# EDGAR Filing Document

**Accession Number:** 0000050013
**File Stem:** 0001193125-25-217138
**Filing Date:** 2025-9
**Character Count:** 1516947
**Document Hash:** 3177535467ece194367bdf426e670ef8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-217138.hdr.sgml**: 20250925

**ACCESSION NUMBER**: 0001193125-25-217138

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250925

**DATE AS OF CHANGE**: 20250925

**PERIOD START**: 20250731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01880
- **FILM NUMBER:** 251342625

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

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

  - **Telephone number:** 9499755000

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $136674470453.62

**Total Liabilities:** $2871518145.71

**Net Assets:** $133802952307.91

**Delayed Delivery Securities:** $3670513.18

**Cash Not Reported:** $4828936.63

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -33296.276550000000 | **1-Year:** -655194.486700000000 | **5-Year:** -1547157.221000000000 | **10-Year:** -1228224.666000000000 | **30-Year:** -583595.435600000000

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

- **3-Month:** -76008.617290000000 | **1-Year:** -1346962.820000000000 | **5-Year:** -2801739.833000000000 | **10-Year:** -665894.714300000000 | **30-Year:** -87650.937230000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023985 | 3.12%                | 2.73%                | -0.30%               |
| Class ID C000023986 | 3.07%                | 2.64%                | -0.38%               |
| Class ID C000023987 | 3.10%                | 2.66%                | -0.38%               |
| Class ID C000023988 | 3.10%                | 2.70%                | -0.34%               |
| Class ID C000023989 | 3.13%                | 2.73%                | -0.30%               |
| Class ID C000023990 | 3.12%                | 2.76%                | -0.26%               |
| Class ID C000023992 | 3.06%                | 2.68%                | -0.38%               |
| Class ID C000023993 | 3.13%                | 2.73%                | -0.30%               |
| Class ID C000023994 | 3.13%                | 2.73%                | -0.34%               |
| Class ID C000023996 | 3.06%                | 2.67%                | -0.38%               |
| Class ID C000023997 | 3.11%                | 2.69%                | -0.30%               |
| Class ID C000023998 | 3.13%                | 2.74%                | -0.30%               |
| Class ID C000068581 | 3.17%                | 2.74%                | -0.30%               |
| Class ID C000077898 | 3.16%                | 2.77%                | -0.30%               |
| Class ID C000148385 | 3.09%                | 2.66%                | -0.34%               |
| Class ID C000164804 | 3.17%                | 2.74%                | -0.30%               |
| Class ID C000179951 | 3.16%                | 2.73%                | -0.26%               |
| Class ID C000189427 | 3.16%                | 2.74%                | -0.30%               |
| Class ID C000189428 | 3.16%                | 2.76%                | -0.30%               |
| Class ID C000223653 | 3.16%                | 2.75%                | -0.30%               |
| Class ID C000223654 | 3.16%                | 2.72%                | -0.26%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $739251879.93            | $2828047647.89                             |
| Month 2  | $488130989.33            | $2654361994.00                             |
| Month 3  | $243368516.23            | $-946478608.59                             |

