885.50    | 0.05%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                 | NAVIENT CORP SR UNSEC 5.625% 08-01-33                                                              | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    12530000 | PA      | $11532323.81   | 0.06%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD CIFC_19-5A                                                  | CIFC 2019-5A A1R1 CLO 144A FRN 01-15-35                                                            | CUSIP: 12554XAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      500000 | PA      | $501117.00     | 0.00%             | 2035-01-15      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_23-C                                          | CPS 23-C D 144A 6.77% 10-15-29/06-15-27                                                            | CUSIP: 223928AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      622000 | PA      | $639450.83     | 0.00%             | 2029-10-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.45% 02-01-52                                       | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    15767000 | PA      | $9919855.35    | 0.05%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.75% 02-01-32                                       | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    12971000 | PA      | $11188226.85   | 0.06%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_23-C                                          | CPS 23-C C 144A 6.27% 10-15-29/07-15-26                                                            | CUSIP: 223928AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      689000 | PA      | $695161.04     | 0.00%             | 2029-10-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-3                                 | CAALT 23-3 C 144A 7.62% 12-15-33/03-15-27                                                          | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      245000 | PA      | $254245.08     | 0.00%             | 2033-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                          | SYNCHRONY FINANCIAL SUB 7.25% 02-02-33                                                             | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     9684000 | PA      | $10137375.83   | 0.05%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                      | SASOL FINANCING USA LLC 144A LIFE SR UNSEC 8.75% 05-03-29                                          | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14865195.00   | 0.07%             | 2029-05-03      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-3                                 | CAALT 23-3 B 144A 7.09% 10-17-33/11-16-26                                                          | CUSIP: 224936AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      212000 | PA      | $217727.18     | 0.00%             | 2033-10-17      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                            | CPS 24-A E 144A 8.42% 08-15-31/02-15-28                                                            | CUSIP: 22411CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2700000 | PA      | $2802416.40    | 0.01%             | 2031-08-15      | Fixed         | 8.42%                 | Yes           |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                | SUTTER HEALTH SR UNSEC 5.164% 08-15-33                                                             | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     9905000 | PA      | $10057031.85   | 0.05%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                     | SERVICE PROPERTIES TRUST 144A LIFE SR SEC 1ST LIEN 8.625% 11-15-31                                 | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     5145000 | PA      | $5527026.54    | 0.03%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| ELM15 2022-2A                                                                | ELM15 2022-2A DR CLO 144A FRN 04-22-35                                                             | CUSIP: 29003JAW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1400000 | PA      | $1405250.00    | 0.01%             | 2035-04-22      | Variable      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A                            | EDVES 21-A A 144A 1.8% 11-25-45                                                                    | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2188299 | PA      | $2010812.32    | 0.01%             | 2045-11-25      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_23-3                                         | FCAT 23-3 B 144A 5.64% 07-16-29/09-15-26                                                           | CUSIP: 33846BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      214000 | PA      | $215940.98     | 0.00%             | 2029-07-16      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_23-3                                         | FCAT 23-3 C 144A 6.01% 07-16-29/06-15-27                                                           | CUSIP: 33846BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       99000 | PA      | $100863.68     | 0.00%             | 2029-07-16      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_23-3                                         | FCAT 23-3 D 144A 6.58% 08-15-29/02-15-28                                                           | CUSIP: 33846BAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       67000 | PA      | $67455.87      | 0.00%             | 2029-08-15      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| TRINITAS CLO LTD TRNTS_20-12                                                 | TRNTS 20-12 CR CLO 144A FRN (TSFR3M+260) 04-25-33                                                  | CUSIP: 89641GAS1<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1506598.50    | 0.01%             | 2033-04-25      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FORDO 2024-C                                                                 | FORDO 24-C A4 4.11% 07-15-30/05-15-28                                                              | CUSIP: 34532UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2967000 | PA      | $2969753.38    | 0.01%             | 2030-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| FCBSL 2019-2A                                                                | FCBSL 2019-2A DR CLO 144A FRN 10-20-32                                                             | CUSIP: 34962DAW6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2120000 | PA      | $2123464.08    | 0.01%             | 2032-10-20      | Variable      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FCBSL 2019-2A                                                                | FCBSL 2019-2A CR CLO 144A FRN 10-20-32                                                             | CUSIP: 34962DAU0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1750000 | PA      | $1755451.25    | 0.01%             | 2032-10-20      | Variable      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL LTD FCBSL_23-1                                           | FCBSL 2023-1A BR CLO 144A FRN 04-23-36                                                             | CUSIP: 34965DAY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1659000 | PA      | $1658973.46    | 0.01%             | 2036-04-23      | Variable      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| FORDF 2025-1                                                                 | FORDF 25-1 A1 4.63% 04-15-30/04-17-28                                                              | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     7790000 | PA      | $7886253.24    | 0.04%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                   | GCI 21-1 A 144A 2.38% 06-18-46/09-18-31                                                            | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3267498 | PA      | $3006340.04    | 0.02%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                   | GCI 21-1 B 144A 3.04% 06-18-46/09-18-31                                                            | CUSIP: 36166VAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      185835 | PA      | $169322.39     | 0.00%             | 2046-06-18      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD GOCAP_21-57A                                  | GOCAP 21-57 A1 CLO 144A (TSFR3M+175.2) FRN 10-25-34                                                | CUSIP: 38179AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     3420000 | PA      | $3420000.00    | 0.02%             | 2034-10-25      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_23-3A                                        | GCAR 23-3 B 144A 5.89% 01-18-28                                                                    | CUSIP: 36267PAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      886312 | PA      | $888943.14     | 0.00%             | 2028-01-18      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_23-3A                                        | GCAR 23-3 C 144A 6.01% 05-15-29                                                                    | CUSIP: 36267PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      122000 | PA      | $123197.80     | 0.00%             | 2029-05-15      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.2% 06-01-34                                        | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5337838.00    | 0.03%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                         | TALOS PRODUCTION INC 144A LIFE SR SEC 2ND LIEN 9.375% 02-01-31                                     | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     2435000 | PA      | $2487997.78    | 0.01%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_23-3A                                        | GCAR 23-3 D 144A 6.44% 05-15-29                                                                    | CUSIP: 36267PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      110000 | PA      | $112703.36     | 0.00%             | 2029-05-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_23-3A                                        | GCAR 23-3 E 144A 9.27% 08-15-30                                                                    | CUSIP: 36267PAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1900000 | PA      | $2051405.30    | 0.01%             | 2030-08-15      | Fixed         | 9.27%                 | Yes           |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                         | TALOS PRODUCTION INC 144A LIFE SR SEC 2ND LIEN 9.0% 02-01-29                                       | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     3010000 | PA      | $3083937.64    | 0.02%             | 2029-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                              | BANK 2025-BNK49 A5 FRN 03-15-58                                                                    | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19401000 | PA      | $20306852.09   | 0.10%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST GCAR_23-4                                  | GCAR 23-4 E 144A 9.72% 08-15-30/06-15-28                                                           | CUSIP: 362929AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1430000 | PA      | $1568958.82    | 0.01%             | 2030-08-15      | Fixed         | 9.72%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                 | GCAR 24-1 D 144A 5.95% 12-17-29                                                                    | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      610000 | PA      | $622950.30     | 0.00%             | 2029-12-17      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2025-V14                                                               | BMARK 2025-V14 C FRN 04-15-58                                                                      | CUSIP: 08164BAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2051428.00    | 0.01%             | 2058-04-15      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                             | BANK5 2025-5YR14 C FRN 04-15-58                                                                    | CUSIP: 06604MAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3993000 | PA      | $4111264.67    | 0.02%             | 2058-04-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                             | BANK5 2025-5YR14 B FRN 04-15-58                                                                    | CUSIP: 06604MAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4192000 | PA      | $4471857.92    | 0.02%             | 2058-04-15      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| BBCMS 2025-5C34                                                              | BBCMS 2025-5C34 C FRN 05-15-58/05-17-30                                                            | CUSIP: 07337BAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1575120.00    | 0.01%             | 2058-05-15      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                 | GCAR 24-1 C 144A 5.64% 12-17-29                                                                    | CUSIP: 36269HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      633000 | PA      | $641053.66     | 0.00%             | 2029-12-17      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-2A                                                                 | GCAR_24-2 E 144A 7.98% 05-15-31/03-15-29                                                           | CUSIP: 37964VAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1170000 | PA      | $1222433.55    | 0.01%             | 2031-05-15      | Fixed         | 7.98%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-3A                                                                 | GSAR 24-3 B 144A 5.64% 08-15-30                                                                    | CUSIP: 37989EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      850000 | PA      | $874876.10     | 0.00%             | 2030-08-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                  | MLANE 2024-A 144A 6.2% 08-15-29/06-15-26                                                           | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      322000 | PA      | $324945.98     | 0.00%             | 2029-08-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                  | MLANE 24-A B 144A 6.59% 08-15-29/06-15-26                                                          | CUSIP: 60510MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      318000 | PA      | $320609.51     | 0.00%             | 2029-08-15      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                  | MLANE 2025-B F 144A 12.39% 09-15-31                                                                | CUSIP: 60510MBZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4000000 | PA      | $4009057.60    | 0.02%             | 2031-09-15      | Fixed         | 12.39%                | Yes           |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                                | OLWEF 24-1 C 144A 6.38% 01-15-31/06-15-27                                                          | CUSIP: 095921AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101610.50     | 0.00%             | 2031-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OCTR 2021-11A                                                                | OCTR 2021-11A DR CLO 144A FRN (TSFR3M+310) 07-20-34                                                | CUSIP: 67514VAS8<br>LEI: 549300E51CF32RJNO651 | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $997940.00     | 0.01%             | 2034-07-20      | Variable      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| ONDK 2025-1A                                                                 | ONDK 25-1 B 144A 5.52% 04-19-32/04-17-28                                                           | CUSIP: 68237DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      146000 | PA      | $145665.51     | 0.00%             | 2032-04-19      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| ONDK 2025-1A                                                                 | ONDK 25-1 A 144A 5.08% 04-19-32/4-17-28                                                            | CUSIP: 68237DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      296000 | PA      | $295644.21     | 0.00%             | 2032-04-19      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| PRDGY 2021-1A                                                                | PRDGY 2021-1A A 144A FRN 07-25-51                                                                  | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | US        |      423020 | PA      | $423031.03     | 0.00%             | 2051-07-25      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-1A                                   | PSTAT 2022-1A A1 CLO 144A FRN 04-15-30                                                             | CUSIP: 69701CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      246820 | PA      | $246685.76     | 0.00%             | 2030-04-15      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_22-D                                                | PFSFC 22-D A 144A 4.27% 08-16-27/08-15-25                                                          | CUSIP: 69335PEP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7728000 | PA      | $7724321.47    | 0.04%             | 2027-08-16      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| PARK AVENUE INSTITUTIONAL ADVISERS PAIA_17-1A                                | PAIA 17-AR A2R CLO 144A FRN (TSFR3M + 181.16) 02-14-34                                             | CUSIP: 70017KAN9<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-O            | CORP              | KY        |     1000000 | PA      | $1001000.00    | 0.01%             | 2034-02-14      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PART 2024-1A                                                                 | PART 24-1 B 144A 5.71% 05-15-28/03-16-26                                                           | CUSIP: 74113QAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      235000 | PA      | $235721.45     | 0.00%             | 2028-05-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| PART 2024-1A                                                                 | PART 24-1 D 144A 6.21% 02-15-30/11-15-27                                                           | CUSIP: 74113QAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      421000 | PA      | $429963.51     | 0.00%             | 2030-02-15      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| PART 2024-1A                                                                 | PART 24-1 E 144A 7.94% 04-15-31/04-17-28                                                           | CUSIP: 74113QAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      682000 | PA      | $705977.07     | 0.00%             | 2031-04-15      | Fixed         | 7.94%                 | Yes           |                  2 | On Loan: No      |
| PPMC 2019-2A                                                                 | PPMC 2019-2A CR2 CLO 144A FRN 04-16-37                                                             | CUSIP: 69377PAY0<br>LEI: 549300JBW1DIZLGMSY83 | Long             | ABS-O            | CORP              | KY        |     1000000 | PA      | $1003630.00    | 0.01%             | 2037-04-16      | Variable      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-1                                                                 | PKAIR 24-1 A1 144A 5.842% 09-15-39                                                                 | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      387769 | PA      | $393107.39     | 0.00%             | 2039-09-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-1                                                                 | PKAIR 2024-1 AF 144A FRN 09-15-39                                                                  | CUSIP: 69291VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      155282 | PA      | $155500.97     | 0.00%             | 2039-09-15      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| PILOT 2024-1A                                                                | PILOT 24-1 A2A 144A 4.84% 01-20-27                                                                 | CUSIP: 73328AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7805087 | PA      | $7813446.16    | 0.04%             | 2027-01-20      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-2                                                                 | PKAIR 24-2 A 144A 5.052% 10-15-39/05-15-30                                                         | CUSIP: 69381EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      450407 | PA      | $449554.62     | 0.00%             | 2039-10-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST PART_23-1                                    | PART 23-1 E 144A 9.88% 05-15-30/04-15-27                                                           | CUSIP: 74113GAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2139002.00    | 0.01%             | 2030-05-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| STEELE CREEK CLO LTD STCR_19-2A                                              | STCR 2019-2A DR CLO 144A FRN 07-15-32                                                              | CUSIP: 85817EBA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2230000 | PA      | $2200920.80    | 0.01%             | 2032-07-15      | Variable      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| STCR 2019-1A                                                                 | STCR 2019-1A DRR CLO 144A FRN 04-15-32                                                             | CUSIP: 85817BAW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     1000000 | PA      | $1002670.00    | 0.01%             | 2032-04-15      | Variable      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| SMB 2025-A                                                                   | SMB 25-A A1A 144A 5.13% 04-15-54/09-15-36                                                          | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2949952 | PA      | $2987215.61    | 0.01%             | 2054-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2025-2A                                                                | SFAST 2025-2A A3 144A 4.44% 12-20-30                                                               | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6998000 | PA      | $7063018.42    | 0.04%             | 2030-12-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2025-2A                                                                | SFAST 2025-2A A2 144A 4.52% 11-20-28                                                               | CUSIP: 78398HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6049000 | PA      | $6065616.60    | 0.03%             | 2028-11-20      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-B                                                                 | SSTRT 2025-B C 144A 5.126% 12-29-32                                                                | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2103000 | PA      | $2110213.29    | 0.01%             | 2032-12-29      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                            | USRE 21-1 A1 144A 1.91% 10-20-61/26                                                                | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    45059000 | PA      | $42458915.46   | 0.21%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| ROCC TRUST ROCC_24-CNTR                                                      | ROCC 24-CNTR A 144A 5.38834% 11-13-41/11-16-29                                                     | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      121077 | PA      | $123984.54     | 0.00%             | 2041-11-13      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| STACR 2015-DNA3                                                              | STACR 2015-DNA3 M3 FRN 04-25-28                                                                    | CUSIP: 3137G0GW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      941969 | PA      | $952910.44     | 0.00%             | 2028-04-25      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA1                                                | STACR 2020-DNA1 M2 144A FRN 01-25-50                                                               | CUSIP: 35565HAH8<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-CBDO         | CORP              | US        |       64934 | PA      | $64957.10      | 0.00%             | 2050-01-25      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_20-DNA5                                  | STACR 2020-DNA5 M2 144A FRN 10-25-50                                                               | CUSIP: 35566AAH2<br>LEI: 5493000ITF7RKPWPZQ19 | Long             | ABS-CBDO         | CORP              | US        |      385031 | PA      | $386714.59     | 0.00%             | 2050-10-25      | Variable      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| SGL_21-OVA                                                                   | SLG 21-OVA A 144A 2.5854% 07-15-41/31                                                              | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21061000 | PA      | $18499645.42   | 0.09%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-MFP                                                     | SREIT 2021-MFP C 144A FRN 11-15-38                                                                 | CUSIP: 78472UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3482870 | PA      | $3482399.72    | 0.02%             | 2038-11-15      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA3                                                | STACR 2020-DNA3 B1 144A FRN 06-27-50                                                               | CUSIP: 35565WBD3<br>LEI: 5493000ITGOA1OPGRQ72 | Long             | ABS-CBDO         | CORP              | US        |     1540483 | PA      | $1658553.63    | 0.01%             | 2050-06-27      | Variable      | 9.52%                 | Yes           |                  2 | On Loan: No      |
| STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI                           | SMRT 2022-MINI D 144A FRN 01-15-39                                                                 | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8907500 | PA      | $8794036.27    | 0.04%             | 2039-01-15      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2                                  | STACR 2022-DNA2 M1A 144A FRN 02-25-42                                                              | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1368746 | PA      | $1369848.78    | 0.01%             | 2042-02-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA5                                  | STACR 2022-DNA5 M1A 144A FRN 06-25-42                                                              | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |      700939 | PA      | $716873.05     | 0.00%             | 2042-06-25      | Variable      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                  | STACR 2022-DNA6 M1B 144A FRN 09-25-42                                                              | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | CORP              | US        |     3344000 | PA      | $3525131.10    | 0.02%             | 2042-09-25      | Variable      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                  | STACR 2022-DNA6 M1A 144A FRN 09-25-42                                                              | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | CORP              | US        |      413821 | PA      | $417033.62     | 0.00%             | 2042-09-25      | Variable      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR_20-DNA4                                                  | STACR 2020-DNA4 B2 144A FRN 08-25-50                                                               | CUSIP: 35565XBE9<br>LEI: 5493000ITFTMJUMPDE35 | Long             | ABS-CBDO         | CORP              | US        |    10954000 | PA      | $14531269.69   | 0.07%             | 2050-08-25      | Variable      | 14.42%                | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA3                                                | STACR 2020-DNA3 B2 144A FRN 06-25-50                                                               | CUSIP: 35565WBE1<br>LEI: 5493000ITGOA1OPGRQ72 | Long             | ABS-CBDO         | CORP              | US        |     6740000 | PA      | $8748546.96    | 0.04%             | 2050-06-25      | Variable      | 13.77%                | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 CB4548 09-01-52                                                                      | CUSIP: 3140QQBS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8205645 | PA      | $7648087.93    | 0.04%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 SD1502 07-01-52                                                                      | CUSIP: 3132DNU35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    17622656 | PA      | $16421301.56   | 0.08%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC FINANCE AUTHORITY WISCONSIN                                           | PUBLIC FINANCE AUTHORITY 0.0% 12-17-61                                                             | CUSIP: 74446UAB6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    11375000 | PA      | $11375000.00   | 0.06%             | 2061-12-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | COMMONWEALTH OF PUERTO RICO 0.0% 07-01-33                                                          | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     1473414 | PA      | $1020411.39    | 0.01%             | 2033-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | COMMONWEALTH OF PUERTO RICO 5.375% 07-01-25                                                        | CUSIP: 74514L3F2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      634362 | PA      | $634362.00     | 0.00%             | 2025-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | COMMONWEALTH OF PUERTO RICO 5.625% 07-01-27                                                        | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     1263584 | PA      | $1300656.29    | 0.01%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | COMMONWEALTH OF PUERTO RICO 4.0% 07-01-46                                                          | CUSIP: 74514L3P0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     1248931 | PA      | $1068541.65    | 0.01%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | COMMONWEALTH OF PUERTO RICO 4.0% 07-01-41                                                          | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     1200913 | PA      | $1068442.69    | 0.01%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | COMMONWEALTH OF PUERTO RICO 4.0% 07-01-35                                                          | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     1029138 | PA      | $991823.51     | 0.00%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | COMMONWEALTH OF PUERTO RICO 4.0% 07-01-37                                                          | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      883270 | PA      | $842405.51     | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | COMMONWEALTH OF PUERTO RICO 4.0% 07-01-33                                                          | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     1144927 | PA      | $1117892.98    | 0.01%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | COMMONWEALTH OF PUERTO RICO 5.625% 07-01-29                                                        | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     1243082 | PA      | $1311775.95    | 0.01%             | 2029-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | COMMONWEALTH OF PUERTO RICO 5.75% 07-01-31                                                         | CUSIP: 74514L3J4<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     1207394 | PA      | $1303121.03    | 0.01%             | 2031-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC FINANCE AUTHORITY WISCONSIN                                           | UNITED STATES OF AMERICA 4.95% 03-01-34                                                            | CUSIP: 74447CAA7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    21630000 | PA      | $21154745.64   | 0.11%             | 2034-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-32                                                 | CUSIP: 74526QKW1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     1240000 | PA      | $680450.00     | 0.00%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO COMMONWEALTH OF (GOVERNMENT)                                     | COMMONWEALTH OF PUERTO RICO FRN 11-01-43                                                           | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     4724131 | PA      | $2911246.03    | 0.01%             | 2043-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 5.25% 07-01-26                                                | CUSIP: 74526QXR8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     2975000 | PA      | $1632531.25    | 0.01%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 4.8% 07-01-28                                                 | CUSIP: 74526QYN6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     1680000 | PA      | $921900.00     | 0.00%             | 2028-07-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 5.25% 07-01-31                                                | CUSIP: 74526QXU1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     2000000 | PA      | $1092500.00    | 0.01%             | 2021-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-33                                                 | CUSIP: 74526QZQ8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     1595000 | PA      | $871268.75     | 0.00%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 FS2654 08-01-52                                                                      | CUSIP: 3140XH5Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10798181 | PA      | $10068407.72   | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 CB7076 09-01-53                                                                      | CUSIP: 3140QS2J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    33734814 | PA      | $31430388.57   | 0.16%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 CB7075 09-01-53                                                                      | CUSIP: 3140QS2H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    55745274 | PA      | $52014911.59   | 0.26%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BT2760 08-01-51                                                                      | CUSIP: 3140LRB64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       18837 | PA      | $15638.99      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BT9828 09-01-51                                                                      | CUSIP: 3140LY4N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6513338 | PA      | $5407529.44    | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 BV3101 03-01-52                                                                      | CUSIP: 3140MGNT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3809212 | PA      | $3019440.37    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_23-V3                                         | BMARK 23-V3 B 6.9237% 07-15-56/07-17-28                                                            | CUSIP: 08163VAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1498000 | PA      | $1560772.19    | 0.01%             | 2056-07-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL                                                              | BBCMS 2018-TALL A 144A FRN 03-15-37                                                                | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2667000 | PA      | $2525531.65    | 0.01%             | 2037-03-15      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-5C1                                                | BMO 2023-5C1 B FRN 08-15-56                                                                        | CUSIP: 055986AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2804000 | PA      | $2939693.97    | 0.01%             | 2056-08-15      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-5C1                                                | BMO 2023-5C1 C FRN 08-15-56                                                                        | CUSIP: 055986AH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1075000 | PA      | $1112837.85    | 0.01%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-5C1                                                | BMO 2023-5C1 A3 FRN 08-15-56                                                                       | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    41374000 | PA      | $43497437.80   | 0.22%             | 2056-08-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK46                                                              | BANK 2023-BNK46 C FRN 08-15-56                                                                     | CUSIP: 06541DBY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1480000 | PA      | $1555929.92    | 0.01%             | 2056-08-15      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK46                                                              | BANK 2023-BNK46 B FRN 08-15-56                                                                     | CUSIP: 06541DBT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1192659 | PA      | $1276104.58    | 0.01%             | 2056-08-15      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-C22                     | BBCMS 2023-C22 C FRN 11-15-56                                                                      | CUSIP: 05554FAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      457000 | PA      | $464864.97     | 0.00%             | 2056-11-15      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_23-5YR4                                                          | BANK5 2023-5YR4 C FRN 12-15-56                                                                     | CUSIP: 06211FBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        4433 | PA      | $4676.65       | 0.00%             | 2056-12-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_23-B40                                        | BMARK 2023-B40 B FRN 12-15-56                                                                      | CUSIP: 08163WAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1786000 | PA      | $1887439.44    | 0.01%             | 2056-12-15      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V5                                                                | BMARK 2024-V5 C FRN 01-10-57                                                                       | CUSIP: 08163XBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      184000 | PA      | $191234.88     | 0.00%             | 2057-01-10      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 SD8166 09-01-51                                                                      | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1374914 | PA      | $1093465.10    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 SD8193 02-01-52                                                                      | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1050899 | PA      | $834951.84     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 SD7554 04-01-52                                                                      | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      455161 | PA      | $383627.56     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 MB0294 01-01-55                                                                      | CUSIP: 3138MTKG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3993902 | PA      | $3716381.41    | 0.02%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD8491 12-01-54                                                                      | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    19524086 | PA      | $19152034.68   | 0.10%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD8525 04-01-55                                                                      | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    34932992 | PA      | $35520041.18   | 0.18%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 MA5701 05-01-55                                                                      | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11287818 | PA      | $11477498.16   | 0.06%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 MA5697 05-01-55                                                                      | CUSIP: 31418FKK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      382035 | PA      | $355488.19     | 0.00%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVEL 2025-A                                                                 | NAVEL 2025-A B 144A 5.32% 07-15-55                                                                 | CUSIP: 63943EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      601000 | PA      | $605310.97     | 0.00%             | 2033-10-17      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| NAVEL 2025-A                                                                 | NAVEL 2025-A D 144A 6.03% 07-15-55                                                                 | CUSIP: 63943EAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      429000 | PA      | $432033.03     | 0.00%             | 2033-10-17      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| NAVEL 2025-A                                                                 | NAVEL 2025-A C 144A 5.53% 07-15-55                                                                 | CUSIP: 63943EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      572000 | PA      | $575248.96     | 0.00%             | 2033-10-17      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                                | OPTN 21-B B 144A 1.96% 05-08-31/05-01-24                                                           | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1069981 | PA      | $1045033.37    | 0.01%             | 2031-05-08      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                                | OPTN 21-B A 144A 1.47% 05-08-31/05-01-24                                                           | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1408426 | PA      | $1374246.18    | 0.01%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_22-A                                                | OPTN 22-A B 144A 5.25% 06-09-31                                                                    | CUSIP: 68378NAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1000487.00    | 0.01%             | 2031-06-09      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO LTD OCP_19-16A                                                       | OCP 2019-16A AR CLO 144A FRN 04-10-33                                                              | CUSIP: 67570QAK7<br>LEI: 254900XAI48J82ID5O83 | Long             | ABS-O            | CORP              | US        |     3042609 | PA      | $3046552.41    | 0.02%             | 2033-04-10      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO LTD OCP_23-28                                                        | OCP 2023-28A D CLO 144A FRN 07-16-36                                                               | CUSIP: 670891AG5<br>LEI: 2138002ZIH5ZX5JB4G62 | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $500025.00     | 0.00%             | 2036-07-16      | Variable      | 9.61%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_23-1                              | ONDK 23-1 B 144A 8.25% 08-19-30/08-17-26                                                           | CUSIP: 67108SAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1122000 | PA      | $1130174.89    | 0.01%             | 2030-08-19      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ORION CLO LTD ANTOR_23-1                                                     | ANTOR 23-1 D CLO 144A (TSFR3M+515) 10-25-36                                                        | CUSIP: 68626CAG9<br>LEI: 2138006D8Y42BDBTP628 | Long             | ABS-O            | CORP              | JE        |     1703000 | PA      | $1713638.64    | 0.01%             | 2036-10-25      | Variable      | 9.43%                 | Yes           |                  2 | On Loan: No      |
| ORION CLO LTD ANTOR_23-1                                                     | ANTOR 23-1 C CLO 144A (TSFR3M+325) 10-25-36                                                        | CUSIP: 68626CAE4<br>LEI: 2138006D8Y42BDBTP628 | Long             | ABS-O            | CORP              | JE        |     1400000 | PA      | $1405012.00    | 0.01%             | 2036-10-25      | Variable      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2                              | ONDK 24-2 B 144A 5.42% 10-17-31/10-18-27                                                           | CUSIP: 67108SAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $99543.50      | 0.00%             | 2031-10-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2                              | ONDK 24-2 C 144A 7.03% 10-17-31/10-18-27                                                           | CUSIP: 67108SAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      283000 | PA      | $282478.43     | 0.00%             | 2031-10-17      | Fixed         | 7.03%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2                              | ONDK 24-2 A 144A 4.98% 10-17-31/10-18-27                                                           | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      427000 | PA      | $425036.65     | 0.00%             | 2031-10-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-B                                                                 | SSTRT 2025-B D 144A 5.463% 12-29-32                                                                | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2542000 | PA      | $2550668.22    | 0.01%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                            | SORT 20-1 A1 144A 1.69% 07-15-60/25                                                                | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3854152 | PA      | $3813602.28    | 0.02%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                            | SORT 20-1 B1 144A 2.28% 07-15-60/25                                                                | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      325254 | PA      | $321881.55     | 0.00%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                            | SORT 20-1 A2 144A 1.99% 07-15-60/27                                                                | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      595127 | PA      | $550696.25     | 0.00%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                                   | SEACO 20-1A A 144A 2.17% 10-17-40/03-18-30                                                         | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2166894 | PA      | $2066588.68    | 0.01%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                                   | SEACO 20-1A B 144A 3.55% 10-17-40/03-18-30                                                         | CUSIP: 37959PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1116897 | PA      | $1074937.35    | 0.01%             | 2040-10-17      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                            | SORT 21-1 A1 144A 1.53% 03-15-61/03-16-26                                                          | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4455892 | PA      | $4289259.55    | 0.02%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-2                                          | TPMT 2017-2 B2 144A FRN 04-25-57                                                                   | CUSIP: 89173HAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1856490.00    | 0.01%             | 2057-04-25      | Variable      | 4.14%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-3                                          | TPMT 2015-3 B1 144A FRN 03-25-54                                                                   | CUSIP: 89172HAE7<br>LEI: 549300ZHISOOIT5VZP03 | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1483818.00    | 0.01%             | 2054-03-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-4                                          | TPMT 2017-4 B1 144A FRN 06-25-57                                                                   | CUSIP: 89173UAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $865696.00     | 0.00%             | 2057-06-25      | Variable      | 3.66%                 | Yes           |                  2 | On Loan: No      |
| TRYSL 2021-1A                                                                | TRYSL 2021-1A C CLO 144A FRN 07-20-32                                                              | CUSIP: 89855AAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     1500000 | PA      | $1505361.00    | 0.01%             | 2032-07-20      | Variable      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| TICP CLO LTD TICP_18-12A                                                     | TICP 2018-12A DR CLO 144A FRN 07-15-34                                                             | CUSIP: 87250FAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1003472.00    | 0.01%             | 2034-07-15      | Variable      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| TRINITAS CLO LTD TRNTS_23-22                                                 | TRNTS 2023-22A D CLO 144A FRN 07-20-36                                                             | CUSIP: 89640HAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      500000 | PA      | $500798.50     | 0.00%             | 2036-07-20      | Variable      | 10.46%                | Yes           |                  2 | On Loan: No      |
| TRINITAS CLO LTD TRNTS_20-12                                                 | TRNTS 20-12 A1R CLO 144A FRN (TSFR3M+137) 04-25-33                                                 | CUSIP: 89641GAN2<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-O            | CORP              | US        |     9968000 | PA      | $9979871.89    | 0.05%             | 2033-04-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| TMCL 2025-1H                                                                 | TMCL 2025-1H A 144A 6.43% 07-23-50                                                                 | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20016000 | PA      | $20015677.74   | 0.10%             | 2050-07-23      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| TMCL 2025-1H                                                                 | TMCL 2025-1H B 144A 8.06% 07-23-50                                                                 | CUSIP: 87257FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9898000 | PA      | $9896441.07    | 0.05%             | 2050-07-23      | Fixed         | 8.06%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1                                | TMCL 20-1A B 144A 4.94% 08-21-45/05-21-29                                                          | CUSIP: 88315LAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1031754 | PA      | $1016389.53    | 0.01%             | 2045-08-21      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                        | TCF 20-1 A 144A 2.11% 09-20-45/05-20-30                                                            | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      822825 | PA      | $765438.72     | 0.00%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| BANK BANK_21-BN35                                                            | BANK 2021-BN35 B FRN 08-15-31                                                                      | CUSIP: 06540CBS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $4225675.00    | 0.02%             | 2031-08-15      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                      | BX 2021-VOLT B 144A FRN 09-15-36                                                                   | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2001698 | PA      | $1994381.53    | 0.01%             | 2036-09-15      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                      | BX 2021-VOLT A 144A FRN 09-15-36                                                                   | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22158068 | PA      | $22095781.83   | 0.11%             | 2036-09-15      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| BANK_21-BN36                                                                 | BANK 21-BN36 B 2.867% 09-15-64/10-20-31                                                            | CUSIP: 06540DBQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5750000 | PA      | $4896826.50    | 0.02%             | 2064-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                          | BX 2021-ARIA D 144A FRN 10-15-36                                                                   | CUSIP: 05608RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3450000 | PA      | $3445804.80    | 0.02%             | 2036-10-15      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                          | BX 2021-ARIA C 144A FRN 10-15-36                                                                   | CUSIP: 05608RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9960000 | PA      | $9951314.88    | 0.05%             | 2036-10-15      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                          | BX 2021-ARIA B 144A FRN 10-15-36                                                                   | CUSIP: 05608RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9946000 | PA      | $9938212.28    | 0.05%             | 2036-10-15      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                          | BX 2021-ACNT B 144A FRN 11-15-38                                                                   | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5988230 | PA      | $5983684.81    | 0.03%             | 2038-11-15      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                          | BX 2021-ACNT D 144A FRN 11-15-38                                                                   | CUSIP: 05609QAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3844984 | PA      | $3840408.15    | 0.02%             | 2038-11-15      | Variable      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1                                | BRAVO 22-RPL1 A1 144A 2.75% 09-25-61                                                               | CUSIP: 10569XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1131425 | PA      | $1038042.10    | 0.01%             | 2061-09-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_22-AHP                                       | BX 2022-AHP C 144A FRN 02-15-39                                                                    | CUSIP: 05610FAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6500000 | PA      | $6481098.00    | 0.03%             | 2039-02-15      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST BINOM_22-RPL1                                     | BINOM 2022-RPL1 A1 144A FRN 02-25-61                                                               | CUSIP: 05552CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3372259 | PA      | $3145920.03    | 0.02%             | 2061-02-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BANK BANK_22-BNK40                                                           | BANK 2022-BNK40 AS FRN 03-15-64                                                                    | CUSIP: 06541LBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $670604.25     | 0.00%             | 2064-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK BANK_22-BNK40                                                           | BANK 2022-BNK40 B FRN 03-15-64                                                                     | CUSIP: 06541LBU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      727000 | PA      | $637200.23     | 0.00%             | 2064-03-15      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| BXSC COMMERCIAL MORTGAGE TRUST BXSC_22-WSS                                   | BXSC 2022-WSS D 144A FRN 03-15-35                                                                  | CUSIP: 05610BAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9692000 | PA      | $9727647.18    | 0.05%             | 2035-03-15      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-IND                                                           | BX 2022-IND D 144A FRN 04-15-37                                                                    | CUSIP: 05609WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3031700 | PA      | $3042592.90    | 0.02%             | 2037-04-15      | Variable      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2022-C15                                                               | BBCMS 2022-C15 C FRN 04-15-55                                                                      | CUSIP: 05552FBG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4842000 | PA      | $4106011.16    | 0.02%             | 2055-04-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B34                                        | BMARK 2022-B34 A5 FRN 04-15-55                                                                     | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3367882 | PA      | $3099128.38    | 0.02%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| BMARK 2022-B35                                                               | BMARK 2022-B35 C FRN 05-15-55                                                                      | CUSIP: 08163RBV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2406505 | PA      | $1971846.88    | 0.01%             | 2055-05-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-CSMO                                       | BX 2022-CSMO B 144A FRN 06-15-27                                                                   | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3029955.00    | 0.02%             | 2027-06-15      | Variable      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_22-B36                                        | BMARK 2022-B36 B FRN 07-15-55                                                                      | CUSIP: 08163QBN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2433825.00    | 0.01%             | 2055-07-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C17                     | BBCMS 2022-C17 B FRN 09-15-55                                                                      | CUSIP: 054976AK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2054000 | PA      | $1972466.47    | 0.01%             | 2055-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| BANK BANK_22-BNK44                                                           | BANK 2022-BNK44 B FRN 11-15-32                                                                     | CUSIP: 06540KAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1111000 | PA      | $1126065.16    | 0.01%             | 2032-11-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C18                     | BBCMS 2022-C18 C FRN 12-15-55                                                                      | CUSIP: 054975AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5194000 | PA      | $5294129.93    | 0.03%             | 2055-12-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMOMT_23-C4                                               | BMO 2023-C4 B FRN 02-15-56                                                                         | CUSIP: 05610CAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      948000 | PA      | $961774.44     | 0.00%             | 2056-02-15      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                              | BANK 2023-BNK45 C FRN 02-15-56                                                                     | CUSIP: 06541BCC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1297000 | PA      | $1322465.30    | 0.01%             | 2056-02-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                              | BANK 2023-BNK45 B FRN 02-15-56                                                                     | CUSIP: 06541BBX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1873000 | PA      | $1948528.73    | 0.01%             | 2056-02-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR1                                                              | BANK5 2023-5YR1 B FRN 03-15-56                                                                     | CUSIP: 06644EBZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1741114 | PA      | $1814683.03    | 0.01%             | 2056-03-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                          | BX 2021-ACNT E 144A FRN 11-15-38                                                                   | CUSIP: 05609QAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      467228 | PA      | $466719.79     | 0.00%             | 2038-11-15      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF                                      | BX 2021-SDMF E 144A FRN 09-15-34                                                                   | CUSIP: 12434CAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      980361 | PA      | $971261.56     | 0.00%             | 2034-09-15      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                      | BX 2021-VOLT E 144A FRN 09-15-36                                                                   | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2732095 | PA      | $2721229.79    | 0.01%             | 2036-09-15      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| BANK5 BANK5_23-5YR2                                                          | BANK5 2023-5YR2 C FRN 07-15-28                                                                     | CUSIP: 06211CAZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      915000 | PA      | $949010.55     | 0.00%             | 2028-07-15      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 3.5 UMBS TBA 08-01-55                                                                         | CUSIP: 01F032682<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    74662341 | PA      | $67208500.85   | 0.34%             | 2055-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 3.0 UMBS TBA 08-01-55                                                                         | CUSIP: 01F030686<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   126015529 | PA      | $109031029.99  | 0.55%             | 2055-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                  | FNCL 4.0 UMBS TBA 08-01-55                                                                         | CUSIP: 01F040685<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    69755837 | PA      | $64856605.54   | 0.33%             | 2055-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-28                                                 | CUSIP: 74526QVC3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      425000 | PA      | $233218.75     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 4.75% 07-01-27                                                | CUSIP: 74526QWX6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      485000 | PA      | $266143.75     | 0.00%             | 2027-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 5.25% 07-01-26                                                | CUSIP: 74526QZA3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      155000 | PA      | $85056.25      | 0.00%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 4.75% 07-01-26                                                | CUSIP: 74526QVZ2<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |       80000 | PA      | $43900.00      | 0.00%             | 2026-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 4.625% 07-01-35                                               | CUSIP: 74526QVY5<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |       65000 | PA      | $35668.75      | 0.00%             | 2035-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-28                                                 | CUSIP: 74526QXB3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      700000 | PA      | $382375.00     | 0.00%             | 2018-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 4.25% 07-01-28                                                | CUSIP: 74526QWN8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      145000 | PA      | $79206.25      | 0.00%             | 2018-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 5.5% 07-01-30                                                 | CUSIP: 74526QAJ1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |       90000 | PA      | $49162.50      | 0.00%             | 2020-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-31                                                 | CUSIP: 74526QZM7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      525000 | PA      | $286781.25     | 0.00%             | 2021-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 3.625% 07-01-31                                               | CUSIP: 74526QZF2<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |       20000 | PA      | $10925.00      | 0.00%             | 2021-07-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY .0% 07-01-27                                                  | CUSIP: 74526QLH3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     4630000 | PA      | $2529137.50    | 0.01%             | 2017-07-01      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-37                                                 | CUSIP: 74526QKX9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      495000 | PA      | $271631.25     | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-27                                                 | CUSIP: 74526QKK7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |       60000 | PA      | $32775.00      | 0.00%             | 2017-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-33                                                 | CUSIP: 74526QKR2<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      140000 | PA      | $76475.00      | 0.00%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 5.25% 07-01-33                                                | CUSIP: 74526QVD1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     4650000 | PA      | $2551687.50    | 0.01%             | 2033-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 5.25% 07-01-40                                                | CUSIP: 74526QVX7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     2640000 | PA      | $1448700.00    | 0.01%             | 2040-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 6.75% 07-01-36                                                | CUSIP: 74526QA69<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      490000 | PA      | $268887.50     | 0.00%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-42                                                 | CUSIP: 74526QA28<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      825000 | PA      | $452718.75     | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 5.5% 07-01-38                                                 | CUSIP: 74526QVE9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     1795000 | PA      | $985006.25     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO SALES TAX FINANCING CORP                                         | PUERTO RICO SALES TAX FINANCING CORP SALES TAX REVENUE 0.0% 07-01-46                               | CUSIP: 74529JQG3<br>LEI: 549300EIUFISISP8X671 | Long             | DBT              | MUN               | PR        |    50777000 | PA      | $16177298.32   | 0.08%             | 2046-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-34                                                 | CUSIP: 74526QYX4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |      550000 | PA      | $300437.50     | 0.00%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS COMBINED TIRZ I LLC                                                    | TEXAS COMBINED TIRZ I LLC 144A LIFE SR SEC 1ST LIEN 0.0% 12-07-62                                  | CUSIP: 881935AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3300000.00    | 0.02%             | 2062-12-07      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                     | UNIVERSITY OF CALIFORNIA 1.316% 05-15-27                                                           | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5400000 | PA      | $5154688.80    | 0.03%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                     | UNIVERSITY OF CALIFORNIA 1.614% 05-15-30                                                           | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6450000 | PA      | $5764971.30    | 0.03%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                     | UNIVERSITY OF CALIFORNIA 5.1% 05-15-33                                                             | CUSIP: 91412HQB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    13795000 | PA      | $14313719.59   | 0.07%             | 2033-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.2862% 05-14-25/05-14-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-99568.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 3.945% 05-14-25/05-14-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $1196348.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.2892% 05-14-25/05-14-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-108683.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.2967% 05-14-25/05-14-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-131466.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 3.95% 05-14-25/05-14-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $613334.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.3262% 05-16-25/05-16-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-213208.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 4.045% 05-16-25/05-16-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $893335.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.3207% 05-16-25/05-16-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-196277.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS PAYFIX EUR 2.3102% 05-16-25/05-16-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-163946.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX NOK 4.0315% 05-16-25/05-16-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $1704825.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.6765% 02-20-24/02-20-54 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $4406421.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.6815% 02-20-24/02-20-54 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $8283574.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.7205% 02-21-24/02-21-54 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $5808907.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.6745% 02-28-24/02-28-54 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $4947009.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 4.568% 03-01-24/03-01-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $3914284.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 4.56% 03-01-24/03-01-26 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $3913954.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 4.659% 05-17-24/05-17-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $13971290.14   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 11.49% 06-13-24/01-04-27                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-29802551.88  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 4.5335% 06-18-24/06-18-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-6966027.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 4.5265% 06-18-24/06-18-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-3445637.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 4.528% 06-18-24/06-18-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-3453025.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 12.0% 07-01-24/01-04-27                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-6691752.21   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 12.03167% 07-01-24/01-04-27                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-10513303.43  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | SOFR 90DAY FUT SFRM5 09-16-25                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       50445 | NC      | $-20889139.42  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | SOFR 90DAY FUT SFRU5 12-16-25                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       11650 | NC      | $-4470362.57   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | SOFR 90DAY FUT SFRZ5 03-17-26                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        4040 | NC      | $-832116.78    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 5YR FUT FVU5 09-30-25                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        9516 | NC      | $9876025.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 10YR FUT TYU5 09-19-25                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        7218 | NC      | $7853006.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 2YR FUT TUU5 09-30-25                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       67760 | NC      | $45866147.89   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 30YR FUT ULTRA WNU5 09-19-25                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         243 | NC      | $265799.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 10YR FUT ULTRA UXYU5 09-19-25                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       17400 | NC      | $-42565045.71  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | UST 20YR FUT USU5 09-19-25                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        5584 | NC      | $22597017.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | AUD FWD PUR FROM USD 7/14/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $1193946.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRL FWD SALE TO USD NDF 7/14/2025                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-9610563.09   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRL FWD SALE TO USD NDF 7/18/2025                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-1678778.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CAD FWD SALE TO USD 7/15/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-2146617.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CLP FWD PUR FROM USD NDF 7/14/2025                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $533627.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | COP FWD PUR FROM USD NDF 7/18/2025                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $3050438.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CNH FWD SALE TO USD 7/21/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-1099279.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD PUR FROM USD 7/2/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $1082660.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 7/16/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-176098.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 7/2/2025                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-632754.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 7/21/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-4002129.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD PUR FROM USD 8/11/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $206362.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | INR FWD SALE TO USD NDF 7/14/2025                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-13350.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | INR FWD PUR FROM USD NDF 7/14/2025                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $2155136.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD SALE TO USD 7/10/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $16854.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD SALE TO USD 7/18/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-666071.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD PUR FROM EUR 7/16/2025                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-267797.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | JPY FWD SALE TO USD 7/28/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-587005.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | KRW FWD PUR FROM USD NDF 7/18/2025                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $1223836.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MXN FWD SALE TO EUR 7/28/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $612.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MXN FWD SALE TO USD 7/28/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-1548457.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PHP FWD PUR FROM USD NDF 7/14/2025                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-2390347.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PLN FWD SALE TO USD 7/14/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-586594.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PLN FWD SALE TO USD 7/21/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-4154696.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SEK FWD SALE TO USD 7/14/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-1960464.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SEK FWD SALE TO USD 7/21/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-16819.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SGD FWD SALE TO USD 8/6/2025                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-5355.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SGD FWD SALE TO USD 8/6/2025                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-5355.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | THB FWD SALE TO USD 7/15/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-1008709.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | THB FWD SALE TO USD 7/21/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-1493813.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZAR FWD SALE TO USD 7/16/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-136920.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES HACLN_24-2                   | HACLN 24-2 B1 144A 5.442% 10-20-32                                                                 | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1339621 | PA      | $1352913.99    | 0.01%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                   | HERTZ 25-1 B 144A 5.45% 09-25-29/28                                                                | CUSIP: 42806MCU1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     6035000 | PA      | $6114830.98    | 0.03%             | 2029-09-25      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                   | HERTZ 25-1 D 144A 7.98% 09-25-29/28                                                                | CUSIP: 42806MCW7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     3784000 | PA      | $3780492.23    | 0.02%             | 2029-09-25      | Fixed         | 7.98%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-2                                   | HERTZ 25-2 D 144A 8.34% 09-25-31/30                                                                | CUSIP: 42806MDA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3525000 | PA      | $3460330.35    | 0.02%             | 2031-09-25      | Fixed         | 8.34%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                   | HERTZ 25-1 C 144A 6.03% 09-25-29/28                                                                | CUSIP: 42806MCV9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     8358000 | PA      | $8399113.00    | 0.04%             | 2029-09-25      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                   | HERTZ 25-1 A 144A 4.91% 09-25-29/28                                                                | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100494.80     | 0.00%             | 2029-09-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-2                                   | HERTZ 25-2 C 144A 6.4% 09-25-31/30                                                                 | CUSIP: 42806MCZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9707000 | PA      | $9669899.85    | 0.05%             | 2031-09-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| HACLN 2025-1                                                                 | HACLN 25-1 B 144A 4.957% 03-21-33/4-20-29                                                          | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      972564 | PA      | $977023.60     | 0.00%             | 2033-03-21      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-3                                   | HERTZ 2025-3A B 144A 5.59% 12-26-29                                                                | CUSIP: 42806MDC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      446000 | PA      | $449001.58     | 0.00%             | 2029-12-26      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING IV LLC HERTZ_25-4                                    | HERTZ 2025-4A B 144A 5.9% 12-25-31                                                                 | CUSIP: 42806MDG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      372000 | PA      | $376229.64     | 0.00%             | 2031-12-26      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-3                                   | HERTZ 2025-3A A 144A 5.06% 12-26-29                                                                | CUSIP: 42806MDB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1109000 | PA      | $1114944.24    | 0.01%             | 2029-12-26      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING IV LLC HERTZ_25-4                                    | HERTZ 2025-4A D 144A 9.34% 12-25-31                                                                | CUSIP: 42806MDJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      750000 | PA      | $758025.00     | 0.00%             | 2031-12-26      | Fixed         | 9.34%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-3                                   | HERTZ 2025-3A C 144A 6.13% 12-26-29                                                                | CUSIP: 42806MDD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      455000 | PA      | $459994.08     | 0.00%             | 2029-12-26      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING IV LLC HERTZ_25-4                                    | HERTZ 2025-4A C 144A 6.48% 12-25-31                                                                | CUSIP: 42806MDH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1232000 | PA      | $1244997.60    | 0.01%             | 2031-12-26      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING IV LLC HERTZ_25-4                                    | HERTZ 2025-4A A 144A 5.41% 12-25-31                                                                | CUSIP: 42806MDF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2217000 | PA      | $2247967.06    | 0.01%             | 2031-12-26      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| JAMESTOWN CLO LTD JTWN_18-11A                                                | JTWN 2018-11A A2 CLO 144A FRN 07-14-31                                                             | CUSIP: 47049QAC0<br>LEI: 549300ICXRO4NIJIWJ29 | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $501695.00     | 0.00%             | 2031-07-14      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| JTWN 2021-16A                                                                | JTWN 21-16 CR CLO 144A FRN (TSFR3M+195) 07-25-34                                                   | CUSIP: 47048RAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      740000 | PA      | $741710.14     | 0.00%             | 2034-07-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| JTWN 2021-16A                                                                | JTWN 21-16 DR CLO 144AA FRN (TSFR3M+305) 07-25-34                                                  | CUSIP: 47048RAS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $997495.00     | 0.01%             | 2034-07-25      | Variable      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_22-1                                        | LADAR 22-1 C 144A 6.85% 04-15-30/03-16-26                                                          | CUSIP: 501687AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      656000 | PA      | $665855.09     | 0.00%             | 2030-04-15      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-1A                                       | LADAR 23-1 C 144A 6.18% 12-15-27/01-15-26                                                          | CUSIP: 505710AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      207000 | PA      | $208637.58     | 0.00%             | 2027-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-2                                            | LADAR 23-2 B 144A 5.45% 04-15-28/01-15-26                                                          | CUSIP: 505713AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      510000 | PA      | $512563.26     | 0.00%             | 2028-04-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-3                                        | LADAR 23-3 D 144A 6.92% 12-16-30/02-16-27                                                          | CUSIP: 50168BAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      334000 | PA      | $347451.18     | 0.00%             | 2030-12-16      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-3                                        | LADAR 23-3 B 144A 6.06% 06-15-28/26                                                                | CUSIP: 50168BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      586000 | PA      | $595106.44     | 0.00%             | 2028-06-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-3                                        | LADAR 23-3 C 144A 6.43% 12-15-28/26                                                                | CUSIP: 50168BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      493000 | PA      | $505684.89     | 0.00%             | 2028-12-15      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-1A                                                                | LADAR 24-1 B 144A 5.33% 02-15-29/06-15-27                                                          | CUSIP: 501689AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      447000 | PA      | $453388.52     | 0.00%             | 2029-02-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-1A                                                                | LADAR 24-1 D 144A 6.15% 06-16-31/02-15-28                                                          | CUSIP: 501689AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      333000 | PA      | $341892.43     | 0.00%             | 2031-06-16      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-1A                                                                | LADAR 24-1 C 144A 5.64% 06-15-29/12-15-27                                                          | CUSIP: 501689AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      541000 | PA      | $550745.57     | 0.00%             | 2029-06-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_24-2                                        | LADAR 24-2 D 144A 6.37% 10-15-31/07-17-28                                                          | CUSIP: 505920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      149000 | PA      | $153730.45     | 0.00%             | 2031-10-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                | LADAR 24-3 C 144A 4.93% 03-15-30/09-15-28                                                          | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      161000 | PA      | $161838.01     | 0.00%             | 2030-03-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                | LADAR 24-3 D 144A 5.18% 02-17-32/11-15-28                                                          | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       97000 | PA      | $97212.14      | 0.00%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                | LADAR 24-3 B 144A 4.74% 01-15-30/04-17-28                                                          | CUSIP: 505709AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      446000 | PA      | $448651.92     | 0.00%             | 2030-01-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| LBZZ 2025-1X                                                                 | LBZZ 25-1 B 144A 5.47% 11-15-30/5-15-28                                                            | CUSIP: 525938AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4299000 | PA      | $4392094.85    | 0.02%             | 2030-11-15      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| MARBLE POINT CLO LTD MP16_19-2A                                              | MP16 2019-2A D1R CLO 144A FRN 11-16-34                                                             | CUSIP: 56607BAS3<br>LEI: 2549001G1E9UB7Y1WR96 | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1000500.00    | 0.01%             | 2034-11-16      | Variable      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| MP23_21-4A                                                                   | MP23 2021-4A C1 CLO 144A FRN 01-22-35                                                              | CUSIP: 56607TAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      435000 | PA      | $436465.52     | 0.00%             | 2035-01-22      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                     | CONSTELLATION BRANDS INC SR UNSEC 4.75% 05-09-32                                                   | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     6096000 | PA      | $6059576.40    | 0.03%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                     | CONSTELLATION BRANDS INC SR UNSEC 4.35% 05-09-27                                                   | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    11513000 | PA      | $11520425.89   | 0.06%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                     | CELANESE US HOLDINGS LLC SR UNSEC 6.879% 07-15-32                                                  | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6294432.00    | 0.03%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                           | CNX RESOURCES CORP 144A LIFE SR UNSEC 7.375% 01-15-31                                              | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     3079000 | PA      | $3214063.41    | 0.02%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | CITIGROUP INC SR UNSEC 6.27% 11-17-33/32                                                           | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1264000 | PA      | $1361496.11    | 0.01%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.0% 04-20-33                                               | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    13802000 | PA      | $14297905.86   | 0.07%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 5.25% 02-21-33                                                            | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2144000 | PA      | $2159149.50    | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 5.625% 02-21-53                                                           | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $11571025.00   | 0.06%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                     | CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 2ND LIEN 9.0% 09-30-29                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    14175000 | PA      | $14705924.63   | 0.07%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                      | CHARLES SCHWAB CORP SR UNSEC 5.853% 05-19-34/33                                                    | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     3658000 | PA      | $3887298.07    | 0.02%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                     | COREBRIDGE FINANCIAL INC SR UNSEC 3.85% 04-05-29                                                   | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     7945000 | PA      | $7788030.64    | 0.04%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                     | COREBRIDGE FINANCIAL INC SR UNSEC 3.9% 04-05-32                                                    | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     3361000 | PA      | $3157027.63    | 0.02%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 5.875% 06-01-53                                                           | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3824652.00    | 0.02%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS HEALTH CORP SR UNSEC 6.0% 06-01-63                                                             | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     3074000 | PA      | $2941175.53    | 0.01%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                   | CAPITAL ONE FINANCIAL CORP SR UNSEC 6.377% 06-08-34/33                                             | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     8299000 | PA      | $8838368.61    | 0.04%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                        | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.375% 07-01-28                                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    12575000 | PA      | $12891399.58   | 0.06%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                        | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.75% 07-01-31                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     9090000 | PA      | $9202343.31    | 0.05%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | CARNIVAL CORP 144A LIFE SR SEC 1ST LIEN 7.0% 08-15-29                                              | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     6150000 | PA      | $6482598.15    | 0.03%             | 2029-08-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                            | CONOCOPHILLIPS CO SR UNSEC 5.55% 03-15-54                                                          | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9567160.00    | 0.05%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                     | CELANESE US HOLDINGS LLC SR UNSEC 7.2% 11-15-33                                                    | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    19921000 | PA      | $21159787.39   | 0.11%             | 2033-11-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                     | CELANESE US HOLDINGS LLC SR UNSEC 6.85% 11-15-28                                                   | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    12754000 | PA      | $13410142.28   | 0.07%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                        | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.625% 11-01-30                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     2455000 | PA      | $2494410.12    | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                       | COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.0% 11-14-35                                               | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     6345000 | PA      | $6388082.55    | 0.03%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                    | CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 6.5% 02-15-32                                  | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $16427856.00   | 0.08%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO SR UNSEC 5.15% 02-15-34                                                            | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     6697000 | PA      | $6698754.61    | 0.03%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                   | DOW CHEMICAL CO SR UNSEC 5.6% 02-15-54                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     6224000 | PA      | $5672416.67    | 0.03%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST 2025-HGLR                                        | HGMT 2025-HGLR A 144A FRN 02-05-45                                                                 | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    50042000 | PA      | $51442725.62   | 0.26%             | 2045-02-05      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                | HHT 2025-MAUI E 144A FRN 03-15-42                                                                  | CUSIP: 419909AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6366000 | PA      | $6245236.98    | 0.03%             | 2042-03-15      | Variable      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                | HHT 2025-MAUI C 144A FRN 03-15-42                                                                  | CUSIP: 419909AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1407000 | PA      | $1408155.15    | 0.01%             | 2042-03-15      | Variable      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                | HHT 2025-MAUI D 144A FRN 03-15-42                                                                  | CUSIP: 419909AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2716000 | PA      | $2716195.55    | 0.01%             | 2042-03-15      | Variable      | 6.91%                 | Yes           |                  2 | On Loan: No      |