**Designated Index Information**

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

- **Index Identifier:** 65SPX35LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BENCHMARK MORTGAGE TRUST BMARK_20-B17                                            | BMARK 20-B17 A5 2.289% 03-15-53/02-15-30                                                           | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3146000 | PA      | $2779144.94    | 0.00%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1                                    | BRAVO 2020-RPL1 A1 144A FRN 05-26-59                                                               | CUSIP: 10568YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1185521 | PA      | $1160244.14    | 0.00%             | 2059-05-26      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2                                    | BRAVO 2020-RPL2 A1 144A FRN 05-25-59                                                               | CUSIP: 10569BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1396252 | PA      | $1306762.04    | 0.00%             | 2059-05-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                          | BX 2021-SOAR A 144A FRN 06-15-38                                                                   | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6111612 | PA      | $6110811.53    | 0.00%             | 2038-06-15      | Variable      | 5.13%                 | 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        |   1790299 | PA      | $1790124.95    | 0.00%             | 2038-06-15      | Variable      | 5.33%                 | Yes           |                  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        |   1615828 | PA      | $1615748.60    | 0.00%             | 2038-06-15      | Variable      | 5.56%                 | Yes           |                  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        |    213499 | PA      | $212779.02     | 0.00%             | 2036-09-15      | Variable      | 5.41%                 | 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        |   7386346 | PA      | $7374475.80    | 0.01%             | 2036-09-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF                                          | BX 2021-SDMF A 144A FRN 09-15-34                                                                   | CUSIP: 12434CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9346678 | PA      | $9328563.76    | 0.01%             | 2034-09-15      | Variable      | 5.05%                 | 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      | $9950057.97    | 0.01%             | 2036-10-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                              | BX 2021-ARIA A 144A FRN 10-15-36                                                                   | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11621000 | PA      | $11620895.41   | 0.01%             | 2036-10-15      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                              | BX 2021-ACNT A 144A FRN 11-15-38                                                                   | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9008492 | PA      | $9011212.99    | 0.01%             | 2038-11-15      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_22-AHP                                           | BX 2022-AHP A 144A FRN 02-15-39                                                                    | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12167000 | PA      | $12163787.91   | 0.01%             | 2039-02-15      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-IND                                                               | BX 2022-IND A 144A FRN 04-15-37                                                                    | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6185838 | PA      | $6195388.91    | 0.00%             | 2037-04-15      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C16                         | BBCMS 2022-C16 A5 FRN 06-15-55                                                                     | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    780000 | PA      | $763144.98     | 0.00%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C2                                                                      | BMO 2022-C2 A5 FRN 07-15-54                                                                        | CUSIP: 05602NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3460000 | PA      | $3452477.96    | 0.00%             | 2054-07-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BANK BANK_22-BNK43                                                               | BANK 22-BNK43 A5 4.399% 08-15-55/07-15-32                                                          | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2230000 | PA      | $2147525.68    | 0.00%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                  | BANK 23-BNK45 A5 5.203% 02-15-56/01-18-33                                                          | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1135000 | PA      | $1144308.14    | 0.00%             | 2056-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-C19                         | BBCMS 2023-C19 A5 5.451% 04-15-56                                                                  | CUSIP: 05553RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5296000 | PA      | $5425953.25    | 0.00%             | 2056-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-C5                                                     | BMO 23-C5 A5 5.7653% 06-15-56/05-17-33                                                             | CUSIP: 055988AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1961527 | PA      | $2036810.41    | 0.00%             | 2056-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_16-C1                              | DBJPM 16-C1 AM 3.539% 05-10-49/02-12-26                                                            | CUSIP: 23312LAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $391858.80     | 0.00%             | 2049-05-10      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                            | DC 23-DC B 144A 6.8043% 09-10-40/09-11-28                                                          | CUSIP: 24023AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3537000 | PA      | $3708102.38    | 0.00%             | 2040-09-10      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                            | DC 23-DC A 144A 6.3143% 09-10-40/09-11-28                                                          | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6864000 | PA      | $7148533.39    | 0.01%             | 2040-09-10      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                            | DC 2023-DC C 144A FRN 09-10-40                                                                     | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2720000 | PA      | $2859160.64    | 0.00%             | 2040-09-10      | Variable      | 7.14%                 | Yes           |                  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        |   1618532 | PA      | $1623043.10    | 0.00%             | 2038-07-15      | Variable      | 6.71%                 | 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        |   3689945 | PA      | $3698966.65    | 0.00%             | 2038-07-15      | Variable      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                           | ESA 2021-ESH A 144A FRN 07-15-38                                                                   | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3870925 | PA      | $3876441.36    | 0.00%             | 2038-07-15      | Variable      | 5.54%                 | Yes           |                  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        |   3532981 | PA      | $3538721.65    | 0.00%             | 2038-07-15      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                             | ELM 2024-ELM B10 144A FRN 06-10-39                                                                 | CUSIP: 26860XBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    880000 | PA      | $885693.60     | 0.00%             | 2039-06-10      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                             | ELM 2024-ELM A15 144A FRN 06-10-39                                                                 | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1928000 | PA      | $1942658.58    | 0.00%             | 2039-06-10      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                             | ELM 2024-ELM A10 144A FRN 06-10-39                                                                 | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2190000 | PA      | $2206650.57    | 0.00%             | 2039-06-10      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNW 02-W3 A5 7.5% 11-25-41/01-25-28                                                                | CUSIP: 31392CT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     68460 | PA      | $71466.92      | 0.00%             | 2041-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AE0828 02-01-41                                                                      | CUSIP: 31419A4N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26111 | PA      | $24395.02      | 0.00%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 G60559 200K MAX 04-01-46                                                                 | CUSIP: 31335ATQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4733932 | PA      | $4461721.05    | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q41090 06-01-46                                                                          | CUSIP: 3132WEF80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    520422 | PA      | $506387.07     | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AL8354 150K MAX 10-01-45                                                             | CUSIP: 3138ETH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3333242 | PA      | $3080565.77    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AL8522 05-01-46                                                                      | CUSIP: 3138ETPG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7455712 | PA      | $6868903.16    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q41909 07-01-2046                                                                        | CUSIP: 3132WFDP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1020562 | PA      | $993043.28     | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q44400 200K MAX 11-01-46                                                                 | CUSIP: 3132WH3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2743966 | PA      | $2585041.09    | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 V82662 200K MAX 10-01-46                                                                 | CUSIP: 3132L75X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3032964 | PA      | $2856991.30    | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3257 PA PACS 5.5% 12-15-36                                                                     | CUSIP: 31397EF42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    241238 | PA      | $251313.00     | 0.00%             | 2036-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 254767 06-01-33                                                                      | CUSIP: 31371K6C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     66359 | PA      | $67647.36      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 07-33 HE PAC 5.5% 04-25-37                                                                     | CUSIP: 31396VGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    240513 | PA      | $250621.70     | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4325 05-01-51                                                                      | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | 167314496 | PA      | $131678181.10  | 0.10%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 2.0 MA4387 07-01-41                                                                      | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9874514 | PA      | $8431274.63    | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AD4927 06-01-40                                                                      | CUSIP: 31418SPM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1017106 | PA      | $1023418.93    | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | 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        |  12692456 | PA      | $9979798.97    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5286 05-01-51                                                                      | CUSIP: 3133KL2T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     57342 | PA      | $47069.14      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA3987 11-01-50                                                                      | CUSIP: 3133KKNC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9166137 | PA      | $7585803.49    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4378 07-01-51                                                                      | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     76637 | PA      | $60305.33      | 0.00%             | 2051-07-01      | 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        |   1594624 | PA      | $1253069.60    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8183 12-01-51                                                                      | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    175102 | PA      | $143997.49     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI8482 08-01-41                                                                      | CUSIP: 3138ANM83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32545 | PA      | $32747.18      | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI5571 07-01-41                                                                      | CUSIP: 3138AKFM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32850 | PA      | $33053.48      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.0 A96488 01-01-41                                                                          | CUSIP: 312945F52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12913 | PA      | $12982.88      | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8182 12-01-51                                                                      | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    805296 | PA      | $633382.07     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA3022 06-01-50                                                                      | CUSIP: 3133KJLB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     45284 | PA      | $37549.39      | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 AC0479 09-01-39                                                                      | CUSIP: 31417JQ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    136843 | PA      | $141960.06     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C                                    | TAOT 23-C A3 5.16% 04-17-28/12-15-26                                                               | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8764759 | PA      | $8806190.08    | 0.01%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST TMUST_24-1                                                     | TMUST 24-1 A 144A 5.05% 09-20-29/02-22-27                                                          | CUSIP: 87267RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12824000 | PA      | $12900790.11   | 0.01%             | 2029-09-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8166 09-01-51                                                                      | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    780423 | PA      | $613442.47     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8193 02-01-52                                                                      | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    823108 | PA      | $645596.65     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8106 11-01-50                                                                      | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  46085763 | PA      | $36363464.74   | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD7544 07-01-51                                                                      | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    599447 | PA      | $523523.18     | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD7525 10-01-50                                                                      | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  12374733 | PA      | $10394639.82   | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 6.5 AE0443 10-01-39                                                                      | CUSIP: 31419AP50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     81691 | PA      | $86490.49      | 0.00%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TIF 2024-1A                                                                      | TIF 24-1 C 144A 6.31% 04-20-49/05-22-34                                                            | CUSIP: 88655AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    241200 | PA      | $243291.69     | 0.00%             | 2049-04-20      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| TRNTS 2018-9A                                                                    | TRNTS 2018-9A BRRR CLO 144A FRN 01-20-32                                                           | CUSIP: 89641JAY2<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4004180.00    | 0.00%             | 2032-01-20      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 945832 08-01-37                                                                      | CUSIP: 31413HHH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     51445 | PA      | $54118.29      | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G05937 08-01-40                                                                          | CUSIP: 3128M74W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3489401 | PA      | $3451359.91    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G04805 12-01-35                                                                          | CUSIP: 3128M6U63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1711204 | PA      | $1692598.27    | 0.00%             | 2035-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 2.0 RB5071 09-01-40                                                                      | CUSIP: 3133KYT41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  27449339 | PA      | $23575002.10   | 0.02%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AO9140 07-01-42                                                                      | CUSIP: 3138M1EN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3199552 | PA      | $2968995.09    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA6347 11-01-51                                                                      | CUSIP: 3133KNBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1769024 | PA      | $1529056.22    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 RA8647 05-01-53                                                                      | CUSIP: 3133KQTC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     94352 | PA      | $89728.34      | 0.00%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD2465 10-01-52                                                                      | CUSIP: 3132DPW20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     92812 | PA      | $88250.11      | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRNTS 2018-9A                                                                    | TRNTS 2018-9A ARRR CLO 144A FRN 01-20-32                                                           | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-O            | CORP              | US        |   1064385 | PA      | $1064626.42    | 0.00%             | 2032-01-20      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| TAST 2025-1A                                                                     | TAST 25-1 A 144A 4.94% 02-15-29/05-17-27                                                           | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1853143 | PA      | $1854275.74    | 0.00%             | 2029-02-15      | Fixed         | 4.94%                 | 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        |   6876000 | PA      | $6851205.14    | 0.01%             | 2050-07-23      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-2                                              | TPMT 2018-2 A1 144A FRN 03-25-58                                                                   | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    466200 | PA      | $460427.25     | 0.00%             | 2058-03-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-1                                              | TPMT 2017-1 A2 144A FRN 10-25-56                                                                   | CUSIP: 89173FAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    385311 | PA      | $382704.80     | 0.00%             | 2056-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-1                                              | TPMT 2018-1 A1 144A FRN 01-25-58                                                                   | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    757688 | PA      | $748850.60     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | Yes           |                  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        |    240535 | PA      | $228642.71     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QE8579 08-01-52                                                                      | CUSIP: 3133BJQ88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    208328 | PA      | $198010.94     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  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        |   5320000 | PA      | $5085201.80    | 0.00%             | 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        |   7941000 | PA      | $7502902.97    | 0.01%             | 2032-04-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QX2834 12-01-54                                                                      | CUSIP: 31425XEG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    499360 | PA      | $486983.74     | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | 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        |    757307 | PA      | $593767.93     | 0.00%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD2074 12-01-51                                                                      | CUSIP: 3133AYJT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     27481 | PA      | $21529.76      | 0.00%             | 2051-12-01      | 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        |    940825 | PA      | $894550.34     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 FS5554 11-01-52                                                                      | CUSIP: 3140XME44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3508738 | PA      | $3337209.63    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1                                    | TMCL 20-1A A 144A 2.73% 08-21-45/05-21-29                                                          | CUSIP: 88315LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4245196 | PA      | $4051173.31    | 0.00%             | 2045-08-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_20-1                                                 | TIF 20-1 A 144A 2.09% 08-20-45/02-22-28                                                            | CUSIP: 872480AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5376550 | PA      | $5063317.60    | 0.00%             | 2045-08-20      | Fixed         | 2.09%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                              | OMERS FINANCE TRUST 144A LIFE SR UNSEC 4.0% 04-19-52                                               | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | USGA              | CA        |   7941000 | PA      | $6090953.47    | 0.00%             | 2052-04-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.875% 10-16-25                                                       | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  12742000 | PA      | $12763062.53   | 0.01%             | 2025-10-16      | Fixed         | 6.88%                 | 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        |  14405730 | PA      | $13871839.46   | 0.01%             | 2075-05-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5734 06-01-55                                                                      | CUSIP: 31418FLQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  27270136 | PA      | $26558358.45   | 0.02%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  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        |  27085834 | PA      | $26378866.99   | 0.02%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SL1094 04-01-55                                                                      | CUSIP: 31427NGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5630447 | PA      | $5483362.39    | 0.00%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA4978 04-01-53                                                                      | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4398302 | PA      | $4299353.01    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA5105 08-01-53                                                                      | CUSIP: 31418EU73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  21533650 | PA      | $20464827.04   | 0.02%             | 2053-08-01      | Fixed         | 4.50%                 | 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        | 123631000 | PA      | $117922091.31  | 0.09%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC SF 8.75% 06-02-29                                                     | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  32208000 | PA      | $33962756.26   | 0.03%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 7.0 SD5334 05-01-54                                                                      | CUSIP: 3132DS4T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  18506813 | PA      | $19460320.97   | 0.01%             | 2054-05-01      | Fixed         | 7.00%                 | 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        |    619389 | PA      | $571655.70     | 0.00%             | 2055-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB7108 09-01-53                                                                      | CUSIP: 3140QS3S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9031398 | PA      | $9008448.91    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS6666 08-01-53                                                                      | CUSIP: 3140XNMQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  18754522 | PA      | $18694920.24   | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG9084 08-01-53                                                                      | CUSIP: 3133CACV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3525167 | PA      | $3515543.06    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG7411 07-01-53                                                                      | CUSIP: 3133C8GU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    914059 | PA      | $911213.27     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8533 05-01-55                                                                      | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  24089891 | PA      | $23976476.20   | 0.02%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA5670 04-01-55                                                                      | CUSIP: 31418FJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    920520 | PA      | $849581.87     | 0.00%             | 2055-04-01      | Fixed         | 4.00%                 | 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        |   8174000 | PA      | $6275539.46    | 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        |  18000000 | PA      | $20083230.00   | 0.02%             | 2033-02-07      | Fixed         | 10.00%                | 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        |   9839333 | PA      | $9793009.53    | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 RJ4072 01-01-55                                                                      | CUSIP: 3142GUQ22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    185236 | PA      | $171004.26     | 0.00%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL (HONG KONG BRANCH)                                              | KASIKORNBANK PCL REG S SUB 3.343% 10-02-31/26                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |   7070000 | PA      | $6891694.60    | 0.01%             | 2031-10-02      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG9141 08-01-53                                                                      | CUSIP: 3133CAEN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1941326 | PA      | $1936392.82    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BY3612 06-01-53                                                                      | CUSIP: 3140NLAN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    460205 | PA      | $458999.30     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  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        |  18426188 | PA      | $17116288.35   | 0.01%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                                     | TMCL 20-2A A 144A 2.10% 09-20-45/06-20-30                                                          | CUSIP: 88315LAG3<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | BM        |   5543799 | PA      | $5181611.85    | 0.00%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                                      | KAISER ALUMINUM CORP 144A LIFE SR UNSEC 4.625% 03-01-28                                            | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20295000 | PA      | $19855917.68   | 0.01%             | 2028-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                               | KENNEDY-WILSON INC SR UNSEC 4.75% 03-01-29                                                         | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |  41752000 | PA      | $39302994.69   | 0.03%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.5% 01-23-29                                                         | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    865000 | PA      | $862946.49     | 0.00%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30                                                        | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  27282000 | PA      | $26864148.89   | 0.02%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| TAL ADVANTAGE VII LLC TAL_20-1A                                                  | TAL 20-1A A 144A 2.05% 09-20-45/05-21-29                                                           | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3231785 | PA      | $3048642.98    | 0.00%             | 2045-09-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_21-1A                                                | TIF 21-1A B 144A 2.54% 02-20-46                                                                    | CUSIP: 872480AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153000 | PA      | $137179.65     | 0.00%             | 2046-02-20      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD4571 11-01-53                                                                      | CUSIP: 3132DSCG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  26547228 | PA      | $26464905.17   | 0.02%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG9008 08-01-53                                                                      | CUSIP: 3133CAAH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3251182 | PA      | $3242417.13    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  41932000 | PA      | $38947364.10   | 0.03%             | 2031-01-28      | Fixed         | 5.95%                 | 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        |  27894000 | PA      | $23664962.77   | 0.02%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL0796 04-01-55                                                                      | CUSIP: 31427M3E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  12684057 | PA      | $12867494.18   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC7035 12-01-54                                                                      | CUSIP: 3140AUY98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7009680 | PA      | $7111453.17    | 0.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_21-1A                                                | TIF 21-1A A 144A 1.65% 02-20-46                                                                    | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4252762 | PA      | $3835723.85    | 0.00%             | 2046-02-20      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                                              | TMCL 21-1A B 144A 2.52% 02-20-46/08-21-28                                                          | CUSIP: 88315LAN8<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    416925 | PA      | $383126.01     | 0.00%             | 2046-02-20      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                                              | TMCL 21-1A A 144A 1.68% 02-20-46/08-21-28                                                          | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   9685127 | PA      | $8898694.43    | 0.01%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_21-1                                            | TCF 21-1A B 144A 2.58% 03-20-46/12-20-30                                                           | CUSIP: 89680HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385948 | PA      | $348917.37     | 0.00%             | 2046-03-20      | Fixed         | 2.58%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG9628 08-01-53                                                                      | CUSIP: 3133CAVV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2827723 | PA      | $2819443.27    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB7332 10-01-53                                                                      | CUSIP: 3140QTEE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  17341860 | PA      | $17296442.08   | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QX4065 01-01-55                                                                      | CUSIP: 31425YQT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4839773 | PA      | $4909315.83    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DD0835 01-01-55                                                                      | CUSIP: 3140B04V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6460332 | PA      | $6552617.45    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_21-1                                            | TCF 21-1A A 144A 1.86% 03-20-46/12-20-30                                                           | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10105403 | PA      | $9242331.20    | 0.01%             | 2046-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2                                    | TMCL 21-2A A 144A 2.23% 04-20-46                                                                   | CUSIP: 88315LAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13256100 | PA      | $12328636.96   | 0.01%             | 2046-04-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                                | USRE 21-1 A1 144A 1.91% 10-20-61/26                                                                | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  71561000 | PA      | $58943436.04   | 0.04%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC SR UNSEC 6.625% 05-15-32                                                         | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   3480000 | PA      | $3336724.92    | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | 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        |  44625000 | PA      | $34473481.88   | 0.03%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                             | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 5.875% 07-17-64                                            | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1000000 | PA      | $931795.00     | 0.00%             | 2064-07-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 02-15-53                                                        | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14365000 | PA      | $11555249.10   | 0.01%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 02-28-30                                                          | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23071000 | PA      | $23134526.00   | 0.02%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 03-31-28                                                        | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     72200 | PA      | $71732.74      | 0.00%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.375% 05-15-33                                                        | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14742000 | PA      | $13931327.10   | 0.01%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA5671 04-01-55                                                                      | CUSIP: 31418FJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2423540 | PA      | $2300308.11    | 0.00%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA5644 03-01-55                                                                      | CUSIP: 31418FHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2297310 | PA      | $2180496.01    | 0.00%             | 2055-03-01      | Fixed         | 4.50%                 | 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        |  86096590 | PA      | $87326479.51   | 0.07%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 QJ5643 09-01-54                                                                      | CUSIP: 3133CWHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3436745 | PA      | $3555384.42    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | 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        |   2477935 | PA      | $2124891.35    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD8537 05-01-55                                                                      | CUSIP: 3132DWPW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    488785 | PA      | $437423.93     | 0.00%             | 2055-05-01      | Fixed         | 3.50%                 | 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        |   1971128 | NS      | $5371323.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NMG PARENT LLC                                                                   | NMG PARENT LLC (ESCROW) (NOT LISTED OR TRADING)                                                    | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61091 | NS      | $0.01          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8402 02-01-54                                                                      | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4855985 | PA      | $4929674.67    | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB7932 02-01-54                                                                      | CUSIP: 3140QTY60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7835973 | PA      | $7961183.89    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 05-15-43                                                        | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5113000 | PA      | $4514102.55    | 0.00%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 05-31-28                                                        | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43266000 | PA      | $42964332.14   | 0.03%             | 2028-05-31      | Fixed         | 3.62%                 | 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        |  48253000 | PA      | $44029366.66   | 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        |  76066000 | PA      | $70163278.40   | 0.05%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB7933 02-01-54                                                                      | CUSIP: 3140QTY78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4671645 | PA      | $4825001.02    | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ0668 01-01-54                                                                      | CUSIP: 3142GQW65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6554216 | PA      | $6658978.68    | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                               | KONTOOR BRANDS INC 144A LIFE SR UNSEC 4.125% 11-15-29                                              | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |   5180000 | PA      | $4827433.66    | 0.00%             | 2029-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| KB HOME                                                                          | KB HOME SR UNSEC 7.25% 07-15-30                                                                    | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |  10295000 | PA      | $10611530.07   | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC Q23185 11-01-43                                                                              | CUSIP: 3132M3F28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    792006 | PA      | $758144.90     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q23190 125K MAX 11-01-43                                                                 | CUSIP: 3132M3F77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1046018 | PA      | $1002057.13    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC SR UNSEC 5.45% 08-01-52                                                          | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    264000 | PA      | $241016.42     | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                                     | KBC GROUP NV 144A LIFE SR UNSEC 5.796% 01-19-29/28                                                 | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   2400000 | PA      | $2470108.80    | 0.00%             | 2029-01-19      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD8390 11-01-53                                                                      | CUSIP: 3132DWKB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    951624 | PA      | $878719.26     | 0.00%             | 2053-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA5283 