| IHSFR 2024-SFR1                                                              | IHSFR 24-SFR1 D 144A 4.25% 09-17-41/09-19-29                                                       | CUSIP: 46188DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      435000 | PA      | $414706.82     | 0.00%             | 2041-09-17      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| IHSFR 2024-SFR1                                                              | IHSFR 24-SFR1 F 144A 4.5% 09-17-41/09-19-29                                                        | CUSIP: 46188DAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2038000 | PA      | $1881428.61    | 0.01%             | 2041-09-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| IHSFR 2024-SFR1                                                              | IHSFR 24-SFR1 E 144A 4.5% 09-17-41/09-19-29                                                        | CUSIP: 46188DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1161000 | PA      | $1101431.41    | 0.01%             | 2041-09-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST TOWN_25-STAY                                           | TOWN 2025-STAY D 144A FRN 03-15-42                                                                 | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $4998395.00    | 0.03%             | 2042-03-15      | Variable      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST TOWN_25-STAY                                           | TOWN 2025-STAY C 144A FRN 03-15-42                                                                 | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2995659.00    | 0.02%             | 2042-03-15      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO            | JPMCC 22-OPO A 144A 3.0242% 01-05-39/01-08-27                                                      | CUSIP: 46655AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3420000 | PA      | $3118814.28    | 0.02%             | 2039-01-05      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO            | JPMCC 2022-OPO C 144A FRN 01-05-39                                                                 | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1598000 | PA      | $1355901.40    | 0.01%             | 2039-01-05      | Variable      | 3.56%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO            | JPMCC 22-OPO B 144A 3.3765% 01-05-39/01-08-27                                                      | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2925000 | PA      | $2610585.90    | 0.01%             | 2039-01-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_24-CES1                                       | JPMMT 2024-CES1 M1 144A 6.596% 06-25-54                                                            | CUSIP: 46658CAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      466000 | PA      | $470324.48     | 0.00%             | 2054-06-25      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_24-CES1                                       | JPMMT 2024-CES1 A3 144A 6.397% 06-25-54                                                            | CUSIP: 46658CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      576000 | PA      | $582401.66     | 0.00%             | 2054-06-25      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| JW 2024-BERY                                                                 | JW 2024-BERY A 144A FRN 11-15-39                                                                   | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10359000 | PA      | $10381406.52   | 0.05%             | 2039-11-15      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| GWT 2024-WOLF                                                                | GWT 2024-WOLF A 144A FRN 03-15-39                                                                  | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      896000 | PA      | $898527.62     | 0.00%             | 2039-03-15      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| KSL 2024-HT2                                                                 | KSL 2024-HT2 D 144A FRN 12-15-39                                                                   | CUSIP: 500937AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2994414.00    | 0.02%             | 2039-12-15      | Variable      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| LV TRUST LV_24-SHOW                                                          | LV 2024-SHOW C 144A FRN 10-10-41                                                                   | CUSIP: 50245XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1156000 | PA      | $1179588.18    | 0.01%             | 2041-10-10      | Variable      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| MSBAM 2015-C22                                                               | MSBAM 15-C22 AS 3.561% 04-15-48/04-17-25                                                           | CUSIP: 61690FAP8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      967000 | PA      | $943508.67     | 0.00%             | 2048-04-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_15-C24                                       | MSBAM 15-C25 AS FRN 05-15-48/07-15-25                                                              | CUSIP: 61765LAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1016000 | PA      | $1011517.41    | 0.01%             | 2048-05-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| MSBAM 2017-C34                                                               | MSBAM 17-C34 AS 3.859% 11-15-52                                                                    | CUSIP: 61767EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $479572.50     | 0.00%             | 2052-11-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES MCAS_20-1                          | MCAS 2020-01 M10 144A FRN 03-25-50                                                                 | CUSIP: 62548QAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1873871 | PA      | $1906371.04    | 0.01%             | 2050-03-25      | Variable      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_18-2                                          | MCMLT 2018-2 M3 144A FRN 05-25-58                                                                  | CUSIP: 59980MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1497423 | PA      | $1376114.02    | 0.01%             | 2058-05-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST MCMLT_17-1                                     | MCMLT 2017-1 B2 144A FRN 11-25-58                                                                  | CUSIP: 59981HAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $903851.00     | 0.00%             | 2058-11-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MSFW COMMERCIAL MORTGAGE TRUST MSFW_23-1                                     | MSWF 2023-1 B FRN 05-15-33                                                                         | CUSIP: 55376CAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1231000 | PA      | $1316478.18    | 0.01%             | 2033-05-15      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| MSFW COMMERCIAL MORTGAGE TRUST MSFW_23-1                                     | MSWF 2023-1 C FRN 05-15-33                                                                         | CUSIP: 55376CBB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1132000 | PA      | $1161876.88    | 0.01%             | 2033-05-15      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| MCAS 2023-01                                                                 | MCAS 2023-01 M10 144A FRN 11-25-53                                                                 | CUSIP: 62548NAB4<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-CBDO         | CORP              | US        |    46028000 | PA      | $51614648.50   | 0.26%             | 2053-11-25      | Variable      | 10.81%                | Yes           |                  2 | On Loan: No      |
| MCAS 2023-01                                                                 | MCAS 2023-01 M7 144A FRN 11-25-53                                                                  | CUSIP: 62548NAA6<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-CBDO         | CORP              | US        |    19437185 | PA      | $20186255.65   | 0.10%             | 2053-11-25      | Variable      | 8.31%                 | Yes           |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST MSWF_23-2                                     | MSWF 2023-2 C FRN 12-15-56                                                                         | CUSIP: 55361AAZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      392000 | PA      | $408034.37     | 0.00%             | 2056-12-15      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| MCAS 2024-01                                                                 | MCAS 2024-01 M10 144A FRN 07-25-54                                                                 | CUSIP: 62548RAB5<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-CBDO         | CORP              | US        |      971000 | PA      | $1010394.44    | 0.01%             | 2054-07-25      | Variable      | 8.16%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2024-01                                                                 | MCAS 2024-01 M7 144A FRN 07-25-54                                                                  | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-CBDO         | CORP              | US        |      267374 | PA      | $269829.13     | 0.00%             | 2054-07-25      | Variable      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_24-INV2                  | MSRM 2024-INV2 A1 144A FRN 02-25-54/08-25-45                                                       | CUSIP: 617939AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7474501 | PA      | $7619603.58    | 0.04%             | 2054-02-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MSBAM 2025-5C1                                                               | MSBAM 25-5C1 B FRN 03-15-30                                                                        | CUSIP: 61778GAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $521413.50     | 0.00%             | 2030-03-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| MSBAM 2025-5C1                                                               | MSBAM 25-5C1 C FRN 03-15-30                                                                        | CUSIP: 61778GAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      490000 | PA      | $502666.50     | 0.00%             | 2030-03-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| MCAS 2025-01                                                                 | MCAS 2025-01 M1 144A FRN 05-25-55                                                                  | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6810505 | PA      | $6831011.28    | 0.03%             | 2055-05-25      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2025-01                                                                 | MCAS 2025-01 M2 144A FRN 05-25-55                                                                  | CUSIP: 62549CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1614000 | PA      | $1622029.65    | 0.01%             | 2055-05-25      | Variable      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| NY 2025-299P                                                                 | NY 2025-299P A 144A FRN 02-10-47                                                                   | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14245000 | PA      | $14830882.61   | 0.07%             | 2047-02-10      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST NYC_25-3BP                                     | NYC 2025-3BP D 144A FRN 02-15-42                                                                   | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1094000 | PA      | $1076360.34    | 0.01%             | 2042-02-15      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NZES 2025-FHT1                                                               | NZES 2025-FHT1 A 144A 6.545% 03-25-32                                                              | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    41205997 | PA      | $41416436.46   | 0.21%             | 2032-03-25      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT                            | CGCMT 2023-SMRT C 144A FRN 10-12-40                                                                | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      980000 | PA      | $993510.28     | 0.00%             | 2040-10-12      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT                            | CGCMT 2023-SMRT D 144A FRN 10-12-40                                                                | CUSIP: 17291NAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5926000 | PA      | $5915588.02    | 0.03%             | 2040-10-12      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT                            | CGCMT 23-SMRT A 144A FRN 10-12-40                                                                  | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13524000 | PA      | $13977378.58   | 0.07%             | 2040-10-12      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| GSMBS 2025-RPL3                                                              | GSMBS 2025-RPL3 A1 144A 4.1% 07-25-65                                                              | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1624000 | PA      | $1575150.08    | 0.01%             | 2065-07-25      | Variable      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| HILTON USA TRUST HILT_16-HHV                                                 | HILT 16-HHV D 144A 4.1935% 11-05-38/26                                                             | CUSIP: 43300LAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $980167.00     | 0.00%             | 2038-11-05      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| HILTON USA TRUST HILT_16-HHV                                                 | HILT 16-HHV C 144A 4.1935% 11-05-38/26                                                             | CUSIP: 43300LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $295332.90     | 0.00%             | 2038-11-05      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX JPY -0.01246731% 10-01-21/10-01-26 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $81631.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.01413% 01-12-23/01-12-53 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $18481979.77   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 2.974% 04-17-23/04-17-53 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $8484081.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.044% 04-18-23/04-18-53 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $7941015.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 3.275% 04-18-23/04-18-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-514727.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 3.342% 04-19-23/04-19-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-269372.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.0875% 04-19-23/04-19-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $7538700.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.1035% 04-19-23/04-19-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $7382103.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 3.353% 04-19-23/04-19-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-229085.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.0895% 04-20-23/04-20-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $7520926.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 3.344% 04-20-23/04-20-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-264158.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 3.128% 04-28-23/04-28-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1062940.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 2.9405% 04-28-23/04-28-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $8832783.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 3.259% 05-01-23/05-01-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-581443.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.0535% 05-01-23/05-01-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $15670693.77   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 3.285% 05-01-23/05-01-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-485187.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.085% 05-09-23/05-09-53 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $7634903.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 3.186% 05-09-23/05-09-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-856827.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 3.215% 05-10-23/05-10-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1498961.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.1135% 05-10-23/05-10-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $7336792.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.1605% 05-19-23/05-19-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $8318144.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 3.29% 05-19-23/05-19-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1144340.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 4.2045% 01-10-24/01-10-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1195.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 4.0 MA8426 11-20-52                                                                           | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    36112696 | PA      | $33727524.59   | 0.17%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-70P                         | GSMS 2024-70P C 144A FRN 03-10-41                                                                  | CUSIP: 36269JAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1885000 | PA      | $1876227.21    | 0.01%             | 2041-03-10      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-70P                         | GSMS 2024-70P D 144A FRN 03-10-41                                                                  | CUSIP: 36269JAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2897000 | PA      | $2950982.70    | 0.01%             | 2041-03-10      | Variable      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| GWT 2024-WOLF                                                                | GWT 2024-WOLF D 144A FRN 03-15-39                                                                  | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1809000 | PA      | $1818712.52    | 0.01%             | 2039-03-15      | Variable      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 4.0 MA9776 07-20-54                                                                           | CUSIP: 36179Y2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22593051 | PA      | $21041563.84   | 0.11%             | 2054-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 4.0 MA9014 07-20-53                                                                           | CUSIP: 36179YAP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    78055507 | PA      | $72914693.39   | 0.37%             | 2053-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                           | G2SF 4.0 MB0023 11-20-54                                                                           | CUSIP: 3618N5AZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    27817276 | PA      | $25883724.52   | 0.13%             | 2054-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST OMPT_17-1MKT                                          | OMPT 17-1MKT A 3.6139% 02-10-32/02-12-24                                                           | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2045254 | PA      | $1956148.16    | 0.01%             | 2032-02-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST OMPT_17-1MKT                                          | OMPT 17-1MKT B 144A 3.8453% 02-10-32/02-12-24                                                      | CUSIP: 68245HAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $932165.00     | 0.00%             | 2032-02-10      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C4                                                                 | BMO 2024-5C4 C FRN 05-15-57                                                                        | CUSIP: 09660SAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      853861 | PA      | $881626.85     | 0.00%             | 2057-05-15      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| BBCMS 2024-C26                                                               | BBCMS 2024-C26 C FRN 05-15-57                                                                      | CUSIP: 05555AAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3071000 | PA      | $3095389.88    | 0.02%             | 2057-05-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM1                                                                | OBX 2025-NQM1 A1 144A 5.547% 12-25-64/12-01-28                                                     | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-CBDO         | CORP              | US        |    13831393 | PA      | $13890439.16   | 0.07%             | 2064-12-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM8                                                                | OBX 2025-NQM8 A1 144A 5.472% 03-25-65                                                              | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-CBDO         | CORP              | US        |     8165454 | PA      | $8199373.50    | 0.04%             | 2065-03-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-KING                                      | BX 2024-KING C 144A FRN 05-15-34                                                                   | CUSIP: 05612RAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      532983 | PA      | $533553.66     | 0.00%             | 2034-05-15      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-KING                                      | BX 2024-KING A 144A FRN 05-15-34                                                                   | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17030793 | PA      | $17053716.29   | 0.09%             | 2034-05-15      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-KING                                      | BX 2024-KING D 144A FRN 05-15-34                                                                   | CUSIP: 05612RAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      984045 | PA      | $985510.48     | 0.00%             | 2034-05-15      | Variable      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                | BMP 2024-MF23 E 144A FRN 06-15-41                                                                  | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3611000 | PA      | $3609786.70    | 0.02%             | 2041-06-15      | Variable      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-VLT4                                                                 | BX 2024-VLT4 E 144A FRN 07-15-29                                                                   | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3998444 | PA      | $3986172.78    | 0.02%             | 2029-07-15      | Variable      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2024-5C27                                                              | BBCMS 2024-5C27 B FRN 07-15-57                                                                     | CUSIP: 05555FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1828000 | PA      | $1916740.26    | 0.01%             | 2057-07-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V8                                                                | BMARK 2024-V8 B FRN 07-15-57                                                                       | CUSIP: 08190AAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1422000 | PA      | $1511165.09    | 0.01%             | 2057-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9                                                                  | BMO 2024-C9 B FRN 07-15-57                                                                         | CUSIP: 05593MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1422000 | PA      | $1506913.31    | 0.01%             | 2057-07-15      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                                          | PRKCM 2021-AFC2 A1 144A FRN 11-25-56                                                               | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3256898 | PA      | $2889956.42    | 0.01%             | 2056-11-25      | Variable      | 2.07%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR1                                      | PROG 24-SFR1 E1 144A 3.85% 02-17-41/02-20-29                                                       | CUSIP: 74331QAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1414000 | PA      | $1328264.94    | 0.01%             | 2041-02-17      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-AIRC                                                                 | BX 2024-AIRC A 144A FRN 08-15-39                                                                   | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    53497323 | PA      | $53776846.99   | 0.27%             | 2039-08-15      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C5                                                                 | BMO 2024-5C5 B FRN 02-15-57                                                                        | CUSIP: 05593RAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1620000 | PA      | $1696520.70    | 0.01%             | 2057-02-15      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR1                                      | PROG 24-SFR1 E2 144A 3.85% 02-17-41/02-20-29                                                       | CUSIP: 74331QAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1698000 | PA      | $1579219.81    | 0.01%             | 2041-02-17      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| SFO COMMERICAL MORTGAGE TRUST SFO_21-555                                     | SFO 2021-555 A 144A 5.60648% 05-15-38                                                              | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3645000 | PA      | $3630995.91    | 0.02%             | 2038-05-15      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C5                                                                 | BMO 2024-5C5 C FRN 02-15-57                                                                        | CUSIP: 05593RAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1175000 | PA      | $1213047.68    | 0.01%             | 2057-02-15      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| BOCA 2024-BOCA                                                               | BOCA 2024-BOCA C 144A FRN 08-15-41                                                                 | CUSIP: 096817AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1460000 | PA      | $1469906.10    | 0.01%             | 2041-08-15      | Variable      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI                           | SMRT 2022-MINI E 144A FRN 01-15-39                                                                 | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1968888.00    | 0.01%             | 2039-01-15      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| SFO COMMERICAL MORTGAGE TRUST SFO_21-555                                     | SFO 2021-555 B 144A FRN 05-15-38                                                                   | CUSIP: 78432WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2631000 | PA      | $2614703.59    | 0.01%             | 2038-05-15      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2024-C28                                                               | BBCMS 2024-C28 B FRN 09-15-57                                                                      | CUSIP: 07336WBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1590000 | PA      | $1626853.02    | 0.01%             | 2057-09-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                             | BMARK 24-V9 B 6.46569% 08-15-57/08-17-29                                                           | CUSIP: 081919AT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      867000 | PA      | $902408.28     | 0.00%             | 2057-08-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| SFO COMMERICAL MORTGAGE TRUST SFO_21-555                                     | SFO 2021-555 C 144A FRN 05-15-38                                                                   | CUSIP: 78432WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1910000 | PA      | $1884766.99    | 0.01%             | 2038-05-15      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_18-DNA3                                  | STACR 2018-DNA3 B2 144A FRN 09-25-48                                                               | CUSIP: 35563WBE3<br>LEI: 549300BL200YC56BUV20 | Long             | ABS-CBDO         | CORP              | US        |     4500000 | PA      | $5205298.50    | 0.03%             | 2048-09-25      | Variable      | 12.17%                | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA2                                                | STACR 2020-DNA2 B2 144A FRN 02-25-50                                                               | CUSIP: 35565KBE7<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $5493310.00    | 0.03%             | 2050-02-25      | Variable      | 9.22%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-DNA6                                  | STACR 2020-DNA6 B2 144A FRN 12-25-50                                                               | CUSIP: 35566CBE4<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1715794.50    | 0.01%             | 2050-12-25      | Variable      | 9.96%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                              | BANK5 2024-5YR9 B FRN 08-15-57                                                                     | CUSIP: 06644VBS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1866000 | PA      | $1946252.93    | 0.01%             | 2057-08-15      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                              | BANK5 2024-5YR9 C FRN 08-15-57                                                                     | CUSIP: 06644VBX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1244735 | PA      | $1278276.87    | 0.01%             | 2057-08-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| SDR 2024-DSNY                                                                | SDR 2024-DSNY A 144A FRN 05-15-39                                                                  | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    35395000 | PA      | $35394716.84   | 0.18%             | 2039-05-15      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA1                                                | STACR 2020-DNA1 B2 144A FRN 01-25-50                                                               | CUSIP: 35565HBE4<br>LEI: 5493003FQV7GR462GO02 | Long             | ABS-CBDO         | CORP              | US        |     7000000 | PA      | $7733775.00    | 0.04%             | 2050-01-25      | Variable      | 9.67%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C6                                                                 | BMO 2024-5C6 C FRN 09-15-57                                                                        | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      575000 | PA      | $575029.33     | 0.00%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BX 2024-AIR2                                                                 | BX 2024-AIR2 D 144A FRN 10-15-41                                                                   | CUSIP: 05613QAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1392730 | PA      | $1399680.67    | 0.01%             | 2041-10-15      | Variable      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA2                                                              | STACR 2024-DNA2 A1 144A FRN 05-25-44                                                               | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-CBDO         | CORP              | US        |     9360147 | PA      | $9405890.00    | 0.05%             | 2044-05-25      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_20-HQA1                                  | STACR 2020-HQA1 B2 144A FRN 01-25-50                                                               | CUSIP: 35565JBE0<br>LEI: 549300TCRXCIFPAC3B85 | Long             | ABS-CBDO         | CORP              | US        |     4970000 | PA      | $5482521.31    | 0.03%             | 2050-01-25      | Variable      | 9.52%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 FM9068 10-01-51                                                                      | CUSIP: 3140XDCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9179397 | PA      | $7688360.16    | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 SD0644 07-01-51                                                                      | CUSIP: 3132DMWD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11369234 | PA      | $9526099.19    | 0.05%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STACR 2015-DNA3                                                              | STACR 2015-DNA3 B FRN 04-25-28                                                                     | CUSIP: 3137G0GZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3129109 | PA      | $3197107.35    | 0.02%             | 2028-04-25      | Variable      | 13.77%                | No            |                  2 | On Loan: No      |