02-01-54                                                                      | CUSIP: 31418E2R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  24472271 | PA      | $22592335.72   | 0.02%             | 2054-02-01      | Fixed         | 4.00%                 | 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        |   5888000 | PA      | $5474161.92    | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.125% 09-25-29                         | CUSIP: 233853AZ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   6460000 | PA      | $6575059.06    | 0.00%             | 2029-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                                | NFE FINANCING LLC 144A LIFE SR SEC 1ST LIEN 12.0% 11-15-29                                         | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 296012657 | PA      | $105161456.53  | 0.08%             | 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        |   5539000 | PA      | $5565282.56    | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 07-15-26                                                          | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4011953.20    | 0.00%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 11-15-26                                                        | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3019685.40    | 0.00%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5328 04-01-54                                                                      | CUSIP: 31418E4N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1613 | PA      | $1636.76       | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS6986 07-01-52                                                                      | CUSIP: 3140XNXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3295328 | PA      | $2582103.69    | 0.00%             | 2052-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS7329 06-01-52                                                                      | CUSIP: 3140XPEB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1588699 | PA      | $1246010.06    | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5388 06-01-54                                                                      | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  23467336 | PA      | $23376869.79   | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AU8813 11-01-43                                                                      | CUSIP: 3138X8YK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1072952 | PA      | $1025443.55    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA9722 06-20-54                                                                           | CUSIP: 36179YYT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1724843 | PA      | $1591143.60    | 0.00%             | 2054-06-20      | Fixed         | 4.00%                 | 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        |   5565468 | PA      | $4369343.42    | 0.00%             | 2053-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD5343 03-01-52                                                                      | CUSIP: 3132DS5C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2748920 | PA      | $2157044.73    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.75% 03-09-28                                   | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |  19362000 | PA      | $17961933.78   | 0.01%             | 2028-03-09      | Fixed         | 2.75%                 | 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        |   2570000 | PA      | $2507788.01    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PARTY CITY HOLDCO INC                                                            | PARTY CITY HOLDCO INC (NEW) (1145 SHARES) (DRS) (NOT LISTED OR TRADING)                            | CUSIP: N/A<br>LEI: 549300BUAG9YASF5Q703       | Long             | EC               | CORP              | US        |   1566483 | NS      | $0.16          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PARTY CITY HOLDCO INC                                                            | PARTY CITY HOLDCO INC (NEW) 144A (DRS) (NOT LISTED OR TRADING)                                     | CUSIP: N/A<br>LEI: 549300BUAG9YASF5Q703       | Long             | EC               | CORP              | US        |     15639 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 11-15-53                                                         | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $4488777.52    | 0.00%             | 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        |  42316000 | PA      | $41768143.21   | 0.03%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROTECH HEALTHCARE INC (NEW)                                                      | ROTECH HEALTHCARE INC PP (NEW) (NOT LISTED OR TRADING) (DRS)                                       | CUSIP: 778669200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    543172 | NS      | $40895419.88   | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| BIGHORN PERMIAN RESOURCES LLC                                                    | BIGHORN PERMIAN RESOURCES LLC UNIT (NOT LISTED OR TRADING)                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     17183 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 02-15-27                                                        | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7010372.60    | 0.01%             | 2027-02-15      | Fixed         | 4.12%                 | 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        |  14000000 | PA      | $13749162.00   | 0.01%             | 2029-06-04      | Variable      | 10.97%                | 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        |   1222835 | PA      | $960391.07     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS8131 06-01-54                                                                      | CUSIP: 3140XQA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3149014 | PA      | $3150625.79    | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                    | CORELOGIC INC TL 1ST LIEN (TSFR3M+350) (FLR 0.5) 7.94129% 06-02-28                                 | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |  24753318 | PA      | $24726237.45   | 0.02%             | 2028-06-02      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS NET LLC                                                           | DIAMOND SPORTS NET LLC PIK TL 1ST LIEN 15% 01-02-28                                                | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |    718391 | PA      | $632184.36     | 0.00%             | 2028-01-02      | Fixed         | 15.00%                | 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        |   2041895 | PA      | $1600743.89    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BQ7006 01-01-52                                                                      | CUSIP: 3140KSYC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1607130 | PA      | $1261643.54    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1768 06-01-54                                                                      | CUSIP: 3142GR6E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1918306 | PA      | $1919585.28    | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1779 06-01-54                                                                      | CUSIP: 3142GR6R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1995550 | PA      | $2040353.58    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                            | DIRECTV FINANCING LLC TL 1ST LIEN (TSFR3M+500)(FLR 0.75) 9.54126% 08-02-27                         | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1614216 | PA      | $1621446.49    | 0.00%             | 2027-08-02      | Variable      | 9.57%                 | 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        |  66031025 | PA      | $66299243.02   | 0.05%             | 2031-04-23      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 TBA 08-01-55                                                                              | CUSIP: 21H040681<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    887971 | PA      | $817899.43     | 0.00%             | 2055-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_21-2                                          | HPA 21-2 A 144A 1.901% 12-17-26                                                                    | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5417508 | PA      | $5213197.41    | 0.00%             | 2026-12-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | MESQUITE ENERGY INC DRS (NOT LISTED OR TRADING)                                                    | CUSIP: N/A<br>LEI: 549300SB0HTIM17TVR61       | Long             | EC               | CORP              | US        |     25913 | NS      | $1469012.52    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SBERBANK OF RUSSIA PJSC                                                          | SBERBANK OF RUSSIA PJSC (USD)                                                                      | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |  25683200 | NS      | $2.57          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VENATOR MATERIALS PLC                                                            | VENATOR MATERIALS PLC (1145 SHARES)                                                                | CUSIP: N/A<br>LEI: 549300WFXC4YL5IHX316       | Long             | EC               | CORP              | GB        |     53540 | NS      | $0.01          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ENDEAVOUR MINING PLC                                                             | ENDEAVOUR MINING PLC                                                                               | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |    297300 | NS      | $8925866.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | EASTMAN CHEMICAL CO                                                                                | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |   2470037 | NS      | $179349386.57  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | EMERSON ELECTRIC CO                                                                                | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |   1532420 | NS      | $222982434.20  | 0.17%             |  |  |  | No            |                  1 | 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        |    194228 | PA      | $193613.76     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS6838 11-01-53                                                                      | CUSIP: 3140XNS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    860930 | PA      | $858143.05     | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                             | LADDER CAPITAL FINANCE HOLDINGS LLLP 144A LIFE SR UNSEC 7.0% 07-15-31                              | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |   7535000 | PA      | $7897508.85    | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                                              | LABORATORY CORP OF AMERICA HOLDINGS SR UNSEC 4.55% 04-01-32                                        | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2948499.00    | 0.00%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                            | ELLUCIAN HOLDINGS INC TL 2ND LIEN (TSFR3M+475) (FLR 0.5) FRN 11-22-32                              | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |   5650000 | PA      | $5817737.20    | 0.00%             | 2032-11-22      | Variable      | 9.11%                 | 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        |  33305314 | PA      | $33471840.32   | 0.03%             | 2029-09-13      | Variable      | 11.43%                | Yes           |                  2 | On Loan: No      |
| HTL 2024-T53                                                                     | HTL 2024-T53 A 144A FRN 05-10-39                                                                   | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    591000 | PA      | $597145.22     | 0.00%             | 2039-05-10      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| HOMES 2024-NQM1                                                                  | HOMES 24-NQM1 A1 144A 5.915% 07-25-69/07-01-28                                                     | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-CBDO         | CORP              | US        |   4157917 | PA      | $4173463.04    | 0.00%             | 2069-07-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC (USD)                                                                                 | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |   5000000 | NS      | $226450000.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG RESOURCES INC                                                                                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |  17540866 | NS      | $2105254737.32 | 1.57%             |  |  |  | No            |                  1 | 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        |    123060 | PA      | $125646.05     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7687 08-01-54                                                                      | CUSIP: 3140AHRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    162997 | PA      | $166700.59     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HY 2025-SPRL                                                                     | HY 2025-SPRL A 144A FRN 01-13-40                                                                   | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26828000 | PA      | $27528827.84   | 0.02%             | 2040-01-13      | Variable      | 5.47%                 | Yes           |                  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        |   7802000 | PA      | $7931934.51    | 0.01%             | 2045-02-05      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                                              | LABORATORY CORP OF AMERICA HOLDINGS SR UNSEC 4.8% 10-01-34                                         | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1273744.70    | 0.00%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                                                              | LIGADO NETWORKS LLC SR SEC 1ST LIEN BACKSTOP (UNFUNDED) 0.0% 12-31-2025                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    542881 | PA      | $542880.87     | 0.00%             | 2025-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AH PARENT INC                                                                    | AH PARENT INC CL A PFD 10.50% PRP PP (NOT LISTED OR TRADING)                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     17970 | NS      | $18516108.30   | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST INC                                            | ESSENTIAL PROPERTIES REALTY TRUST INC (REIT)                                                       | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    701760 | NS      | $21396662.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ERSTE GROUP BANK AG                                                              | ERSTE GROUP BANK AG                                                                                | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |    211451 | NS      | $19334506.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EVOLUTION AB                                                                     | EVOLUTION AB                                                                                       | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |   4225977 | NS      | $375469054.86  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SERVICES HOLDING SA                                            | CONSTELLATION OIL SERVICES HOLDING SA D WTS @ USD 10.08 06-10-71 (NOT LISTED OR TRADING)           | CUSIP: N/A<br>LEI: 54930059EGCX1QIQVD73       | Long             | EC               | CORP              | LU        |        28 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP (NEW)                                                                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |   2182905 | NS      | $228724785.90  | 0.17%             |  |  |  | No            |                  1 | 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        |   5388000 | PA      | $5285525.63    | 0.00%             | 2042-03-15      | Variable      | 7.63%                 | 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        |    422000 | PA      | $422849.06     | 0.00%             | 2042-03-15      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP CL C WTS @ USD 29.99 02-09-26                                                   | CUSIP: 165167180<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |         0 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                                          | EXTRA SPACE STORAGE INC (REIT)                                                                     | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |   1642792 | NS      | $220725533.12  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 2025-MAUI A 144A FRN 03-15-42                                                                  | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10765000 | PA      | $10780049.47   | 0.01%             | 2042-03-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 2025-MAUI B 144A FRN 03-15-42                                                                  | CUSIP: 419909AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1617000 | PA      | $1619800.64    | 0.00%             | 2042-03-15      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-2                                                        | CLIF 20-2A A 144A 2.03% 09-15-45                                                                   | CUSIP: 12563LAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2690192 | PA      | $2497690.34    | 0.00%             | 2045-09-15      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-3                                                        | CLIF 20-3A A 144A 2.07% 10-18-45                                                                   | CUSIP: 12563LAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6883225 | PA      | $6397104.12    | 0.00%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7039 07-01-54                                                                      | CUSIP: 3140AGZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    315119 | PA      | $320788.51     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7690 08-01-54                                                                      | CUSIP: 3140AHRL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    129108 | PA      | $131821.68     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  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        |   1901000 | PA      | $1905720.18    | 0.00%             | 2042-03-15      | Variable      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST INDX_06-AR5                                     | INDX 2006-AR5 2A1 FRN 05-25-36                                                                     | CUSIP: 45661ECM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1046936 | PA      | $1010194.56    | 0.00%             | 2036-05-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                   | NCR VOYIX CORP 144A LIFE SR UNSEC 5.125% 04-15-29                                                  | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   4281000 | PA      | $4199292.83    | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 6.5% 09-30-26                                    | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |  20780000 | PA      | $7289727.90    | 0.01%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                            | LONG RIDGE ENERGY LLC 144A LIFE SR SEC 1ST LIEN 8.75% 02-15-32                                     | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |  22185000 | PA      | $23026122.09   | 0.02%             | 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        |   1087000 | PA      | $1115266.35    | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| IHSFR 2024-SFR1                                                                  | IHSFR 24-SFR1 B 144A 4.0% 09-17-41/09-19-29                                                        | CUSIP: 46188DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2450000 | PA      | $2352095.55    | 0.00%             | 2041-09-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_16-JP4                 | JPMCC 2016-JP4 A4 FRN 12-15-49                                                                     | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4810000 | PA      | $4727773.05    | 0.00%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-2                                                   | DTAOT 21-2A D 144A 1.5% 02-16-27/01-15-25                                                          | CUSIP: 23345EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175048 | PA      | $174612.27     | 0.00%             | 2027-02-16      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| DRIVE 2024-1                                                                     | DRIVE 24-1 B 5.31% 01-16-29/10-15-26                                                               | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1830000 | PA      | $1834865.97    | 0.00%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C5                           | JPMDB 17-C5 A5 3.6939% 03-15-50/01-15-27                                                           | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1510000 | PA      | $1469175.64    | 0.00%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C7                           | JPMDB 17-C7 A5 3.4092% 10-15-50/08-17-27                                                           | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    560000 | PA      | $541718.24     | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_20-INV1                                           | JPMMT 2020-INV1 A3 144A FRN 08-25-50                                                               | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    460491 | PA      | $411741.39     | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                | JPMCC 22-OPO A 144A 3.0242% 01-05-39/01-08-27                                                      | CUSIP: 46655AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3421000 | PA      | $3118987.28    | 0.00%             | 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        |    328000 | PA      | $279950.95     | 0.00%             | 2039-01-05      | Variable      | 3.45%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_18-CH1                                               | SEMT 2018-CH1 A1 144A FRN 02-25-48                                                                 | CUSIP: 81747DAA7<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-CBDO         | CORP              | US        |    103618 | PA      | $96648.86      | 0.00%             | 2048-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_18-2                                                     | SLST 18-2 A1 3.5% 11-25-28                                                                         | CUSIP: 35564CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1814873 | PA      | $1758441.49    | 0.00%             | 2028-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-2                                          | SCRT 19-2 MA 3.5% 08-25-58                                                                         | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4879395 | PA      | $4661081.49    | 0.00%             | 2058-08-25      | Fixed         | 3.50%                 | 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        |  16348000 | PA      | $16386401.45   | 0.01%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                            | BATH & BODY WORKS INC SR UNSEC 6.875% 11-01-35                                                     | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |  14928000 | PA      | $15384244.46   | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | NOVANT HEALTH INC SR UNSEC 3.168% 11-01-51                                                         | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3292470.00    | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                        | NEWS CORP 144A LIFE SR UNSEC 3.875% 05-15-29                                                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12422878.00   | 0.01%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SUB 4.582% 12-10-25                                                       | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4600000 | PA      | $4597736.80    | 0.00%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                            | BATH & BODY WORKS INC SR UNSEC 6.75% 07-01-36                                                      | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |  15505000 | PA      | $15715976.54   | 0.01%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-4                                          | SCRT 19-4 MA 3.0% 02-25-59                                                                         | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3593513 | PA      | $3318853.85    | 0.00%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MANHATTAN WEST OMW_20-OMW                                                        | OMW 20-OMW A 144A 2.13% 09-10-39/27                                                                | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15628000 | PA      | $14743486.46   | 0.01%             | 2039-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| SGL_21-OVA                                                                       | SLG 21-OVA A 144A 2.5854% 07-15-41/31                                                              | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5645000 | PA      | $4941266.08    | 0.00%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-MFP                                                         | SREIT 2021-MFP A 144A FRN 11-15-38                                                                 | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8066300 | PA      | $8068501.96    | 0.01%             | 2038-11-15      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI                               | SMRT 2022-MINI A 144A FRN 01-15-39                                                                 | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19555000 | PA      | $19514110.50   | 0.01%             | 2039-01-15      | Variable      | 5.34%                 | 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        |    690137 | PA      | $695632.71     | 0.00%             | 2042-09-25      | Variable      | 6.50%                 | 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        |   5306000 | PA      | $7018368.24    | 0.01%             | 2050-08-25      | Variable      | 14.46%                | 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        |   5790000 | PA      | $6366382.92    | 0.00%             | 2050-02-25      | Variable      | 9.26%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA1                                                                  | STACR 2024-DNA1 A1 144A FRN 02-25-44                                                               | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-CBDO         | CORP              | US        |   3137509 | PA      | $3154043.96    | 0.00%             | 2044-02-25      | Variable      | 5.70%                 | Yes           |                  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        |  12566000 | PA      | $12580702.22   | 0.01%             | 2039-05-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| SDR 2024-DSNY                                                                    | SDR 2024-DSNY B 144A FRN 05-15-39                                                                  | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    486000 | PA      | $485520.80     | 0.00%             | 2039-05-15      | Variable      | 6.08%                 | 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        |   4360000 | PA      | $4774047.40    | 0.00%             | 2050-01-25      | Variable      | 9.71%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | NOVELIS CORP 144A LIFE SR UNSEC 3.875% 08-15-31                                                    | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   8912000 | PA      | $8001808.53    | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 1.85% 09-16-26                                   | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |  17890000 | PA      | $17177888.55   | 0.01%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.45% 09-15-28                                   | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   9883000 | PA      | $8937542.81    | 0.01%             | 2028-09-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 5.5% 03-15-29                                                                | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  95140000 | PA      | $93153191.38   | 0.07%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STACR 2024-DNA2                                                                  | STACR 2024-DNA2 M1 144A FRN 05-25-44                                                               | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-CBDO         | CORP              | US        |   2668842 | PA      | $2676987.64    | 0.00%             | 2044-05-25      | Variable      | 5.55%                 | 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        |  11221924 | PA      | $11274633.37   | 0.01%             | 2044-05-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE ENERGY CO SR UNSEC 4.95% 07-01-27                                                              | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1085021.15    | 0.00%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 144A LIFE SR UNSEC 6.875% 09-01-32                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   7235000 | PA      | $7443722.52    | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| STAR 2024-SFR4                                                                   | STAR 2024-SFR4 A 144A FRN 10-17-41                                                                 | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8655842 | PA      | $8719358.50    | 0.01%             | 2041-10-17      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA3                                                                  | STACR 2024-DNA3 M1 144A FRN 10-25-44                                                               | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |   1231219 | PA      | $1231162.37    | 0.00%             | 2044-10-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA3                                                                  | STACR 2024-DNA3 A1 144A FRN 10-25-44                                                               | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |   1797500 | PA      | $1799006.31    | 0.00%             | 2044-10-25      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA3                                                                  | STACR 2024-DNA3 M2 144A FRN 10-25-44                                                               | CUSIP: 35564NFA6<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |   1142000 | PA      | $1145366.62    | 0.00%             | 2044-10-25      | Variable      | 5.80%                 | Yes           |                  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        |    186535 | PA      | $190240.10     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5692 05-01-54                                                                      | CUSIP: 3132DTKD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    233915 | PA      | $239464.07     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5                                                                   | STAR 2025-SFR5 A 144A FRN 02-17-42                                                                 | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1918000 | PA      | $1920721.64    | 0.00%             | 2042-02-17      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| SWCH 2025-DATA                                                                   | SWCH 2025-DATA A 144A FRN 03-15-42                                                                 | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18296000 | PA      | $18233208.13   | 0.01%             | 2042-03-15      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-5                                            | VERUS 2023-5 A1 144A 6.476% 06-25-68                                                               | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-CBDO         | CORP              | US        |   4215081 | PA      | $4235262.43    | 0.00%             | 2068-06-25      | Variable      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-2                                                                     | VERUS 2024-2 A1 144A 6.095% 02-25-69                                                               | CUSIP: 92539UAA8<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-CBDO         | CORP              | US        |   2538398 | PA      | $2554630.75    | 0.00%             | 2069-02-25      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | LIBERTY MUTUAL GROUP INC 144A LIFE SR UNSEC 4.569% 02-01-29                                        | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   2929000 | PA      | $2927602.87    | 0.00%             | 2029-02-01      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                        | MELCO RESORTS FINANCE LTD 144A LIFE SR UNSEC 5.75% 07-21-28                                        | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | HK        |  11330000 | PA      | $11121426.03   | 0.01%             | 2028-07-21      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 7.375% 05-15-27                                           | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |  14885000 | PA      | $15036216.72   | 0.01%             | 2027-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                               | NORTHWESTERN MUTUAL GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 1.75% 01-11-27                    | CUSIP: 66815L2F5<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8192580.50    | 0.01%             | 2027-01-11      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 2.45% 07-15-28                                                               | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  15555000 | PA      | $14192335.34   | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | CHENIERE ENERGY INC SR UNSEC 4.625% 10-15-28                                                       | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |  22775000 | PA      | $22660737.83   | 0.02%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC SR UNSEC 2.25% 08-01-31                                                   | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3713000 | PA      | $3219661.12    | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | 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        |   1995000 | PA      | $1938890.63    | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSEC 1.75% 03-01-26                                                                    | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1917413.55    | 0.00%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP INC SR UNSEC 1.979% 09-08-31/30                                             | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   3350000 | PA      | $2927632.00    | 0.00%             | 2031-09-08      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 2.625% 08-01-31                                                              | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  16982000 | PA      | $14192214.02   | 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        |  42039000 | PA      | $36259562.36   | 0.03%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8219 06-01-54                                                                      | CUSIP: 3140XQDZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    373848 | PA      | $382685.56     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD3432 07-01-53                                                                      | CUSIP: 3132DQY59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    319203 | PA      | $327092.14     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                                  | CLARIVATE SCIENCE HOLDINGS CORP 144A LIFE SR SEC 1ST LIEN 3.875% 07-01-28                          | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12595000 | PA      | $12049775.05   | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                                  | CLARIVATE SCIENCE HOLDINGS CORP 144A LIFE SR UNSEC 4.875% 07-01-29                                 | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25820000 | PA      | $24202196.26   | 0.02%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 144A LIFE SR UNSEC 4.625% 10-15-29                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |  19495000 | PA      | $18437376.76   | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | 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        | 115458000 | PA      | $108735688.87  | 0.08%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  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        |    335881 | PA      | $341782.70     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8223 06-01-54                                                                      | CUSIP: 3140XQD53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    407066 | PA      | $413960.30     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS 2024-HULA                                                                     | FS 2024-HULA A 144A FRN 08-15-39                                                                   | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8032528.00    | 0.01%             | 2039-08-15      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2206 08-01-54                                                                      | CUSIP: 3142GSNY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    649513 | PA      | $648263.89     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.625% 10-01-31                                             | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |  83345000 | PA      | $74667785.36   | 0.06%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                        | CNX MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 4.75% 04-15-30                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8065000 | PA      | $7626820.49    | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 4.15% 12-01-44                                            | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    987000 | PA      | $807041.28     | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                                | DEVON ENERGY CORP SR UNSEC 5.2% 09-15-34                                                           | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   3183000 | PA      | $3093656.37    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA 144A LIFE SR UNSEC 5.625% 10-15-28                                  | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |   3465000 | PA      | $2918853.63    | 0.00%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CANPACK SA                                                                       | CANPACK SA 144A LIFE SR UNSEC 3.875% 11-15-29                                                      | CUSIP: 13806CAA0<br>LEI: 259400TS8W5E4ILGVP08 | Long             | DBT              | CORP              | PL        |  21747000 | PA      | $20274575.87   | 0.02%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 2.52% 11-03-32/31                                                           | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4748000 | PA      | $4146058.06    | 0.00%             | 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        |  24745000 | PA      | $21701488.73   | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  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        |   3035049 | PA      | $3050224.63    | 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        |    462915 | PA      | $465229.21     | 0.00%             | 2029-09-13      | Variable      | 11.43%                | Yes           |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                             | REWORLD HOLDING CORP 144A LIFE SR UNSEC 4.875% 12-01-29                                            | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |  19365000 | PA      | $18511042.23   | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 1.75% 12-02-26                                                | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   3015000 | PA      | $2909257.92    | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.0% 12-02-41                                                 | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1028000 | PA      | $745733.82     | 0.00%             | 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        |   3204000 | PA      | $2094836.08    | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 9.25% 10-01-28                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |  23240000 | PA      | $24318382.48   | 0.02%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORP                                                                    | M&T BANK CORP SR UNSEC 7.413% 10-30-29/28                                                          | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |  13352000 | PA      | $14455008.72   | 0.01%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-1                                                                     | DRIVE 24-1 C 5.43% 11-17-31/10-15-27                                                               | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3253000 | PA      | $3286001.69    | 0.00%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST DTRT_24-1                                            | DTRT 24-1 A2 5.6% 04-15-26/08-15-25                                                                | CUSIP: 233874AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164822 | PA      | $164900.78     | 0.00%             | 2026-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                         | COTY INC 144A LIFE SR SEC 1ST LIEN 4.75% 01-15-29                                                  | CUSIP: 