| STACR 2020-HQA2                                                              | STACR 2020-HQA2 B2 144A FRN 03-25-50                                                               | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1821115.50    | 0.01%             | 2050-03-25      | Variable      | 12.02%                | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 CB4801 10-01-52                                                                      | CUSIP: 3140QQKP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    22409108 | PA      | $21488609.36   | 0.11%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STACR 2020-HQA4                                                              | STACR 2020-HQA4 B2 144A FRN 09-25-50                                                               | CUSIP: 35565RBE2<br>LEI: 5493000IT4TAVS1FNX06 | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $3249252.50    | 0.02%             | 2050-09-25      | Variable      | 13.82%                | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2020-HQA5                                      | STACR 2020-HQA5 B2 144A FRN 11-25-50                                                               | CUSIP: 35565TBE8<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-CBDO         | CORP              | US        |     4060000 | PA      | $4889539.20    | 0.02%             | 2050-11-25      | Variable      | 11.71%                | Yes           |                  2 | On Loan: No      |
| STATE BOARD OF ADMINISTRATION FINANCE CORP                                   | FLORIDA HURRICANE CATASTROPHE FUND 1.258% 07-01-25                                                 | CUSIP: 341271AD6<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    15075000 | PA      | $15075000.00   | 0.08%             | 2025-07-01      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                                     | GOLDEN STATE TOBACCO SECURITIZATION CORP 3.487% 06-01-36                                           | CUSIP: 38122ND41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4470000 | PA      | $3730805.04    | 0.02%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                                     | GOLDEN STATE TOBACCO SECURITIZATION CORP 3.714% 06-01-41                                           | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6710000 | PA      | $5137518.21    | 0.03%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN PIER & EXPOSITION AUTH (HYATT REGENCY MCCORMICK PL)             | STATE OF ILLINOIS MCCORMICK PLACE EXPANSION PROJECT FUND AG-CR 0.0% 12-15-56                       | CUSIP: 592250DD3<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |    13690000 | PA      | $2600894.65    | 0.01%             | 2056-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH                                                  | MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY 6.352% 07-01-49                                      | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    30470000 | PA      | $31339735.68   | 0.16%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY                                    | STATE OF NEW JERSEY NATL 7.425% 02-15-29                                                           | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |      987000 | PA      | $1042892.82    | 0.01%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                                                 | CITY OF NEW YORK NY 6.291% 02-01-45                                                                | CUSIP: 64966SNH5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    17955000 | PA      | $18829965.11   | 0.09%             | 2045-02-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                                                 | CITY OF NEW YORK NY 6.385% 02-01-55                                                                | CUSIP: 64966SNJ1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    35910000 | PA      | $37369526.04   | 0.19%             | 2055-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-31                                                 | CUSIP: 74526QKP6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     1415000 | PA      | $772943.75     | 0.00%             | 2021-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-26                                                 | CUSIP: 74526QWW8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |       45000 | PA      | $24693.75      | 0.00%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO ELECTRIC POWER AUTHORITY                                         | PUERTO RICO ELECTRIC POWER AUTHORITY 5.0% 07-01-32                                                 | CUSIP: 74526QZN5<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |     4865000 | PA      | $2657506.25    | 0.01%             | 2022-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST ECONOMIC DEV FIN AUTH                                          | NORTH PACIFIC PAPER CO LLC 9.0% 12-01-36                                                           | CUSIP: 93975YAJ0<br>LEI: 549300TQ7IXFA28IYO51 | Long             | DBT              | MUN               | US        |    23800000 | PA      | $24606034.60   | 0.12%             | 2036-12-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                              | CAPITAL GROUP CENTRAL CASH FUND                                                                    | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |    21983848 | NS      | $2198384809.00 | 11.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                        | CDX NA IG S44 1.0% 03-20-25/06-20-30 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |           1 | NC      | $-3991832.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                                        | CDX NA HY S44 5.0% 03-20-25/06-20-30 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |           1 | NC      | $-86190233.30  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS PAYFIX USD 3.1% 06-20-23/06-20-33 LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $3010963.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS PAYFIX USD 3.175% 02-01-28/02-01-38 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $594010.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS RECFIX USD 3.5405% 01-23-25/01-23-27 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1112377.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS RECFIX USD 3.535% 01-23-25/01-23-27 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1556168.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS RECFIX USD 3.53% 01-23-25/01-23-27 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-922245.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS RECFIX USD 3.4615% 01-29-25/01-29-27 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-2443523.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS RECFIX USD 3.481% 01-29-25/01-29-27 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1061903.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS RECFIX USD 3.7645% 02-20-25/02-20-27 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $3153127.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS RECFIX USD 3.761% 02-20-25/02-20-27 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $1547218.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS RECFIX USD 3.6475% 02-27-26/02-27-28 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $12394195.44   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS RECFIX USD 4.28066% 06-03-24/03-31-26 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $1788920.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS RECFIX USD 4.26959% 06-03-24/03-31-26 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $826431.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS PAYFIX MXN 8.83% 11-22-24/01-27-31 CME                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1990827.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS PAYFIX JPY 0.71306% 04-09-27/04-09-28 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $1631045.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS PAYFIX JPY 0.715% 04-09-27/04-09-28 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $1616838.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS PAYFIX JPY 0.73% 04-19-27/04-19-28 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $628201.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | FSWP: OIS PAYFIX JPY 0.73% 04-21-27/04-21-28 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $466603.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR -0.452% 12-03-20/12-03-25 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-5682877.26   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | IRS RECFIX EUR -0.445% 12-03-20/12-03-25 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-5667517.13   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 12.30585% 10-03-24/01-02-29                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-8062902.30   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 12.36% 10-04-24/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-779298.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 12.5% 10-09-24/01-02-29                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-974318.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 12.4875% 10-09-24/01-02-29                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |           1 | NC      | $-500755.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX BRL 12.515% 10-10-24/01-02-29                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-688559.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 4.186% 02-18-25/02-18-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-22430530.12  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX CAD 2.578% 06-17-25/06-17-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $2929649.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX CAD 2.602% 06-18-25/06-18-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $246100.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | SOFR 90DAY FUT OPT SFRU5C C @ 98 09-12-25                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |       31942 | NC      | $598912.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | SOFR 90DAY FUT OPT SFRU5C C @ 97 09-12-25                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |       24236 | NC      | $908850.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | SOFR 90DAY FUT OPT SFRZ5C C @ 97 12-12-25                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |        4614 | NC      | $836287.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | SOFR 90DAY FUT OPT SFRZ5C C @ 97.5 12-12-25                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |        4615 | NC      | $461500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | SOFR 90DAY FUT OPT SFRZ5C C @ 96.5 12-12-25                                                        | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |        4614 | NC      | $1845600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | SOFR 90DAY FUT OPT SFRZ6C C @ 98 12-11-26                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |         215 | NC      | $86000.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | SOFR 90DAY FUT OPT SFRZ5P P @ 95.6875 12-12-25                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |      110201 | NC      | $2755025.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                | EURIBOR 90DAY FUT ERU5 09-15-25                                                                    | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | US        |        6917 | NC      | $-4962310.65   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-BOBL 5YR FUT OEU5 09-08-25                                                                    | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |        2829 | NC      | $946446.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-BUXL 30YR FUT UBU5 09-08-25                                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |        2074 | NC      | $2502128.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | EURO-BUND 10YR FUT RXU5 09-08-25                                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         294 | NC      | $-277362.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | FRA GB 10YR FUT OATU5 09-08-25                                                                     | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |        1977 | NC      | $1011732.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                            | ITA GB 10YR FUT IKU5 09-08-25                                                                      | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |        7844 | NC      | $-3289775.43   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                                     | JPN GB 10YR FUT JBU5 09-12-25                                                                      | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |        1519 | NC      | $-4976398.53   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                              | SOFR 90DAY FUT SFRH6 06-16-26                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        2373 | NC      | $390369.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | EUR FWD SALE TO USD 8/6/2025                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-121959.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD PUR FROM USD 7/1/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $5823651.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | GBP FWD SALE TO USD 7/1/2025                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-197573.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                            | SORT 22-1 A2 144A 6.11% 08-15-62/28                                                                | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2905009 | PA      | $2925367.16    | 0.01%             | 2062-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                            | SDART 22-5 C 4.74% 10-16-28/02-17-26                                                               | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2259557 | PA      | $2259152.27    | 0.01%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_22-D                                    | SMB 22-D D 144A 7.23% 10-15-58                                                                     | CUSIP: 78454XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2967173 | PA      | $3007410.93    | 0.02%             | 2058-10-15      | Fixed         | 7.23%                 | Yes           |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                       | ADVANCE AUTO PARTS INC SR UNSEC 5.95% 03-09-28                                                     | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     1402000 | PA      | $1435254.04    | 0.01%             | 2028-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                | ALPHA BANK SA EUR REG S SR UNSEC (B) 6.875% 06-27-29/28                                            | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |     6640000 | PA      | $8669995.62    | 0.04%             | 2029-06-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                      | AMERICA MOVIL SAB DE CV MXN SR UNSEC 9.5% 01-27-31                                                 | CUSIP: 02364WBL8<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   823210000 | PA      | $44019810.66   | 0.22%             | 2031-01-27      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UACST 2024-1                                                                 | UACST 24-1 B 144A 6.57% 06-10-27/10-10-25                                                          | CUSIP: 90945DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1051299 | PA      | $1053640.82    | 0.01%             | 2027-06-10      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| UACST 2024-1                                                                 | UACST 24-1 C 144A 7.06% 10-10-29/03-10-26                                                          | CUSIP: 90945DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1560000 | PA      | $1571317.80    | 0.01%             | 2029-10-10      | Fixed         | 7.06%                 | Yes           |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                           | AEGEA FINANCE SARL 144A LIFE SR UNSEC 9.0% 01-20-31                                                | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     6569000 | PA      | $6981316.42    | 0.04%             | 2031-01-20      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                             | ARETEC GROUP INC 144A LIFE SR SEC 1ST LIEN 10.0% 08-15-30                                          | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     2475000 | PA      | $2722918.28    | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| ALABAMA POWER                                                                | ALABAMA POWER CO SR UNSEC 5.85% 11-15-33                                                           | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $3094943.80    | 0.02%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | BNP PARIBAS SA 144A LIFE SR NON PREF 5.738% 02-20-35/34                                            | CUSIP: 09659W2X1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     3914000 | PA      | $4055416.73    | 0.02%             | 2035-02-20      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                      | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.2% 02-22-34                                                     | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    14739000 | PA      | $15100886.67   | 0.08%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                      | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.5% 02-22-44                                                     | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     2825000 | PA      | $2802900.03    | 0.01%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UACST 2024-1                                                                 | UACST 24-1 D 144A 8.3% 11-12-29/03-10-27                                                           | CUSIP: 90945DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4000000 | PA      | $4093472.00    | 0.02%             | 2029-11-12      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1                           | UACST 25-1 B 144A 5.05% 02-10-28/10-13-26                                                          | CUSIP: 90945JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      839000 | PA      | $839953.10     | 0.00%             | 2028-02-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                      | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.55% 02-22-54                                                    | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     8416000 | PA      | $8216347.23    | 0.04%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                      | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.65% 02-22-64                                                    | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     3325000 | PA      | $3231141.90    | 0.02%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1                           | UACST 25-1 C 144A 5.15% 06-10-30/03-10-27                                                          | CUSIP: 90945JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1046000 | PA      | $1048591.99    | 0.01%             | 2030-06-10      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP1                                                              | USCLN 25-SUP1 B 144A 5.582% 02-25-32                                                               | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      451295 | PA      | $451751.17     | 0.00%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                             | BAT CAPITAL CORP SR UNSEC 6.0% 02-20-34                                                            | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15819480.00   | 0.08%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                        | BLACKROCK FUNDING INC SR UNSEC 5.0% 03-14-34                                                       | CUSIP: 09290DAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7155162.00    | 0.04%             | 2034-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VSTRG 2024-A                                                                 | VSTRG 24-A A3 144A 5.62% 12-15-28/09-15-26                                                         | CUSIP: 92891PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       72000 | PA      | $72415.51      | 0.00%             | 2028-12-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VOYA 2018-3A                                                                 | VOYA 2018-3A CR2 CLO 144A FRN 10-15-31                                                             | CUSIP: 92917KAW4<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-O            | CORP              | KY        |     2000000 | PA      | $2009334.00    | 0.01%             | 2031-10-15      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                        | BLACKROCK FUNDING INC SR UNSEC 5.25% 03-14-54                                                      | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12604000 | PA      | $12099310.63   | 0.06%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                           | BAYTEX ENERGY CORP 144A LIFE SR UNSEC 7.375% 03-15-32                                              | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     4720000 | PA      | $4510946.48    | 0.02%             | 2032-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                              | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.3% 03-26-34                                                   | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    13303000 | PA      | $13606401.52   | 0.07%             | 2034-03-26      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                                     | BLUE RACER MIDSTREAM LLC 144A LIFE SR UNSEC 7.0% 07-15-29                                          | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2815000 | PA      | $2939659.46    | 0.01%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA 144A LIFE SR NON PREF 5.936% 05-30-35/34                                                   | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    28000000 | PA      | $28706076.00   | 0.14%             | 2035-05-30      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| BORR IHC LTD                                                                 | BORR DRILLING LTD 144A LIFE SR SEC 1ST LIEN SF 10.0% 11-15-28                                      | CUSIP: 100018AA8<br>LEI: 254900WQF2MM46DNLY83 | Long             | DBT              | CORP              | BM        |     5527524 | PA      | $5052964.30    | 0.03%             | 2028-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC SR UNSEC 4.8% 10-15-34                                                                | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     7863000 | PA      | $7771458.95    | 0.04%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | BROADCOM INC SR UNSEC 4.55% 02-15-32                                                               | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     7771000 | PA      | $7702001.29    | 0.04%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                               | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 8.0% 10-15-34                                    | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    12300000 | PA      | $9860295.00    | 0.05%             | 2034-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK                                  | WMRK 2022-WMRK A 144A FRN 11-15-27                                                                 | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3293000 | PA      | $3300086.54    | 0.02%             | 2027-11-15      | Variable      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| WSTN TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WSTN_23-MAUI        | WSTN 2023-MAUI C 144A FRN 07-05-37                                                                 | CUSIP: 92943AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      371000 | PA      | $376271.91     | 0.00%             | 2037-07-05      | Variable      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| WSTN TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WSTN_23-MAUI        | WSTN 2023-MAUI D 144A FRN 07-05-37                                                                 | CUSIP: 92943AAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1071000 | PA      | $1073819.94    | 0.01%             | 2037-07-05      | Variable      | 8.45%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2024-5C1                                                                | WFCM 2024-5C1 B FRN 07-15-57                                                                       | CUSIP: 95003VAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2091040.00    | 0.01%             | 2057-07-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| WFCM 2024-C63                                                                | WFCM 2024-C63 C FRN 08-15-57                                                                       | CUSIP: 94990FAK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      583000 | PA      | $586966.15     | 0.00%             | 2057-08-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| WFCM 2024-5C2                                                                | WFCM 2024-5C2 B FRN 11-15-57                                                                       | CUSIP: 95003UAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      334000 | PA      | $346196.68     | 0.00%             | 2057-11-15      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| WFCM 2025-5C4                                                                | WFCM 25-5C4 B 6.394% 05-15-58/05-17-30                                                             | CUSIP: 949931AG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      344000 | PA      | $359219.94     | 0.00%             | 2058-05-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| WFCM 2025-5C4                                                                | WFCM 25-5C4 C 6.284% 05-15-58/05-17-30                                                             | CUSIP: 949931AH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      771000 | PA      | $787780.04     | 0.00%             | 2058-05-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| BRAZORIA CNTY TEX INDL DEV CORP                                              | ALEON RENEWABLE METALS LLC 12.0% 06-01-43                                                          | CUSIP: 10604PAF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    11717108 | PA      | $8787830.81    | 0.04%             | 2043-06-01      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                            | CHICAGO BOARD OF EDUCATION 1.75% 12-15-25                                                          | CUSIP: 167505KK1<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    19120000 | PA      | $18790313.84   | 0.09%             | 2025-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH                                       | UNITED STATES OF AMERICA 4.425% 05-01-31                                                           | CUSIP: 18611CAA4<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |    47260000 | PA      | $42150248.80   | 0.21%             | 2031-05-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS PAYFIX USD 3.02% 01-12-23/01-12-53 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $18360668.79   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 3.095% 04-03-23/09-27-48 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1831007.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 3.18% 04-17-23/04-17-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1723237.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 5.018% 10-02-23/10-02-25 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $412145.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 4.184% 01-10-24/01-10-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-62578.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                              | OIS RECFIX USD 4.2035% 01-10-24/01-10-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-24830.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-1                                | EART 23-1 D 6.69% 06-15-29/01-15-27                                                                | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      725000 | PA      | $737689.68     | 0.00%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-1                                | EART 23-1 E 12.07% 09-16-30/10-15-27                                                               | CUSIP: 30168BAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6737000 | PA      | $7635149.89    | 0.04%             | 2030-09-16      | Fixed         | 12.07%                | Yes           |                  2 | On Loan: No      |