222070AG9<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |  10624000 | PA      | $10432141.18   | 0.01%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 02-01-32                                                      | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  55115000 | PA      | $50999122.03   | 0.04%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST DTRT_24-1                                            | DTRT 24-1 A3 5.49% 12-15-27/04-15-27                                                               | CUSIP: 233874AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6421000 | PA      | $6472252.42    | 0.00%             | 2027-12-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1A                                                                    | DLLAD 24-1 A3 144A 5.30% 07-20-29/06-20-28                                                         | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1718000 | PA      | $1746063.53    | 0.00%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                                     | SCIENTIFIC GAMES HOLDINGS LP TL (TSFR3M+300) (FLR 0.5) FRN 04-04-29                                | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |  28426388 | PA      | $28450067.12   | 0.02%             | 2029-04-04      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                          | FIRST STUDENT BIDCO INC TL-B 1ST LIEN (TSFR3M+250) (FLR 0.5) FRN 07-21-28                          | CUSIP: 33718FAK6<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |   4447479 | PA      | $4458135.46    | 0.00%             | 2028-07-21      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1A                                                                    | DLLAD 24-1 A4 144A 5.38% 09-22-31/12-20-28                                                         | CUSIP: 23346MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    844000 | PA      | $870463.62     | 0.00%             | 2031-09-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2024-1A                                                                    | DLLAD 24-1 A2 144A 5.50% 08-20-27/06-22-26                                                         | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1545056 | PA      | $1551342.49    | 0.00%             | 2027-08-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-3                                            | VERUS 2024-3 A1 144A 6.338% 04-25-69                                                               | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-CBDO         | CORP              | US        |   7244745 | PA      | $7316743.49    | 0.01%             | 2069-04-25      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-4                                                                     | VERUS 2024-4 A2 144A 6.572% 06-25-69                                                               | CUSIP: 92540GAB4<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |   1610366 | PA      | $1627065.22    | 0.00%             | 2069-06-25      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-3A                                                                     | EART 24-3 D 5.98% 09-16-30                                                                         | CUSIP: 30165AAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4746000 | PA      | $4832415.17    | 0.00%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| DEXT 2023-1                                                                      | DEXT 23-1 A2 144A 5.99% 03-15-32                                                                   | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5385029 | PA      | $5401592.90    | 0.00%             | 2032-03-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                                | DEVON ENERGY CORP SR UNSEC 5.75% 09-15-54                                                          | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |  12317000 | PA      | $11043656.22   | 0.01%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 4.999% 09-11-30/29                                                    | CUSIP: 251526CX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3025839.00    | 0.00%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DEFT 2025-1                                                                      | DEFT 25-1 A2 144A 4.68% 07-22-27/01-22-27                                                          | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1503559.50    | 0.00%             | 2027-07-22      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| DRVPNK_25-1                                                                      | DRVPNK 2025-1A A2 144A 4.72% 04-10-28/11-10-26                                                     | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    679000 | PA      | $679765.91     | 0.00%             | 2028-04-10      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | STATE OF ILLINOIS 7.35% 07-01-35                                                                   | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    250000 | PA      | $270611.25     | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | STATE OF ILLINOIS 6.725% 04-01-35                                                                  | CUSIP: 452152FA4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   3461538 | PA      | $3651808.86    | 0.00%             | 2035-04-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2                                    | EART 2021-2A D 1.4% 04-15-27                                                                       | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3464359 | PA      | $3414289.07    | 0.00%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                                    | EART 22-4A C 4.92% 12-15-28                                                                        | CUSIP: 30166BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    663543 | PA      | $663504.71     | 0.00%             | 2028-12-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-07-36                                                 | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  58740000 | PA      | $57726735.00   | 0.04%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                                 | NATIONSTAR MORTGAGE HOLDINGS INC 144A LIFE SR UNSEC 7.125% 02-01-32                                | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13930000 | PA      | $14557504.71   | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| GALC 2024-2                                                                      | GALC 24-2 A3 144A 5.0% 09-15-28/03-15-28                                                           | CUSIP: 39154GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    528000 | PA      | $533323.30     | 0.00%             | 2028-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GALC 2024-2                                                                      | GALC 24-2 A2 144A 5.28% 03-15-27/09-15-26                                                          | CUSIP: 39154GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    618190 | PA      | $620401.45     | 0.00%             | 2027-03-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-3A                                                                     | GCAR 24-3 C 144A 5.21% 02-18-31                                                                    | CUSIP: 37989AAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2661000 | PA      | $2682583.37    | 0.00%             | 2031-02-18      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-3A                                                                     | GCAR 24-3 B 144A 5.08% 01-16-29                                                                    | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2842000 | PA      | $2853220.22    | 0.00%             | 2029-01-16      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                               | NORTHWESTERN MUTUAL GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.11% 09-12-27                    | CUSIP: 66815L2T5<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2992434.00    | 0.00%             | 2027-09-12      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC SR UNSEC 6.375% 05-15-30                                                         | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |  13545000 | PA      | $13159509.30   | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                          | FIRST STUDENT BIDCO INC TL-C 1ST LIEN (TSFR3M+250) (FLR 0.5) FRN 07-21-28                          | CUSIP: 33718FAM2<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |   1423440 | PA      | $1426850.12    | 0.00%             | 2028-07-21      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| CRC INSURANCE GROUP LLC                                                          | TRUIST INSURANCE HOLDINGS LLC TL 2ND LIEN (TSFR3M+475) (FLR 0.00) FRN 05-06-32                     | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  46810526 | PA      | $47922276.32   | 0.04%             | 2032-05-06      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| GMREV 2024-2                                                                     | GMREV 24-2 A 144A 4.52% 03-11-37/09-11-29                                                          | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11802000 | PA      | $11858614.19   | 0.01%             | 2037-03-11      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-4A                                                                     | GSAR 24-4 A2 144A 4.43% 12-17-29/01-18-28                                                          | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1528932 | PA      | $1525891.27    | 0.00%             | 2029-12-17      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.375% 04-30-30                                           | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4911000 | PA      | $4879491.02    | 0.00%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 04-30-35                                           | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3667000 | PA      | $3593766.34    | 0.00%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS 144A LIFE SR SEC 1ST LIEN 5.25% 05-15-30                                                       | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  38125000 | PA      | $33387206.25   | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSEC 4.4% 04-05-52                                                    | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2907000 | PA      | $2328425.60    | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 144A LIFE SR UNSEC 4.375% 06-15-31                                                | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9670000 | PA      | $9211081.14    | 0.01%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                            | DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 5.875% 08-15-27                                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  80985000 | PA      | $80590441.08   | 0.06%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSEC 3.65% 04-05-27                                                   | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   7215000 | PA      | $7110512.37    | 0.01%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSEC 3.9% 04-05-32                                                    | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2303000 | PA      | $2165711.26    | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                  | PENNYMAC FINANCIAL SERVICES INC 144A LIFE SR UNSEC 6.875% 05-15-32                                 | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |  32290000 | PA      | $32927049.41   | 0.02%             | 2032-05-15      | Fixed         | 6.88%                 | 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        |   9810000 | PA      | $10009113.57   | 0.01%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP 144A SR UNSEC 4.75% 01-15-31                                                              | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   4445000 | PA      | $4381143.13    | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 6.25% 03-15-30                                                       | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |  11743000 | PA      | $11932144.50   | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | STATE OF ILLINOIS 5.1% 06-01-33                                                                    | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        | 136021667 | PA      | $139074264.97  | 0.10%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | STATE OF ILLINOIS 4.91% 04-01-27                                                                   | CUSIP: 452152QU8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1110681.00    | 0.00%             | 2027-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG RESOURCES INC SR UNSEC 5.0% 07-15-32                                                           | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3024231.00    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG RESOURCES INC SR UNSEC 5.95% 07-15-55                                                          | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4042628.00    | 0.00%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.95% 03-01-26                                         | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  21350000 | PA      | $21116089.40   | 0.02%             | 2026-03-01      | Fixed         | 2.95%                 | 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        |   3000000 | PA      | $2977983.00    | 0.00%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                              | PROGRESS ENERGY INC SR UNSEC 7.0% 10-30-31                                                         | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $4198316.25    | 0.00%             | 2031-10-30      | Fixed         | 7.00%                 | 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        |  23557000 | PA      | $18262540.69   | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2210 08-01-54                                                                      | CUSIP: 3142GSN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    414716 | PA      | $420976.96     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2247 08-01-54                                                                      | CUSIP: 3142GSP93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    559116 | PA      | $581200.97     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG RESOURCES INC SR UNSEC 5.35% 01-15-36                                                          | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3023790.00    | 0.00%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                         | EAGLE FUNDING LUXCO SARL 144A LIFE SR UNSEC SF 5.5% 08-17-30                                       | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        | 145396000 | PA      | $146232027.00  | 0.11%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.875% 08-04-26                                                       | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  24572000 | PA      | $24686038.65   | 0.02%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.5% 03-13-27                                                         | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  49635000 | PA      | $49685578.07   | 0.04%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSEC 4.75% 01-15-26                                                         | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6000324.00    | 0.00%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                                                        | EMERA INC SUB (H) 6.75% 06-15-76/26                                                                | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |  35774000 | PA      | $36122259.89   | 0.03%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| EMBARQ LLC                                                                       | EMBARQ LLC SR UNSEC 7.995% 06-01-36                                                                | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  78221000 | PA      | $38610276.71   | 0.03%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSEC 4.2% 04-15-27                                                          | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2436179.55    | 0.00%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2200 08-01-54                                                                      | CUSIP: 3142GSNS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1024141 | PA      | $1021142.69    | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2243 08-01-54                                                                      | CUSIP: 3142GSP51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    592153 | PA      | $590785.46     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENERGY PARTNERS LP SR UNSEC 4.7% 11-01-42                                            | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |  33265000 | PA      | $28678854.25   | 0.02%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28                                                      | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   7020000 | PA      | $6810186.24    | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2203 08-01-54                                                                      | CUSIP: 3142GSNV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    104465 | PA      | $104320.18     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | 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        |    603671 | PA      | $613896.26     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSEC 4.95% 06-15-28                                                         | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1970985.90    | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                 | EXXON MOBIL CORP SR UNSEC 2.44% 08-16-29                                                           | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61121.78      | 0.00%             | 2029-08-16      | Fixed         | 2.44%                 | 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        |    938378 | PA      | $960596.66     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2308 09-01-54                                                                      | CUSIP: 3142GSR67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1004858 | PA      | $1028805.41    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                         | UNITED NATURAL FOODS INC TL-B 1ST LIEN (TSFR3M+475)(FLR 0.0) FRN 05-01-31                          | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |  16717759 | PA      | $16884936.70   | 0.01%             | 2031-05-01      | Variable      | 9.11%                 | No            |                  2 | On Loan: No      |