| EART 2023-2A                                                                 | EART 23-2 E 144A 9.75% 11-15-30                                                                    | CUSIP: 30168CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3697000 | PA      | $4000290.79    | 0.02%             | 2030-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                                | EART 23-3 D 6.68% 04-16-29/05-17-27                                                                | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      226000 | PA      | $230872.33     | 0.00%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                                | EART 23-3 B 6.11% 09-15-27/07-15-25                                                                | CUSIP: 301989AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       33260 | PA      | $33292.19      | 0.00%             | 2027-09-15      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                                | EART 23-3 C 6.21% 06-15-28/05-15-26                                                                | CUSIP: 301989AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $125874.88     | 0.00%             | 2028-06-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                                | EART 23-3 E 144A 9.98% 01-15-31/02-15-28                                                           | CUSIP: 301989AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2028000 | PA      | $2209011.17    | 0.01%             | 2031-01-15      | Fixed         | 9.98%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-4                                | EART 23-4 B 6.31% 10-15-27                                                                         | CUSIP: 30166TAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      186989 | PA      | $187284.25     | 0.00%             | 2027-10-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-4                                | EART 23-4 D 6.95% 12-17-29                                                                         | CUSIP: 30166TAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      991000 | PA      | $1021048.11    | 0.01%             | 2029-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-4                                | EART 23-4 C 6.51% 08-15-28                                                                         | CUSIP: 30166TAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      695000 | PA      | $700965.88     | 0.00%             | 2028-08-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-4                                | EART 23-4 E 144A 9.57% 02-18-31                                                                    | CUSIP: 30166TAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2408000 | PA      | $2635507.84    | 0.01%             | 2031-02-18      | Fixed         | 9.57%                 | Yes           |                  2 | On Loan: No      |
| EART 2023-5A                                                                 | EART 23-5 E 144A 9.58% 06-16-31/07-17-28                                                           | CUSIP: 30168DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4052000 | PA      | $4414487.87    | 0.02%             | 2031-06-16      | Fixed         | 9.58%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                              | EART 24-1 B 5.29% 08-15-28/06-15-26                                                                | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      327000 | PA      | $327732.48     | 0.00%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                              | EART 24-1 D 5.84% 06-17-30/05-15-28                                                                | CUSIP: 30167PAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1644000 | PA      | $1676722.18    | 0.01%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                              | EART 24-1 C 5.41% 05-15-30/04-15-27                                                                | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      339000 | PA      | $341809.63     | 0.00%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                              | EART 24-1 E 144A 7.89% 08-15-31/01-16-29                                                           | CUSIP: 30167PAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4029000 | PA      | $4207255.05    | 0.02%             | 2031-08-15      | Fixed         | 7.89%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-2A                                                                 | EART 24-2 D 5.92% 02-15-30/04-17-28                                                                | CUSIP: 30166DAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1834000 | PA      | $1870238.01    | 0.01%             | 2030-02-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| EART 2024-2A                                                                 | EART 24-2 C 5.74% 05-15-29/03-15-27                                                                | CUSIP: 30166DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1360000 | PA      | $1375954.16    | 0.01%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| EART 2024-2A                                                                 | EART 24-2 E 144A 7.98% 10-15-31/11-15-28                                                           | CUSIP: 30166DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1154000 | PA      | $1220439.24    | 0.01%             | 2031-10-15      | Fixed         | 7.98%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-4A                                                                 | EART 24-4 D 5.81% 12-16-30                                                                         | CUSIP: 30166UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5589000 | PA      | $5709990.67    | 0.03%             | 2030-12-16      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-A                                                                 | SSTRT 25-A B 144A 5.038% 07-25-31/04-25-28                                                         | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | US        |      264610 | PA      | $266642.46     | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-A                                                                 | SSTRT 25-A C 144A 5.185% 07-25-31/04-25-28                                                         | CUSIP: 81378RAC8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | US        |      565413 | PA      | $569382.58     | 0.00%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                           | SCFET 25-1 D 144A 5.88% 11-20-35                                                                   | CUSIP: 78437DAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      216000 | PA      | $223140.31     | 0.00%             | 2035-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                       | DIAMONDBACK ENERGY INC SR UNSEC 5.15% 01-30-30                                                     | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     3134000 | PA      | $3206592.84    | 0.02%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                       | DIAMONDBACK ENERGY INC SR UNSEC 5.4% 04-18-34                                                      | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    10561000 | PA      | $10597213.67   | 0.05%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                       | DIAMONDBACK ENERGY INC SR UNSEC 5.75% 04-18-54                                                     | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     5153000 | PA      | $4788188.21    | 0.02%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                               | STARBUCKS CORP SR UNSEC 5.0% 02-15-34                                                              | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     5061000 | PA      | $5099468.66    | 0.03%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP 144A LIFE SR UNSEC 7.0% 05-01-29                                                         | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     3990000 | PA      | $4157951.07    | 0.02%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUNOCO LP 144A LIFE SR UNSEC 7.25% 05-01-32                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     4620000 | PA      | $4854123.12    | 0.02%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29                                       | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1747000 | PA      | $1617489.65    | 0.01%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 02-01-50                                       | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      942000 | PA      | $623405.24     | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                          | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 4.125% 07-01-30                                             | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     7864000 | PA      | $7255837.56    | 0.04%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_20-CX                                               | COMM 2020-CX D 144A FRN 11-10-46                                                                   | CUSIP: 12656KAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      415000 | PA      | $339348.41     | 0.00%             | 2046-11-10      | Variable      | 2.68%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-PRM3                            | CGCMT 2023-PRM3 D 144A FRN 07-10-28                                                                | CUSIP: 17331LAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2522000 | PA      | $2546309.56    | 0.01%             | 2028-07-10      | Variable      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| CENTURITY 2023 CITY TRUST CENT_23-CITY                                       | CENT 2023-CITY B 144A FRN 09-15-28                                                                 | CUSIP: 12516WAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2875000 | PA      | $2881189.88    | 0.01%             | 2028-09-15      | Variable      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_20-CX                                               | COMM 20-CX E 144A FRN 11-10-46/30                                                                  | CUSIP: 12656KAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      195000 | PA      | $150449.52     | 0.00%             | 2046-11-10      | Variable      | 2.77%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                      | CAS 2024-R01 1B2 144A FRN 01-25-44                                                                 | CUSIP: 20753UAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $518200.00     | 0.00%             | 2044-01-25      | Variable      | 8.31%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                      | CAS 2024-R01 1B1 144A FRN 01-25-44                                                                 | CUSIP: 20753UAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      388000 | PA      | $398225.74     | 0.00%             | 2044-01-25      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R02                                                                 | CAS 2024-R02 1M1 144A FRN 02-25-44                                                                 | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4855796 | PA      | $4856116.53    | 0.02%             | 2044-02-25      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R02                                                                 | CAS 2024-R02 1B2 144A FRN 02-25-44                                                                 | CUSIP: 20754GAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1260000 | PA      | $1294148.52    | 0.01%             | 2044-02-25      | Variable      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R02                                                                 | CAS 2024-R02 1B1 144A FRN 02-25-44                                                                 | CUSIP: 20754GAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7110000 | PA      | $7246860.39    | 0.04%             | 2044-02-25      | Variable      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| CAS 2020-R01                                                                 | CAS 2020-R01 1B1 144A FRN 01-25-40                                                                 | CUSIP: 20754CAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4861000 | PA      | $4985179.11    | 0.03%             | 2040-01-25      | Variable      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| CONE 2024-DFW1                                                               | CONE 2024-DFW1 D 144A FRN 08-15-26                                                                 | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1923000 | PA      | $1923209.61    | 0.01%             | 2026-08-15      | Variable      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                               | CFMT 2024-HB15 M1 144A FRN 08-25-34/27                                                             | CUSIP: 15723AAB7<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |      291000 | PA      | $282331.40     | 0.00%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                               | CFMT 2024-HB15 A 144A FRN 08-25-34/27                                                              | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |     4518220 | PA      | $4479376.97    | 0.02%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                               | CFMT 2024-HB15 M3 144A FRN 08-25-34/27                                                             | CUSIP: 15723AAD3<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |      518000 | PA      | $490765.11     | 0.00%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                               | CFMT 2024-HB15 M2 144A FRN 08-25-34/27                                                             | CUSIP: 15723AAC5<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |      340000 | PA      | $326666.56     | 0.00%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_19-R07                          | CAS 2019-R07 1B1 144A FRN 10-25-39                                                                 | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4502521 | PA      | $4603539.70    | 0.02%             | 2039-10-25      | Variable      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-RM5                                                                | CFMT 2024-RM5 A 144A FRN 10-25-54                                                                  | CUSIP: 147275AA9<br>LEI: 984500AB3AED98FEEV98 | Long             | ABS-CBDO         | CORP              | US        |     9451579 | PA      | $9251885.62    | 0.05%             | 2054-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-NR1                                                                | CFMT 24-NR1 A1 144A 6.405% 11-25-29/27                                                             | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      947186 | PA      | $952352.97     | 0.00%             | 2029-11-25      | Variable      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| CIM_20-R3                                                                    | CIM 2020-R3 A1B 144A FRN 01-26-60                                                                  | CUSIP: 12559NAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2998000 | PA      | $2704375.88    | 0.01%             | 2060-01-26      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MORTGAGE TRUST DATA_23-CNTR                                                  | DATA 2023-CNTR D 144A FRN 08-12-43                                                                 | CUSIP: 238021AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3320000 | PA      | $3070800.80    | 0.02%             | 2043-08-12      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| HTL 2024-T53                                                                 | HTL 2024-T53 D 144A FRN 05-10-39                                                                   | CUSIP: 404300AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2795000 | PA      | $2849860.26    | 0.01%             | 2039-05-10      | Variable      | 8.20%                 | Yes           |                  2 | On Loan: No      |
| HTL 2024-T53                                                                 | HTL 2024-T53 C 144A FRN 05-10-39                                                                   | CUSIP: 404300AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      945000 | PA      | $957120.57     | 0.00%             | 2039-05-10      | Variable      | 7.09%                 | Yes           |                  2 | On Loan: No      |
| HY 2025-SPRL                                                                 | HY 2025-SPRL E 144A FRN 01-13-40                                                                   | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5499000 | PA      | $5703150.38    | 0.03%             | 2040-01-13      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| ALLEG 2019-2A                                                                | ALLEG 2019-2A CR CLO 144A FRN 01-19-33                                                             | CUSIP: 01750HAW2<br>LEI: 2549008FHFGEJOVBP855 | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1502820.00    | 0.01%             | 2033-01-19      | Variable      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-2                                                                  | ACAR 24-2 B 144A 6.1% 12-13-27/11-12-25                                                            | CUSIP: 02531BAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      648000 | PA      | $651189.46     | 0.00%             | 2027-12-13      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-2                                                                  | ACAR 24-2 D 144A 6.53% 04-12-30/09-13-27                                                           | CUSIP: 02531BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2398000 | PA      | $2456760.59    | 0.01%             | 2030-04-12      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-X1                                                                | AFFRM 2024-X1 A 144A 6.27% 05-15-29                                                                | CUSIP: 00834XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       42060 | PA      | $42095.57      | 0.00%             | 2029-05-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| AMMC 2022-25A                                                                | AMMC 2022-25A DR CLO 144A FRN 04-15-35                                                             | CUSIP: 00177GAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     1143000 | PA      | $1142946.28    | 0.01%             | 2035-04-15      | Variable      | 7.51%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-A                                                                 | AFFRM 24-A 1A 144A 5.61% 02-15-29/02-17-26                                                         | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      834000 | PA      | $837969.84     | 0.00%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-B                                                                 | AFFRM 24-B A 144A 4.62% 09-15-29/03-15-27                                                          | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      904000 | PA      | $904476.41     | 0.00%             | 2029-09-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AVCCT 2024-2A                                                                | AVCCT 24-2 A 144A 5.38% 05-15-29/11-16-26                                                          | CUSIP: 05351KAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2132000 | PA      | $2126642.28    | 0.01%             | 2029-05-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AVCCT 2024-2A                                                                | AVCCT 24-2 D 144A 8.98% 05-15-29/11-16-26                                                          | CUSIP: 05351KAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7000000 | PA      | $7004718.00    | 0.04%             | 2029-05-15      | Fixed         | 8.98%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-4                                                                  | ACAR 24-4 C 144A 4.91% 08-12-31                                                                    | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      102000 | PA      | $102297.74     | 0.00%             | 2031-08-12      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2024-3AL                                                                | ACHV 2024-3AL C 144A 5.68% 12-26-31                                                                | CUSIP: 00092KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      255040 | PA      | $255545.52     | 0.00%             | 2031-12-26      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2024-3AL                                                                | ACHV 24-3AL B 144A 5.45% 12-26-31                                                                  | CUSIP: 00092KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      328150 | PA      | $330285.65     | 0.00%             | 2031-12-26      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| AERO CAPITAL SOLUTIONS FUND IV LP                                            | AERO CAPITAL SOLUTIONS INC TL (TSFR1M+300) FRN 11-17-29                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1847089 | PA      | $1833236.00    | 0.01%             | 2029-11-17      | Variable      | 7.61%                 | Yes           |                  3 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-1                       | AASET 25-1 A 144A 5.943% 02-16-50/02-17-32                                                         | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      243877 | PA      | $248842.39     | 0.00%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2025-1                                                                  | ACAR 25-1 D 144A 5.54% 08-12-31                                                                    | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1512232.50    | 0.01%             | 2031-08-12      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2025-1                                                                  | ACAR 25-1 B 144A 4.9% 03-12-29                                                                     | CUSIP: 02528DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      220000 | PA      | $220871.86     | 0.00%             | 2029-03-12      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2025-1PL                                                                | ACHV 25-1PL C 144A 5.31% 04-26-32                                                                  | CUSIP: 00112MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1104369 | PA      | $1100835.02    | 0.01%             | 2032-04-26      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2025-1PL                                                                | ACHV 25-1PL B 144A 5.04% 04-26-32                                                                  | CUSIP: 00112MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      605929 | PA      | $604954.28     | 0.00%             | 2032-04-26      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_25-1                                    | AESOP 2025-1A C 144A 5.87% 08-20-29                                                                | CUSIP: 05377RKN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      229000 | PA      | $231024.36     | 0.00%             | 2029-08-20      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_25-1                                    | AESOP 2025-1A A 144A 4.8% 08-20-29                                                                 | CUSIP: 05377RKL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1881000 | PA      | $1904307.47    | 0.01%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-8                                    | AESOP 23-8 D 144A 7.52% 02-20-30/29                                                                | CUSIP: 05377RJY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3911000 | PA      | $3989442.93    | 0.02%             | 2030-02-20      | Fixed         | 7.52%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6                                    | AESOP 23-6 D 144A 7.37% 12-20-29/28                                                                | CUSIP: 05377RJU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      374000 | PA      | $380745.09     | 0.00%             | 2029-12-20      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| AASET 2025-2A                                                                | AASET 2025-2A A 144A 5.522% 02-16-50                                                               | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      763000 | PA      | $772261.29     | 0.00%             | 2050-02-16      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-4                       | ACAR 2022-4 E 144A 10.0% 01-14-30                                                                  | CUSIP: 02529XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1380000 | PA      | $1428613.26    | 0.01%             | 2030-01-14      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| ACAR 2023-1                                                                  | ACAR 2023-1 E 144A 9.79% 12-12-29                                                                  | CUSIP: 02530UAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      685000 | PA      | $717616.96     | 0.00%             | 2029-12-12      | Fixed         | 9.79%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_23-3                       | ACAR 2023-3 E 144A 9.54% 10-14-31                                                                  | CUSIP: 02530EAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1715000 | PA      | $1808663.01    | 0.01%             | 2031-10-14      | Fixed         | 9.54%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1                       | ACAR 2024-1 E 144A 7.98% 11-12-31                                                                  | CUSIP: 02531AAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1271000 | PA      | $1319181.07    | 0.01%             | 2031-11-12      | Fixed         | 7.98%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_23-4                       | ACAR 2023-4 E 144A 9.79% 08-12-31                                                                  | CUSIP: 02530CAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1715000 | PA      | $1846278.11    | 0.01%             | 2031-08-12      | Fixed         | 9.79%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-2                                                                  | ACAR 2024-2 E 144A 7.87% 11-12-31                                                                  | CUSIP: 02531BAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      827000 | PA      | $854200.86     | 0.00%             | 2031-11-12      | Fixed         | 7.87%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-A                                            | BHG 21-A B 144A 2.79% 11-17-33                                                                     | CUSIP: 08861YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4000000 | PA      | $3866572.00    | 0.02%             | 2033-11-17      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                                  | BBIRD 21-1 B 144A 3.446% 07-15-46/07-17-28                                                         | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1289155 | PA      | $1210690.29    | 0.01%             | 2046-07-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-B                                            | BHG 21-B C 144A 2.24% 10-17-34                                                                     | CUSIP: 08862BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8400000 | PA      | $7986577.20    | 0.04%             | 2034-10-17      | Fixed         | 2.24%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-B                                            | BHG 21-B B 144A 1.67% 10-17-34                                                                     | CUSIP: 08862BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6023987 | PA      | $5899067.77    | 0.03%             | 2034-10-17      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| BARINGS CLO LTD BABSN_21-3                                                   | BABSN 2021-3A A CLO 144A FRN 01-18-35                                                              | CUSIP: 06762TAA9<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-O            | CORP              | KY        |     1500000 | PA      | $1502929.50    | 0.01%             | 2035-01-18      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| BATTALION CLO LTD BATLN_17-11A                                               | BATLN 17-11 BR CLO 144A FRN (TSFR3M+198.16) 04-24-34                                               | CUSIP: 07132LAN9<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-O            | CORP              | KY        |      332424 | PA      | $333089.18     | 0.00%             | 2034-04-24      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_14-2A                                             | BLUEM 2014-2A CR2 CLO 144A FRN 10-20-30                                                            | CUSIP: 09626QBE6<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-O            | CORP              | KY        |      700000 | PA      | $703450.30     | 0.00%             | 2030-10-20      | Variable      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| BIRCH GROVE CLO LTD BGCLO_23-6                                               | BGCLO 23-6 A1 CLO 144A FRN (TSFR3M+220) 07-20-35                                                   | CUSIP: 09077FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    41465000 | PA      | $41465000.00   | 0.21%             | 2035-07-20      | Variable      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| BCC 2023-3A                                                                  | BCC 23-3 D CLO 144A FRN (TSFR3M+525) 07-24-36                                                      | CUSIP: 05682CAG2<br>LEI: 254900QJNS3TYDIDQH27 | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $500900.00     | 0.00%             | 2036-07-24      | Variable      | 9.53%                 | Yes           |                  2 | On Loan: No      |
| BARINGS MIDDLE MARKET CLO BMM_21-I                                           | BMM 2021-IA A1 CLO 144A FRN 07-20-33                                                               | CUSIP: 06760WAC0<br>LEI: 549300NSFWDKJE15UK02 | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3501554.00    | 0.02%             | 2033-07-20      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1                     | BLAST 24-1 B 5.43% 08-15-28/04-15-26                                                               | CUSIP: 107933AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      160000 | PA      | $160417.92     | 0.00%             | 2028-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1                     | BLAST 24-1 D 6.03% 11-15-29/11-15-27                                                               | CUSIP: 107933AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      572000 | PA      | $581978.54     | 0.00%             | 2029-11-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1                     | BLAST 24-1 C 5.65% 04-16-29/01-15-27                                                               | CUSIP: 107933AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      295000 | PA      | $296976.50     | 0.00%             | 2029-04-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX_24-1                           | BREX 24-1 A1 144A 6.05% 07-15-27/03-16-26                                                          | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      605000 | PA      | $609781.92     | 0.00%             | 2027-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                            | CPS 24-A B 144A 5.65% 05-15-28/01-15-26                                                            | CUSIP: 22411CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100296.50     | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                            | CPS 24-A C 144A 5.74% 04-15-30/11-16-26                                                            | CUSIP: 22411CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100880.80     | 0.00%             | 2030-04-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                            | CPS 24-A D 144A 6.13% 04-15-30/10-15-27                                                            | CUSIP: 22411CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $102065.30     | 0.00%             | 2030-04-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-D                                          | CPS 22-D E 144A 12.12% 06-17-30/11-16-26                                                           | CUSIP: 12663UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4000000 | PA      | $4438816.00    | 0.02%             | 2030-06-17      | Fixed         | 12.12%                | Yes           |                  2 | On Loan: No      |
| CMXS 2024-A                                                                  | CMXS 24-A C 5.62% 01-15-30/03-15-28                                                                | CUSIP: 14319FAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      572000 | PA      | $582476.75     | 0.00%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A                                                                  | CMXS 24-A D 6.27% 12-16-30/03-15-28                                                                | CUSIP: 14319FAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      868000 | PA      | $894724.85     | 0.00%             | 2030-12-16      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CPS 2024-C                                                                   | CPS 24-C E 144A 8.04% 03-15-32/08-15-28                                                            | CUSIP: 223920AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3625000 | PA      | $3742729.13    | 0.02%             | 2032-03-15      | Fixed         | 8.04%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-5                                            | CHAOT 24-5 A4 144A 4.15% 03-25-30/11-27-28                                                         | CUSIP: 16144QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1735000 | PA      | $1735281.07    | 0.01%             | 2030-03-25      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-N3                                   | CRVNA 24-N3 C 144A 4.9% 12-10-30/03-10-28                                                          | CUSIP: 14687WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $501807.00     | 0.00%             | 2030-12-10      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CLAST 2025-1A                                                                | CLAST 25-1 A 144A 5.783% 02-15-50/02-17-32                                                         | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    28617652 | PA      | $29057877.18   | 0.15%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CCG 2025-1                                                                   | CCG 25-1 D 144A 5.28% 10-14-32                                                                     | CUSIP: 12515XAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      301000 | PA      | $304084.65     | 0.00%             | 2032-10-14      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| EQS 2024-1C                                                                  | EQS 24-1C A 144A 6.05% 01-20-31/01-22-30                                                           | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5473333 | PA      | $5535696.47    | 0.03%             | 2031-01-20      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| EVGRN 2025-CRT5                                                              | EVGRN 25-CRT5 B 144A 5.24% 05-15-29/05-17-27                                                       | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | US        |      134000 | PA      | $135145.30     | 0.00%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| EART 2025-1A                                                                 | EART 25-1 C 5.09% 05-15-31/02-15-28                                                                | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2705000 | PA      | $2734782.05    | 0.01%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                 | EART 25-1 B 4.91% 08-15-29/05-17-27                                                                | CUSIP: 30167MAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1768000 | PA      | $1779923.39    | 0.01%             | 2029-08-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                 | EART 25-1 A3 4.67% 08-15-28/08-17-26                                                               | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      588000 | PA      | $588957.85     | 0.00%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                 | EART 25-1  D 5.49% 05-15-31/01-16-29                                                               | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1411000 | PA      | $1439095.83    | 0.01%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| EART 2025-2A                                                                 | EART 25-2 B 4.92% 09-17-29                                                                         | CUSIP: 30168JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8879000 | PA      | $8944251.77    | 0.04%             | 2029-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| EART 2025-2A                                                                 | EART 25-2 E 144A 7.81% 10-15-32                                                                    | CUSIP: 30168JAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1576000 | PA      | $1632657.20    | 0.01%             | 2032-10-15      | Fixed         | 7.81%                 | Yes           |                  2 | On Loan: No      |
| EART 2025-3A                                                                 | EART 25-3 D 5.57% 10-15-31/08-15-29                                                                | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      944000 | PA      | $961001.44     | 0.00%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| EART 2025-3A                                                                 | EART 25-3 C 5.09% 10-15-31/08-15-28                                                                | CUSIP: 30166XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      779000 | PA      | $785395.59     | 0.00%             | 2031-10-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND II LLC 25-1M                                              | EQS 2025-1M A 144A 5.48% 09-26-33                                                                  | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2249000 | PA      | $2265370.47    | 0.01%             | 2033-09-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND II LLC 25-1M                                              | EQS 2025-1M B 144A 5.31% 09-26-33                                                                  | CUSIP: 690912AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1187000 | PA      | $1195630.68    | 0.01%             | 2033-09-26      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-3A                                                                 | GSAR 24-3 C 144A 5.92% 08-15-30                                                                    | CUSIP: 37989EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1031934.00    | 0.01%             | 2030-08-15      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| GMREV 2024-2                                                                 | GMREV 24-2 A 144A 4.52% 03-11-37/09-11-29                                                          | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    23821000 | PA      | $23992916.16   | 0.12%             | 2037-03-11      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-4A                                                                 | GSAR 24-4 B 144A 4.50% 11-15-30/06-15-28                                                           | CUSIP: 36271BAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      153000 | PA      | $153428.40     | 0.00%             | 2030-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-4A                                                                 | GSAR 24-4 C 144A 4.75% 11-15-30/02-15-29                                                           | CUSIP: 36271BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       67000 | PA      | $67087.10      | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-4A                                                                 | GSAR 24-4 D 144A 5.28% 10-15-31/08-15-29                                                           | CUSIP: 36271BAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       75000 | PA      | $75704.33      | 0.00%             | 2031-10-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                 | GCAR 24-4 E 144A 7.51% 08-15-31/05-15-29                                                           | CUSIP: 36270YAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2010000 | PA      | $2076762.15    | 0.01%             | 2031-08-15      | Fixed         | 7.51%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2025-1A                                                                 | GSAR 25-1 D 144A 5.74% 04-15-32/11-15-29                                                           | CUSIP: 36271FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      194000 | PA      | $198642.23     | 0.00%             | 2032-04-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2025-1A                                                                 | GSAR 25-1 C 144A 5.26% 03-15-31/04-16-29                                                           | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      180000 | PA      | $183401.64     | 0.00%             | 2031-03-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| GOST 2024-1A                                                                 | GOST 2024-1A CR CLO 144A FRN 07-20-35                                                              | CUSIP: 381929AS7<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-O            | CORP              | US        |      750000 | PA      | $751875.00     | 0.00%             | 2035-07-20      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                       | HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26                                                         | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10573000 | PA      | $10172706.22   | 0.05%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                       | HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26                                                         | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3950000 | PA      | $3779553.55    | 0.02%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                       | HERTZ 21-2A C 144A 2.52% 12-27-27/12-28-26                                                         | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2477000 | PA      | $2376527.93    | 0.01%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                   | HERTZ 22-2A C 144A 2.95% 06-26-28/06-25-27                                                         | CUSIP: 42806MAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6036000 | PA      | $5727946.70    | 0.03%             | 2028-06-26      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| HARBOR PARK CLO LTD HARB_18-1A                                               | HARB 2018-1A D CLO 144A FRN 01-20-31                                                               | CUSIP: 41154XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      400000 | PA      | $401922.40     | 0.00%             | 2031-01-20      | Variable      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRUST MLANE_23-B                             | MLANE 23-B E 144A 15.56% 11-15-28/09-15-25                                                         | CUSIP: 60510MAX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5000000 | PA      | $5007720.00    | 0.03%             | 2028-11-15      | Fixed         | 15.56%                | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRUST MLANE_23-B                             | MLANE 23-B D 144A 11.97% 11-15-28/09-15-25                                                         | CUSIP: 60510MAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5000000 | PA      | $5007920.00    | 0.03%             | 2028-11-15      | Fixed         | 11.97%                | Yes           |                  2 | On Loan: No      |
| MP19 2020-3A                                                                 | MP19 2020-3A DR CLO 144A FRN 01-19-34                                                              | CUSIP: 56607KAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1500604.50    | 0.01%             | 2034-01-19      | Variable      | 8.27%                 | Yes           |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC_24-2                         | MFCC 24-2 A 144A 6.56% 07-20-29/26                                                                 | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1087000 | PA      | $1096981.92    | 0.01%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC MFF_24-1                                         | MFF 24-1 A 144A 5.82% 04-20-37/07-20-27                                                            | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      742752 | PA      | $747775.99     | 0.00%             | 2037-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                  | MLANE 2024-A 144A 13.69% 08-15-29/06-15-26                                                         | CUSIP: 60510MBD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5000000 | PA      | $5094740.00    | 0.03%             | 2029-08-15      | Fixed         | 13.69%                | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                  | MLANE 2025-B C 144A 6.13% 09-15-31                                                                 | CUSIP: 60510MBW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      887000 | PA      | $889018.28     | 0.00%             | 2031-09-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                  | MLANE 2025-B A 144A 5.4% 09-15-31                                                                  | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3169000 | PA      | $3170913.76    | 0.02%             | 2031-09-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                  | MLANE 2025-B B 144A 5.89% 09-15-31                                                                 | CUSIP: 60510MBV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1326000 | PA      | $1328862.57    | 0.01%             | 2031-09-15      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                  | MLANE 2025-B D 144A 6.47% 09-15-31                                                                 | CUSIP: 60510MBX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1187000 | PA      | $1189669.92    | 0.01%             | 2031-09-15      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                          | NSLT 21-CA C 144A 3.36% 04-20-62                                                                   | CUSIP: 64035GAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5313000 | PA      | $4595984.09    | 0.02%             | 2062-04-20      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                          | NSLT 21-CA D 144A 4.44% 04-20-62                                                                   | CUSIP: 64035GAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11333000 | PA      | $9997201.96    | 0.05%             | 2062-04-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1                                        | NAVTR 21-1 A 144A 2.771% 11-15-46/28                                                               | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     4876845 | PA      | $4565019.53    | 0.02%             | 2046-11-15      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1                                        | NAVTR 21-1 B 144A 3.571% 11-15-46/28                                                               | CUSIP: 63943BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     3326453 | PA      | $3103803.28    | 0.02%             | 2046-11-15      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| NAVEL 2025-A                                                                 | NAVEL 2025-A A 144A 5.02% 07-15-55                                                                 | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      529000 | PA      | $532387.72     | 0.00%             | 2033-10-17      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                | JH NORTH AMERICA HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 5.875% 01-31-31                            | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      985000 | PA      | $994216.65     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                | JH NORTH AMERICA HOLDINGS INC 144A LIFE SR UNSEC 6.125% 07-31-32                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      955000 | PA      | $971453.70     | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 2.545% 11-08-32/31                                                    | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1359000 | PA      | $1196758.50    | 0.01%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                          | JPMORGAN CHASE & CO SR UNSEC 4.323% 04-26-28/27                                                    | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10993708.00   | 0.06%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| KRAKATAU POSCO PT                                                            | KRAKATAU POSCO PT REG S SR UNSEC 6.375% 06-11-29                                                   | CUSIP: N/A<br>LEI: 98450003F1F2D08D9C16       | Long             | DBT              | CORP              | ID        |    15000000 | PA      | $15058725.00   | 0.08%             | 2029-06-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| KROGER CO                                                                    | KROGER CO SR UNSEC 5.5% 09-15-54                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     6261000 | PA      | $5947455.38    | 0.03%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                         | KEURIG DR PEPPER INC SR UNSEC 5.15% 05-15-35                                                       | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    10334000 | PA      | $10316380.53   | 0.05%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HJ HEINZ CO                                                                  | KRAFT HEINZ FOODS CO SR UNSEC 3.0% 06-01-26                                                        | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     2567000 | PA      | $2534073.09    | 0.01%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL (HONG KONG BRANCH)                                          | KASIKORNBANK PCL REG S SUB 3.343% 10-02-31/26                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |     5000000 | PA      | $4869770.00    | 0.02%             | 2031-10-02      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| HJ HEINZ CO                                                                  | KRAFT HEINZ FOODS CO SR UNSEC 3.875% 05-15-27                                                      | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     2236000 | PA      | $2219435.71    | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                           | KENNEDY-WILSON INC SR UNSEC 4.75% 03-01-29                                                         | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     5020000 | PA      | $4709136.50    | 0.02%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                           | KENNEDY-WILSON INC SR UNSEC 5.0% 03-01-31                                                          | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     5590000 | PA      | $5043270.05    | 0.03%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                           | KENNEDY-WILSON INC SR UNSEC 4.75% 02-01-30                                                         | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $2177411.88    | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CORP                                                   | KOREA HOUSING FINANCE CORP 144A LIFE SR UNSEC 4.625% 02-24-28                                      | CUSIP: 50065RAK3<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | USGA              | KR        |    14900000 | PA      | $15057150.30   | 0.08%             | 2028-02-24      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| KILROY REALTY LP                                                             | KILROY REALTY LP SR UNSEC 6.25% 01-15-36                                                           | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    10775000 | PA      | $10749430.93   | 0.05%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                         | LOCKHEED MARTIN CORP SR UNSEC 4.8% 08-15-34                                                        | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     8128000 | PA      | $8106200.70    | 0.04%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                            | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.5% 03-01-34                                           | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     6132000 | PA      | $6124144.91    | 0.03%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                                      | LATAM AIRLINES GROUP SA 144A LIFE SR UNSEC 7.875% 04-15-30                                         | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |     1034000 | PA      | $1055972.50    | 0.01%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                        | LONG RIDGE ENERGY LLC 144A LIFE SR SEC 1ST LIEN 8.75% 02-15-32                                     | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |     8260000 | PA      | $8586666.48    | 0.04%             | 2032-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                            | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 6.15% 05-15-35                                          | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    23118000 | PA      | $24005661.85   | 0.12%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                         | LADDER CAPITAL FINANCE HOLDINGS LLLP SR UNSEC 5.5% 08-01-30                                        | CUSIP: 505742AS5<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |     3868000 | PA      | $3895629.12    | 0.02%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                            | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 4.2% 05-01-50                                           | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2081044.00    | 0.01%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                           | LEVIATHAN BOND LTD 144A LIFE/REG S SR SEC 1ST LIEN 6.75% 06-30-30                                  | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |     5495000 | PA      | $5433010.91    | 0.03%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                            | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 3.625% 04-01-51                                         | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     8366000 | PA      | $5602174.78    | 0.03%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                              | LCM INVESTMENTS HOLDINGS II LLC 144A LIFE SR UNSEC 8.25% 08-01-31                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     4795000 | PA      | $5101966.31    | 0.03%             | 2031-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                     | LLOYDS BANKING GROUP PLC SR UNSEC 5.679% 01-05-35/34                                               | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    21500000 | PA      | $22078737.00   | 0.11%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MORGAN STANLEY SUB 5.942% 02-07-39/34                                                              | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     9867000 | PA      | $10132175.63   | 0.05%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                               | MARSH & MCLENNAN COS INC SR UNSEC 5.15% 03-15-34                                                   | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     5113000 | PA      | $5230629.68    | 0.03%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                  | MEXICO GOVERNMENT INTERNATIONAL BOND 6.62% 01-29-38                                                | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3790000 | PA      | $3852535.00    | 0.02%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                 | MPT OPERATING PARTNERSHIP LP SR UNSEC 5.0% 10-15-27                                                | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     6570000 | PA      | $6074148.96    | 0.03%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                               | MCDONALD'S CORP SR UNSEC 3.625% 09-01-49                                                           | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      979000 | PA      | $710814.70     | 0.00%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_16-DNA2                                  | STACR 2016-DNA2 M3 FRN 10-25-28                                                                    | CUSIP: 3137G0JU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1066559 | PA      | $1093492.46    | 0.01%             | 2028-10-25      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 3.0 SD8213 05-01-52                                                                      | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    17310760 | PA      | $15015768.57   | 0.08%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 MA4577 04-01-52                                                                      | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    40937195 | PA      | $32548058.28   | 0.16%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 MA4562 03-01-52                                                                      | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2930929 | PA      | $2325639.50    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 SD8204 04-01-52                                                                      | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4214099 | PA      | $3347157.38    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 MA4652 07-01-52                                                                      | CUSIP: 31418EE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      187133 | PA      | $155633.58     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 FM9672 12-01-51                                                                      | CUSIP: 3140XDXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      699831 | PA      | $581198.96     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BU8802 04-01-52                                                                      | CUSIP: 3140MAX82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      427765 | PA      | $355981.99     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BU9507 04-01-52                                                                      | CUSIP: 3140MBR53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       65617 | PA      | $54695.02      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 QE1005 04-01-52                                                                      | CUSIP: 3133BADJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       90481 | PA      | $75118.86      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 RA7021 03-01-52                                                                      | CUSIP: 3133KNYS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       56190 | PA      | $46651.70      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 CB0520 05-01-51                                                                      | CUSIP: 3140QKSJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2550370 | PA      | $2117485.69    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 CB4274 07-01-52                                                                      | CUSIP: 3140QPXC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7375462 | PA      | $6121094.84    | 0.03%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BV9818 05-01-52                                                                      | CUSIP: 3140MP4C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      598298 | PA      | $498130.46     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BW3559 06-01-52                                                                      | CUSIP: 3140MU5V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      959994 | PA      | $801593.87     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 CB3354 04-01-52                                                                      | CUSIP: 3140QNWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2506955 | PA      | $2081329.25    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 CB0396 05-01-51                                                                      | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1925875 | PA      | $1598975.14    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 BW1192 09-01-52                                                                      | CUSIP: 3140MSKE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23054180 | PA      | $22081270.12   | 0.11%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 QE0025 04-01-52                                                                      | CUSIP: 3133B9A20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       51658 | PA      | $43013.58      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 CA9390 03-01-51                                                                      | CUSIP: 3140QHNG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    34137313 | PA      | $28343015.89   | 0.14%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.5 QF1236 10-01-52                                                                      | CUSIP: 3133BNLR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    42539197 | PA      | $40776117.47   | 0.20%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BN9135 04-01-51                                                                      | CUSIP: 3140JSEH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4502457 | PA      | $3738268.12    | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BT0971 05-01-51                                                                      | CUSIP: 3140LPCH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1327749 | PA      | $1102346.43    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 QE0312 04-01-52                                                                      | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1700520 | PA      | $1347930.39    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 RA6973 03-01-52                                                                      | CUSIP: 3133KNXA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4219461 | PA      | $3346635.86    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 QD6836 02-01-52                                                                      | CUSIP: 3133B4SZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1456907 | PA      | $1154840.31    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4                                  | STACR 2022-DNA4 M1B 144A FRN 05-25-42                                                              | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-CBDO         | CORP              | US        |     2050000 | PA      | $2131836.00    | 0.01%             | 2042-05-25      | Variable      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3                                  | STACR 2022-DNA3 M1B 144A FRN 04-25-42                                                              | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3092268.00    | 0.02%             | 2042-04-25      | Variable      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| FIVE 2023-V1 MORTGAGE TRUST                                                  | F1VE 2023-V1 B FRN 02-10-56                                                                        | CUSIP: 337964AF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2477000 | PA      | $2551696.41    | 0.01%             | 2056-02-10      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1 MORTGAGE TRUST                                                  | F1VE 2023-V1 C FRN 02-10-56                                                                        | CUSIP: 337964AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1361000 | PA      | $1380162.88    | 0.01%             | 2056-02-10      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 BU6941 05-01-52                                                                      | CUSIP: 3140M8WB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      249933 | PA      | $208157.29     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_20-DNA5                                  | STACR 2020-DNA5 B2 144A FRN 10-25-50                                                               | CUSIP: 35566ABE8<br>LEI: 5493000ITF7RKPWPZQ19 | Long             | ABS-CBDO         | CORP              | US        |     6850000 | PA      | $9546228.50    | 0.05%             | 2050-10-25      | Variable      | 15.85%                | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 3.0 SD2880 10-01-51                                                                      | CUSIP: 3132DQFV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13434165 | PA      | $11735482.25   | 0.06%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.0 FS4628 10-01-51                                                                      | CUSIP: 3140XLEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6536718 | PA      | $5712012.67    | 0.03%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY STRUCTURED CREDIT RISK MSCR_21-MN3                               | MSCR 2021-MN3 M2 144A FRN 11-25-51                                                                 | CUSIP: 35563GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     4000000 | PA      | $4134992.00    | 0.02%             | 2051-11-25      | Variable      | 8.31%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA5                                  | STACR 2022-DNA5 M1B 144A FRN 06-25-42                                                              | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |     2400000 | PA      | $2552786.40    | 0.01%             | 2042-06-25      | Variable      | 8.81%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_20-HQA3                                  | STACR 2020-HQA3 B2 144A FRN 07-25-50                                                               | CUSIP: 35565MBE3<br>LEI: 5493000ITAM9GTFUKP51 | Long             | ABS-CBDO         | CORP              | US        |     3222000 | PA      | $4262106.71    | 0.02%             | 2050-07-25      | Variable      | 14.42%                | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 MA5038 06-01-53                                                                      | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    47334496 | PA      | $46516840.18   | 0.23%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 CA7737 11-01-50                                                                      | CUSIP: 3140QFS34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    37143871 | PA      | $31263327.76   | 0.16%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 CB6486 06-01-53                                                                      | CUSIP: 3140QSF48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       40157 | PA      | $41037.90      | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RA9281 06-01-53                                                                      | CUSIP: 3133KRJ21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      246981 | PA      | $252846.14     | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RA9283 06-01-53                                                                      | CUSIP: 3133KRJ47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      347773 | PA      | $355404.69     | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RA9284 06-01-53                                                                      | CUSIP: 3133KRJ54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      193623 | PA      | $199717.75     | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.0 CB0191 04-01-51                                                                      | CUSIP: 3140QKF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    39692731 | PA      | $34685691.15   | 0.17%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.0 CB0193 04-01-51                                                                      | CUSIP: 3140QKGB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4887808 | PA      | $4271988.62    | 0.02%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 BV4172 03-01-52                                                                      | CUSIP: 3140MHT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1733649 | PA      | $1374208.18    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SD8362 09-01-53                                                                      | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9841703 | PA      | $9857803.57    | 0.05%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 7.0 SD8386 12-01-53                                                                      | CUSIP: 3132DWJ79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1573418 | PA      | $1659973.17    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.0 FS7252 11-01-53                                                                      | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   150944745 | PA      | $148337325.08  | 0.74%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD4977 11-01-53                                                                      | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   182673731 | PA      | $179518224.61  | 0.90%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 FS6873 01-01-54                                                                      | CUSIP: 3140XNT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14136592 | PA      | $14619158.70   | 0.07%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FARM 2024-1                                                                  | FARM 2024-1 B 144A FRN 10-01-53                                                                    | CUSIP: 30335JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     2122911 | PA      | $1868182.90    | 0.01%             | 2053-10-01      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 SD4999 08-01-53                                                                      | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    28254539 | PA      | $27836428.23   | 0.14%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.5 FS5520 01-01-53                                                                      | CUSIP: 3140XMD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    36392585 | PA      | $34854489.12   | 0.18%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 CB6626 07-01-53                                                                      | CUSIP: 3140QSLG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      362792 | PA      | $337709.13     | 0.00%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 SD5109 06-01-52                                                                      | CUSIP: 3132DSVA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7027004 | PA      | $5579546.88    | 0.03%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 CB3155 03-01-52                                                                      | CUSIP: 3140QNQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8179497 | PA      | $6488926.00    | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 FS6986 07-01-52                                                                      | CUSIP: 3140XNXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10954713 | PA      | $8685159.09    | 0.04%             | 2052-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 FS7329 06-01-52                                                                      | CUSIP: 3140XPEB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5287601 | PA      | $4196002.23    | 0.02%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 FS7498 04-01-52                                                                      | CUSIP: 3140XPKL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18089872 | PA      | $14369002.16   | 0.07%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FS COMMERCIAL TRUST FS_23-4SZN                                               | FS 2023-4SZN D 144A FRN 11-10-39                                                                   | CUSIP: 30334RAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2340000 | PA      | $2411171.10    | 0.01%             | 2039-11-10      | Variable      | 9.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 3.0 SD2602 12-01-52                                                                      | CUSIP: 3132DP3K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4481238 | PA      | $3882509.00    | 0.02%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 FS7823 07-01-53                                                                      | CUSIP: 3140XPVR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    17975528 | PA      | $14278698.51   | 0.07%             | 2053-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD5692 05-01-54                                                                      | CUSIP: 3132DTKD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1264027 | PA      | $1297033.62    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD5896 07-01-54                                                                      | CUSIP: 3132DTRR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1905729 | PA      | $1942825.75    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 FS8223 06-01-54                                                                      | CUSIP: 3140XQD53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2324403 | PA      | $2368319.87    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ2247 08-01-54                                                                      | CUSIP: 3142GSP93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6306654 | PA      | $6563933.79    | 0.03%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2216 08-01-54                                                                      | CUSIP: 3142GSPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    33527175 | PA      | $34159430.92   | 0.17%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ2228 08-01-54                                                                      | CUSIP: 3142GSPN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3751863 | PA      | $3886588.73    | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ2222 08-01-54                                                                      | CUSIP: 3142GSPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    17793115 | PA      | $18530835.08   | 0.09%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 SD6034 08-01-54                                                                      | CUSIP: 3132DTV31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10465453 | PA      | $10899350.65   | 0.05%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 SD6047 08-01-54                                                                      | CUSIP: 3132DTWG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3803628 | PA      | $3962482.30    | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 SD6035 08-01-54                                                                      | CUSIP: 3132DTV49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2602070 | PA      | $2709743.14    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 FS8467 07-01-54                                                                      | CUSIP: 3140XQMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    27093120 | PA      | $27263807.15   | 0.14%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 SD5701 06-01-54                                                                      | CUSIP: 3132DTKN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4629858 | PA      | $4821455.28    | 0.02%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2314 09-01-54                                                                      | CUSIP: 3142GSSC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    26700204 | PA      | $27203021.95   | 0.14%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ2325 09-01-54                                                                      | CUSIP: 3142GSSP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1789730 | PA      | $1859649.58    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 RJ2320 09-01-54                                                                      | CUSIP: 3142GSSJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3319764 | PA      | $3457148.84    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2309 09-01-54                                                                      | CUSIP: 3142GSR75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8194358 | PA      | $8348944.32    | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2306 09-01-54                                                                      | CUSIP: 3142GSR42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    12766006 | PA      | $13099428.62   | 0.07%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 RJ2308 09-01-54                                                                      | CUSIP: 3142GSR67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13732872 | PA      | $14093703.22   | 0.07%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 CB7104 09-01-53                                                                      | CUSIP: 3140QS3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10394231 | PA      | $10419218.42   | 0.05%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 SD5221 04-01-54                                                                      | CUSIP: 3132DSYS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5031723 | PA      | $5237937.82    | 0.03%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 FS7653 03-01-54                                                                      | CUSIP: 3140XPQF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3461508 | PA      | $3603374.25    | 0.02%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 5.5 DB7783 08-01-54                                                                      | CUSIP: 3140AHUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2664377 | PA      | $2672924.68    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 FS6767 01-01-54                                                                      | CUSIP: 3140XNQV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4213927 | PA      | $4379500.51    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 FS8783 08-01-54                                                                      | CUSIP: 3140XQXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5094652 | PA      | $5305489.07    | 0.03%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 QJ4693 09-01-54                                                                      | CUSIP: 3133CVGA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2274633 | PA      | $2368661.86    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.5 QI9151 07-01-54                                                                      | CUSIP: 3133WGEY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5937586 | PA      | $6183033.79    | 0.03%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 CB7626 12-01-53                                                                      | CUSIP: 3140QTPL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    39198150 | PA      | $40797082.02   | 0.20%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.5 CB7426 11-01-53                                                                      | CUSIP: 3140QTHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    34958570 | PA      | $36280703.00   | 0.18%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 SD4807 06-01-52                                                                      | CUSIP: 3132DSKU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4501925 | PA      | $3584468.57    | 0.02%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 FS9189 05-01-52                                                                      | CUSIP: 3140XRF75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7659632 | PA      | $6088733.19    | 0.03%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 6.0 BU5048 09-01-54                                                                      | CUSIP: 3140M6TE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9008101 | PA      | $9200477.81    | 0.05%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD6578 09-01-54                                                                      | CUSIP: 3132DUJX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    48602028 | PA      | $49700676.71   | 0.25%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.5 QC0576 04-01-51                                                                      | CUSIP: 3133AJT94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2032362 | PA      | $1687512.51    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.5 FM6128 02-01-51                                                                      | CUSIP: 3140X9Y25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4593216 | PA      | $3814160.29    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FASST 2025-PC1                                                               | FASST 25-PC1 A1 144A 4.5% 05-25-75                                                                 | CUSIP: 316929AA6<br>LEI: 254900FJW75GV74X3O58 | Long             | ABS-CBDO         | CORP              | US        |    37299742 | PA      | $35927447.17   | 0.18%             | 2075-05-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.0 RQ0012 06-01-55                                                                      | CUSIP: 3142J6AN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5601952 | PA      | $5493453.80    | 0.03%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 RQ0010 06-01-55                                                                      | CUSIP: 3142J6AL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      498836 | PA      | $464172.07     | 0.00%             | 2055-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 RQ0019 05-01-55                                                                      | CUSIP: 3142J6AV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      400508 | PA      | $372677.29     | 0.00%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 MA5732 06-01-55                                                                      | CUSIP: 31418FLN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      336454 | PA      | $313074.13     | 0.00%             | 2055-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 SL0585 03-01-55                                                                      | CUSIP: 31427MUK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      232113 | PA      | $232228.71     | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 5.5 RJ4292 02-01-55                                                                      | CUSIP: 3142GUXW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5996241 | PA      | $5999245.37    | 0.03%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 4.0 DD9323 04-01-55                                                                      | CUSIP: 3140BALD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      416104 | PA      | $387189.82     | 0.00%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 4.0 QY1239 04-01-55                                                                      | CUSIP: 31426KLV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1695343 | PA      | $1577533.62    | 0.01%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FARM MORTGAGE TRUST FARM_25-1                                                | FARM 25-1 A1 144A FRN 08-01-55                                                                     | CUSIP: 30768CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     5000000 | PA      | $5039050.00    | 0.03%             | 2055-08-01      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 3.0 SL0419 10-01-53                                                                      | CUSIP: 31427MPD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9028784 | PA      | $7820994.70    | 0.04%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 6.0 SD8534 05-01-55                                                                      | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9262072 | PA      | $9417249.07    | 0.05%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 BV4658 04-01-52                                                                      | CUSIP: 3140MJE84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      403057 | PA      | $320552.49     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.0 FS7061 04-01-52                                                                      | CUSIP: 3140XNZ31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      400452 | PA      | $346954.78     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.0 CB2095 11-01-51                                                                      | CUSIP: 3140QMKH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18080748 | PA      | $15670674.77   | 0.08%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 BR7719 04-01-51                                                                      | CUSIP: 3140L6SH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1066638 | PA      | $845530.18     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 FM4279 09-01-50                                                                      | CUSIP: 3140X7XH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1479003 | PA      | $1172435.50    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 BR3771 04-01-51                                                                      | CUSIP: 3140L2FM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2491301 | PA      | $1976526.19    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 QD6093 02-01-52                                                                      | CUSIP: 3133B3XW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1319490 | PA      | $1045926.44    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 2.0 QC0462 04-01-51                                                                      | CUSIP: 3133AJQP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    16994586 | PA      | $13471676.45   | 0.07%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 BQ4077 12-01-50                                                                      | CUSIP: 3140KPQ71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11126541 | PA      | $8820086.71    | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.0 BW9777 06-01-53                                                                      | CUSIP: 3140N22K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1999800 | PA      | $1733056.68    | 0.01%             | 2053-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.0 MA4932 01-01-53                                                                      | CUSIP: 31418EPS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1999801 | PA      | $1733229.42    | 0.01%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 3.0 RA6856 02-01-52                                                                      | CUSIP: 3133KNTM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1999801 | PA      | $1734893.00    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 3.0 QD5990 02-01-52                                                                      | CUSIP: 3133B3UP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      999900 | PA      | $867874.30     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.0 CB2666 01-01-52                                                                      | CUSIP: 3140QM6C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2999700 | PA      | $2598940.18    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FNCL UMBS 3.0 RA6427 12-01-51                                                                      | CUSIP: 3133KND83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      506105 | PA      | $438491.05     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.0 FS8875 07-01-53                                                                      | CUSIP: 3140XQ2H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1999801 | PA      | $1732621.85    | 0.01%             | 2053-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 3.0 BU9641 01-01-52                                                                      | CUSIP: 3140MBWB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1917256 | PA      | $1664074.83    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNCL UMBS 2.0 CB1186 07-01-51                                                                      | CUSIP: 3140QLJ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    15169200 | PA      | $12060318.24   | 0.06%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_16-GS2                                     | GSMS 2016-GS2 C FRN 05-10-49                                                                       | CUSIP: 36252TAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1503000 | PA      | $1453291.28    | 0.01%             | 2049-05-10      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_16-GS2                                     | GSMS 2016-GS2 B FRN 05-10-49                                                                       | CUSIP: 36252TAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      116000 | PA      | $113599.03     | 0.00%             | 2049-05-10      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| PROG 2024-SFR2                                                               | PROG 2024-SFR2 E1 144A FRN 04-17-41                                                                | CUSIP: 74290XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1073000 | PA      | $990454.11     | 0.00%             | 2041-04-17      | Variable      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR2                                                               | PROG 2024-SFR2 E2 144A FRN 04-17-41                                                                | CUSIP: 74290XAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      449000 | PA      | $413482.30     | 0.00%             | 2041-04-17      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR3                                                               | PROG 24-SFR3 A 144A 3.0% 06-17-41/06-18-29                                                         | CUSIP: 74331VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15895151 | PA      | $15003305.51   | 0.08%             | 2041-06-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR3                                                               | PROG 24-SFR3 E2 144A 4.0% 06-17-41/06-18-29                                                        | CUSIP: 74331VAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      711000 | PA      | $661981.53     | 0.00%             | 2041-06-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR3                                                               | PROG 24-SFR3 E1 144A 4.0% 06-17-41/06-18-29                                                        | CUSIP: 74331VAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2074000 | PA      | $1947880.06    | 0.01%             | 2041-06-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PMTLT 2024-INV1                                                              | PMTLT 2024-INV1 A2 144A FRN 10-25-59                                                               | CUSIP: 73015BAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4876006 | PA      | $4917773.67    | 0.02%             | 2059-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PROG 2025-SFR2                                                               | PROG 25-SFR2 D 144A 3.555% 04-17-42/04-18-30                                                       | CUSIP: 74334GAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $917716.00     | 0.00%             | 2042-04-17      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| PROG 2025-SFR3                                                               | PROG 25-SFR3 A 144A 3.39% 07-17-30                                                                 | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1246000 | PA      | $1174105.80    | 0.01%             | 2030-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-RPL3                                                               | PRPM 2025-RPL3 A1 144A 3.25% 04-25-55                                                              | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9081795 | PA      | $8696181.92    | 0.04%             | 2055-04-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

**Name of Applicant:** American Funds Strategic Bond Fund

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Lead Analyst