| VENATOR MATERIALS LLC                                                            | VENATOR MATERIAL LLC PIK TL 1ST LIEN (TSFR3M+200) FRN 01-16-26                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   9235257 | PA      | $5079391.55    | 0.00%             | 2026-01-16      | Variable      | 6.32%                 | No            |                  3 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                            | ENCOMPASS HEALTH CORP SR UNSEC 4.5% 02-01-28                                                       | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |  13743000 | PA      | $13523098.26   | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                            | ENCOMPASS HEALTH CORP SR UNSEC 4.75% 02-01-30                                                      | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |   4560000 | PA      | $4460810.88    | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH                                                      | MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY 6.352% 07-01-49                                      | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   7100000 | PA      | $7257399.90    | 0.01%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 2.891% 04-06-36                                                        | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2050450.88    | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 3.2% 02-15-52                                           | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $261733.60     | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                            | ELEMENT SOLUTIONS INC 144A LIFE SR UNSEC 3.875% 09-01-28                                           | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |  21085000 | PA      | $20330873.89   | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  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        |  22355000 | PA      | $21747480.52   | 0.02%             | 2034-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | GENERAL DYNAMICS CORP                                                                              | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |     35000 | NS      | $10906350.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                           | ENERGIZER HOLDINGS INC 144A LIFE SR UNSEC 4.375% 03-31-29                                          | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |  17615000 | PA      | $16721849.04   | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                     | ENTEGRIS INC 144A LIFE SR UNSEC 3.625% 05-01-29                                                    | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $28176720.00   | 0.02%             | 2029-05-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 2.311% 11-16-27/26                                                    | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30403000 | PA      | $29508756.56   | 0.02%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.113% 05-03-29                                                  | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  16757000 | PA      | $16400578.61   | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC SR UNSEC 1.45% 05-15-26                                                                | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |  13335000 | PA      | $12997264.46   | 0.01%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | EXTRA SPACE STORAGE LP SR UNSEC 2.35% 03-15-32                                                     | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1949000 | PA      | $1661859.68    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | GILEAD SCIENCES INC                                                                                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |  19619859 | NS      | $2203113967.11 | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                                                | GENERAL MILLS INC                                                                                  | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |   4390196 | NS      | $215031800.08  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 12-01-27                                          | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  18970000 | PA      | $18328586.36   | 0.01%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | PRUDENTIAL FINANCIAL INC SR UNSEC 4.35% 02-25-50                                                   | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   5205000 | PA      | $4278249.75    | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GLENCORE PLC                                                                     | GLENCORE PLC                                                                                       | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | CH        |  34348125 | NS      | $137813494.73  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC                                                                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |    898702 | NS      | $650291780.18  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 8.0% 04-15-27                                   | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   8455000 | PA      | $8651925.41    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                | GENESIS ENERGY LP SR UNSEC 8.875% 04-15-30                                                         | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |  31359000 | PA      | $33223010.32   | 0.02%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                                                          | GSK PLC                                                                                            | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |   7980524 | NS      | $146981948.25  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | HALLIBURTON CO                                                                                     | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |   3247392 | NS      | $72741580.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL REG S SR SEC 1ST LIEN SF 6.129% 02-23-38                            | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |   6150000 | PA      | $6402654.30    | 0.00%             | 2038-02-23      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL REG S SR SEC 1ST LIEN SF 6.51% 02-23-42                             | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |   3555000 | PA      | $3729141.68    | 0.00%             | 2042-02-23      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                | CLARIOS GLOBAL LP 144A LIFE SR UNSEC 8.5% 05-15-27                                                 | CUSIP: 69867DAC2<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |  15740000 | PA      | $15865353.36   | 0.01%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HOLDINGS INC 144A LIFE SR UNSEC 5.5% 12-15-29                                                 | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |  20825000 | PA      | $20657504.53   | 0.02%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | GILEAD SCIENCES INC SR UNSEC 5.25% 10-15-33                                                        | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   7353000 | PA      | $7580067.99    | 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        |   3059000 | PA      | $3006229.19    | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | HASBRO INC                                                                                         | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |    153315 | NS      | $11523155.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC                                                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |   2624193 | NS      | $964417169.43  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2312 09-01-54                                                                      | CUSIP: 3142GSSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1079102 | PA      | $1100520.84    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8756 08-01-54                                                                      | CUSIP: 3140XQWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    369760 | PA      | $377099.47     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD6029 08-01-54                                                                      | CUSIP: 3132DTVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    571843 | PA      | $583193.88     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4916 08-01-54                                                                      | CUSIP: 3140M6PA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    441716 | PA      | $449197.47     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5813 07-01-54                                                                      | CUSIP: 3132DTN63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    960402 | PA      | $982635.81     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8757 08-01-54                                                                      | CUSIP: 3140XQWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    910543 | PA      | $930011.17     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4968 08-01-54                                                                      | CUSIP: 3140M6QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    301409 | PA      | $305785.11     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8866 09-01-54                                                                      | CUSIP: 3140XQZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    912203 | PA      | $930309.15     | 0.00%             | 2054-09-01      | 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        |    519433 | PA      | $528230.77     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5470 09-01-54                                                                      | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  21852396 | PA      | $21768155.23   | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 CB4620 09-01-52                                                                      | CUSIP: 3140QQD28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14866984 | PA      | $14623641.01   | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BU4946 09-01-54                                                                      | CUSIP: 3140M6P80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    482812 | PA      | $480950.28     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QJ3044 09-01-54                                                                      | CUSIP: 3133CTLZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    983475 | PA      | $979683.61     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 4.0 BF0133 08-01-56                                                                         | CUSIP: 3140FXEF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3472605 | PA      | $3215941.47    | 0.00%             | 2056-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 2.5 BF0546 07-01-61                                                                         | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11181859 | PA      | $8784278.32    | 0.01%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8446 07-01-54                                                                      | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  23215561 | PA      | $23126064.93   | 0.02%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | PRUDENTIAL FINANCIAL INC SR UNSEC 3.7% 03-13-51                                                    | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    755000 | PA      | $552151.13     | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 5.5% 10-15-27                                        | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |  12980000 | PA      | $12970550.56   | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PAYPAL HOLDINGS INC SR UNSEC 2.65% 10-01-26                                                        | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    957000 | PA      | $938925.14     | 0.00%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                                      | SURGERY CENTER HOLDINGS INC 144A LIFE SR UNSEC 7.25% 04-15-32                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |  28690000 | PA      | $29535121.33   | 0.02%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  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        |    323173 | PA      | $334408.48     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | 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        |    742081 | PA      | $743608.99     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2408 09-01-54                                                                      | CUSIP: 3142GSVA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    667002 | PA      | $665461.91     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD5712 01-01-52                                                                      | CUSIP: 3132DTKZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2641421 | PA      | $2179412.40    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                         | BOOST NEWCO BORROWER LLC 144A LIFE SR SEC 1ST LIEN 7.5% 01-15-31                                   | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |  15025000 | PA      | $15895563.53   | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                | GENESIS ENERGY LP SR UNSEC 8.25% 01-15-29                                                          | CUSIP: 37185LAP7<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |  28935000 | PA      | $30204928.22   | 0.02%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                     | GCAR 24-4 C 144A 5.1% 06-17-30/02-15-28                                                            | CUSIP: 36270YAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4809000 | PA      | $4846351.50    | 0.00%             | 2030-06-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-3                                       | HERTZ 23-3A A 144A 5.94% 02-25-28/02-25-27                                                         | CUSIP: 42806MCA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    281000 | PA      | $285138.85     | 0.00%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 144A LIFE SR UNSEC 7.0% 05-01-29                                                         | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |  10240000 | PA      | $10607134.72   | 0.01%             | 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        |   1385000 | PA      | $1452802.68    | 0.00%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  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        |  24347947 | PA      | $21401675.21   | 0.02%             | 2063-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 4.0 BF0786 12-01-63                                                                         | CUSIP: 3140FX2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4467318 | PA      | $4097755.01    | 0.00%             | 2063-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP/MA                                                            | GLOBAL PARTNERS LP 144A LIFE SR UNSEC 8.25% 01-15-32                                               | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7690000 | PA      | $8069962.90    | 0.01%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE 2 PLC                                                        | HOWDEN UK REFINANCE 2 PLC 144A LIFE SR UNSEC 8.125% 02-15-32                                       | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |  13920000 | PA      | $14509331.04   | 0.01%             | 2032-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 06-01-31                                       | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $9067987.50    | 0.01%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 8.375% 06-15-29                                                  | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |  52506000 | PA      | $54453657.56   | 0.04%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                       | HERTZ 25-1 A 144A 4.91% 09-25-29/28                                                                | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2343000 | PA      | $2341395.05    | 0.00%             | 2029-09-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2025-1A                                                                    | HPEFS 2025-1A A2 144A 4.49% 09-20-32                                                               | CUSIP: 40446EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1500285.00    | 0.00%             | 2032-09-20      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                                 | FXI HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 12.25% 11-15-26                                         | CUSIP: 35166FAA0<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |  24259000 | PA      | $21772452.50   | 0.02%             | 2026-11-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                                  | FAIR ISAAC CORP 144A LIFE SR UNSEC 4.0% 06-15-28                                                   | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |  16730000 | PA      | $16173710.77   | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | 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        |  26210000 | PA      | $27163598.43   | 0.02%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC SR UNSEC 5.75% 04-15-54                                                                 | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3916000 | PA      | $3640865.76    | 0.00%             | 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        |   6292000 | PA      | $6420054.78    | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                                     | HELIOS SOFTWARE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.75% 05-01-29                              | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |  43925000 | PA      | $44839474.58   | 0.03%             | 2029-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 4.271% 01-09-27                                                  | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   8820000 | PA      | $8692436.34    | 0.01%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30                                                           | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2294662.50    | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                           | HARVEST MIDSTREAM I LP 144A LIFE SR UNSEC 7.5% 05-15-32                                            | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |  18570000 | PA      | $19321137.93   | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                     | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 6.5% 06-01-29                                      | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7135000 | PA      | $7355157.56    | 0.01%             | 2029-06-01      | Fixed         | 6.50%                 | 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        |  19575000 | PA      | $20055213.90   | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 5.3% 06-25-54                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8103577.00    | 0.01%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSEC 1.6% 01-15-26                                                            | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    989000 | PA      | $974377.64     | 0.00%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSEC 2.25% 09-01-30                                                           | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132966.45     | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8401 02-01-54                                                                      | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    680275 | PA      | $677704.72     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 QJ1576 08-01-54                                                                      | CUSIP: 3133CRXD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3475158 | PA      | $3591551.68    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 4.125% 08-17-27                                                  | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  20420000 | PA      | $19900780.66   | 0.01%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.875% 10-15-27                                      | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |  47346000 | PA      | $47459867.13   | 0.04%             | 2027-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD5856 01-01-54                                                                      | CUSIP: 3132DTQH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  12297405 | PA      | $11008095.87   | 0.01%             | 2054-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8439 06-01-54                                                                      | CUSIP: 3132DWLU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     94331 | PA      | $95723.69      | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 3.375% 11-13-25                                                  | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $7662223.80    | 0.01%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 4.0% 11-13-30                                                    | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  51645000 | PA      | $47432420.64   | 0.04%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 8.875% 06-15-32                                                  | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |  20406000 | PA      | $21355919.71   | 0.02%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 6.124% 05-31-27/26                                             | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3612140.68    | 0.00%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD2621 12-01-51                                                                      | CUSIP: 3133AY4E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3495250 | PA      | $2867842.07    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS6631 07-01-52                                                                      | CUSIP: 3140XNLM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    989038 | PA      | $813471.82     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.275% 06-24-27                                              | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  12573000 | PA      | $12689325.40   | 0.01%             | 2027-06-24      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.45% 06-24-26                                               | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   8611000 | PA      | $8675272.50    | 0.01%             | 2026-06-24      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.4% 06-24-31                                                | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4051000 | PA      | $4143662.57    | 0.00%             | 2031-06-24      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER HOLDING LLC 144A LIFE SR UNSEC 9.125% 01-31-30                                           | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |  39065000 | PA      | $41711888.14   | 0.03%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 RA6909 03-01-52                                                                      | CUSIP: 3133KNVA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     26497 | PA      | $23719.20      | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD8327 04-01-53                                                                      | CUSIP: 3132DWHC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    390301 | PA      | $349380.27     | 0.00%             | 2053-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.3% 09-24-27                                           | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2979261.00    | 0.00%             | 2027-09-24      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 5.13% 11-19-28/27                                                       | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  15000000 | PA      | $15160320.00   | 0.01%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BV7255 06-01-52                                                                      | CUSIP: 3140MMBZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32465 | PA      | $29061.02      | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB4468 08-01-54                                                                      | CUSIP: 3140AD6E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    191398 | PA      | $194245.76     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JDOT 2024-A                                                                      | JDOT 24-A A3 4.96% 11-15-28/10-15-27                                                               | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4612000 | PA      | $4645460.06    | 0.00%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO LTD JTWN_19-1A                                                     | JTWN 2019-1A A2BR CLO 144A FRN 04-20-32                                                            | CUSIP: 47047JAN4<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-O            | CORP              | US        |   3826000 | PA      | $3836881.14    | 0.00%             | 2032-04-20      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| JAMESTOWN CLO LTD JTWN_19-1A                                                     | JTWN 2019-1A A1R CLO 144A FRN 04-20-32                                                             | CUSIP: 47047JAJ3<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-O            | CORP              | US        |   4642087 | PA      | $4645377.92    | 0.00%             | 2032-04-20      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_22-1                                            | LADAR 22-1 A 144A 5.21% 06-15-27/06-16-25                                                          | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96936 | PA      | $96969.45      | 0.00%             | 2027-06-15      | Fixed         | 5.21%                 | 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        |  19570000 | PA      | $19951243.17   | 0.01%             | 2029-10-31      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL SR UNSEC 5.935% 08-02-30/29                                                    | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |  14592000 | PA      | $15002210.30   | 0.01%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5497 10-01-54                                                                      | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2908514 | PA      | $2895501.39    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD6328 09-01-54                                                                      | CUSIP: 3132DUA56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2168599 | PA      | $2175021.93    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FS8509 03-01-53                                                                      | CUSIP: 3140XQN37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  82795512 | PA      | $74120364.18   | 0.06%             | 2053-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BP5576 06-01-50                                                                      | CUSIP: 3140KDFS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6700048 | PA      | $5508035.66    | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 5.0% 05-01-28                       | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6015000 | PA      | $6012606.03    | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 6.75% 05-01-29                      | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  78240000 | PA      | $79051192.32   | 0.06%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-16-28                                                    | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  19180000 | PA      | $18003748.14   | 0.01%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                     | FIRSTENERGY TRANSMISSION LLC 144A LIFE SR UNSEC 2.866% 09-15-28                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   4325000 | PA      | $4118239.05    | 0.00%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-4                                            | LADAR 23-4 A3 144A 6.1% 12-15-27/01-15-26                                                          | CUSIP: 50571AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2553897 | PA      | $2563067.74    | 0.00%             | 2027-12-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                    | LADAR 24-3 A2 144A 4.64% 11-15-27/06-15-26                                                         | CUSIP: 505709AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2428076 | PA      | $2427204.79    | 0.00%             | 2027-11-15      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                                      | FTAI AVIATION INVESTORS LLC 144A LIFE SR UNSEC 5.5% 05-01-28                                       | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |  30400000 | PA      | $30349566.40   | 0.02%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC SR SEC 2ND LIEN 5.875% 11-01-29                               | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  57407000 | PA      | $58052484.31   | 0.04%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BP5482 06-01-50                                                                      | CUSIP: 3140KDCU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    481173 | PA      | $395572.24     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SI2108 04-01-51                                                                      | CUSIP: 3133USKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    869415 | PA      | $713970.43     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA6652 01-01-52                                                                      | CUSIP: 3133KNL92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    565379 | PA      | $464818.17     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BO3491 10-01-49                                                                      | CUSIP: 3140JX2Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     45654 | PA      | $37533.31      | 0.00%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA7278 10-01-50                                                                      | CUSIP: 3140QFCQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1735993 | PA      | $1427724.23    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7093 04-01-51                                                                      | CUSIP: 3140XA3B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2112311 | PA      | $1733231.83    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 3.625% 06-17-31                                                  | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  21447000 | PA      | $19065010.39   | 0.01%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                                          | FIRST STUDENT BIDCO INC 144A LIFE SR SEC 1ST LIEN 4.0% 07-31-29                                    | CUSIP: 337120AA7<br>LEI: 2549006DRO2F06AA1391 | Long             | DBT              | CORP              | US        |  38200000 | PA      | $36059921.40   | 0.03%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7527 05-01-51                                                                      | CUSIP: 3140XBLH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2421609 | PA      | $1986993.52    | 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        |   1910010 | PA      | $1567228.00    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS5613 01-01-52                                                                      | CUSIP: 3140XMGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2315645 | PA      | $1900030.82    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM9515 11-01-51                                                                      | CUSIP: 3140XDSD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1788456 | PA      | $1474204.85    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                    | LADAR 24-3 C 144A 4.93% 03-15-30/09-15-28                                                          | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    592000 | PA      | $595388.61     | 0.00%             | 2030-03-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                    | LADAR 24-3 D 144A 5.18% 02-17-32/11-15-28                                                          | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    671000 | PA      | $676319.69     | 0.00%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                 | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.125% 03-27-33                                          | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   3981000 | PA      | $4031602.49    | 0.00%             | 2033-03-27      | Fixed         | 5.12%                 | 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        |   4680000 | PA      | $4805484.84    | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 6.0% 01-15-30                       | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  59229000 | PA      | $59980852.93   | 0.04%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO SR UNSEC 3.25% 02-12-32                                                              | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  40575000 | PA      | $34393723.35   | 0.03%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                    | LADAR 24-3 A4 144A 4.6% 12-17-29/01-18-28                                                          | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    888000 | PA      | $890643.58     | 0.00%             | 2029-12-17      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                    | LADAR 24-3 A3 144A 4.52% 03-15-29/08-16-27                                                         | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1685000 | PA      | $1685335.32    | 0.00%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-10-29                                                    | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $15479894.00   | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 4.95% 05-28-27                                                   | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    680000 | PA      | $674742.24     | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | HYATT HOTELS CORP SR UNSEC 5.05% 03-30-28                                                          | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   7086000 | PA      | $7157908.73    | 0.01%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.15% 03-27-30                                          | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  21000000 | PA      | $21249816.00   | 0.02%             | 2030-03-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                   | BLACKSTONE PRIVATE CREDIT FUND SR UNSEC 6.0% 11-22-34                                              | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |  35920000 | PA      | $35707138.08   | 0.03%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 6.027% 05-28-36/35                                                   | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   8760000 | PA      | $9045576.00    | 0.01%             | 2036-05-28      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC                                         | MHC 2021-MHC A 144A FRN 04-15-38                                                                   | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    785397 | PA      | $785694.31     | 0.00%             | 2038-04-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| MAGNE 2019-22A                                                                   | MAGNE 2019-22A ARR CLO 144A FRN 07-15-36                                                           | CUSIP: 55954HAW2<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-O            | CORP              | US        |   6466000 | PA      | $6471884.06    | 0.00%             | 2036-07-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.85% 03-25-27                                          | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25090750.00   | 0.02%             | 2027-03-25      | Fixed         | 4.85%                 | Yes           |                  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        |  18605000 | PA      | $19240565.41   | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                      | MLANE 2024-A 144A 6.2% 08-15-29/06-15-26                                                           | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1414000 | PA      | $1423552.98    | 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        |   1198000 | PA      | $1205057.42    | 0.00%             | 2029-08-15      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS2660 02-01-52                                                                      | CUSIP: 3140XH5W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2034313 | PA      | $1670474.14    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QB5662 11-01-50                                                                      | CUSIP: 3133ACJF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1012443 | PA      | $838842.40     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  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        |   7940000 | PA      | $8227817.06    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.875% 06-23-27                                         | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   8450000 | PA      | $8480022.85    | 0.01%             | 2027-06-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 5.389% 05-28-31/30                                                   | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  12679000 | PA      | $12919596.70   | 0.01%             | 2031-05-28      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                     | BANK OF NEW YORK MELLON CORP SR UNSEC 5.316% 06-06-36/35                                           | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   5977000 | PA      | $6093557.48    | 0.00%             | 2036-06-06      | Variable      | 5.32%                 | 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        |    958000 | PA      | $969611.92     | 0.00%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN & BROWN INC SR UNSEC 4.9% 06-23-30                                                           | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    982000 | PA      | $986469.08     | 0.00%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                                              | SHIFT4 PAYMENTS LLC 144A LIFE SR UNSEC 6.75% 08-15-32                                              | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |  14530000 | PA      | $15019588.35   | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 5.353% 09-06-30/29                                             | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   5907000 | PA      | $6014058.47    | 0.00%             | 2030-09-06      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                      | MLANE 2024-A 10.12% 08-15-29/06-15-26                                                              | CUSIP: 60510MBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4045952.00    | 0.00%             | 2029-08-15      | Fixed         | 10.12%                | 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        |   7997065 | PA      | $7672776.13    | 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        |   7811339 | PA      | $7294415.75    | 0.01%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| SDART 2023-1                                                                     | SDART 23-1 B 4.98% 02-15-28/11-17-25                                                               | CUSIP: 80287GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    701366 | PA      | $701474.30     | 0.00%             | 2028-02-15      | Fixed         | 4.98%                 | 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        |  16665000 | PA      | $16854881.01   | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN & BROWN INC SR UNSEC 4.6% 12-23-26                                                           | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5010345.00    | 0.00%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1                             | SFAST 23-1 B 144A 5.71% 01-22-30/09-20-27                                                          | CUSIP: 78398AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1034000 | PA      | $1054180.58    | 0.00%             | 2030-01-22      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1                             | SFAST 23-1 C 144A 5.97% 02-20-31/10-20-27                                                          | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1637000 | PA      | $1675638.11    | 0.00%             | 2031-02-20      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                             | BWX TECHNOLOGIES INC 144A LIFE SR UNSEC 4.125% 06-30-28                                            | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   5190000 | PA      | $5027381.73    | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                 | BOYD GAMING CORP SR UNSEC 4.75% 12-01-27                                                           | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |  22590000 | PA      | $22425183.36   | 0.02%             | 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        |   1540000 | PA      | $1384490.80    | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 3.15% 11-15-25                                                               | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    314000 | PA      | $312565.02     | 0.00%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QB1397 07-01-50                                                                      | CUSIP: 3133A7RS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2292466 | PA      | $1884631.48    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA4179 12-01-50                                                                      | CUSIP: 3133KKUC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1881922 | PA      | $1548300.14    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 2.259% 03-25-28                                                          | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2125791.00    | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                    | BAT INTERNATIONAL FINANCE PLC SR UNSEC 1.668% 03-25-26                                             | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   3050000 | PA      | $2991052.65    | 0.00%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                    | SERVICE CORP INTERNATIONAL SR UNSEC 5.75% 10-15-32                                                 | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |  11135000 | PA      | $11175308.70   | 0.01%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST INC 144A LIFE SR UNSEC 6.5% 07-01-30                                       | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |  14100000 | PA      | $14515301.40   | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1                             | SFAST 23-1 A3 144A 5.47% 10-20-28/12-21-26                                                         | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6870885 | PA      | $6909561.54    | 0.01%             | 2028-10-20      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A1                                        | SYNIT 23-A A 5.54% 07-15-29/26                                                                     | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6264000 | PA      | $6328306.22    | 0.00%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA6168 06-01-50                                                                      | CUSIP: 3140QD2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2014563 | PA      | $1656149.95    | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA3054 07-01-50                                                                      | CUSIP: 3133KJMB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1305643 | PA      | $1073352.12    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  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        |   3958000 | PA      | $3945492.72    | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.9% 03-01-55                                        | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1721011.50    | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SI2106 05-01-51                                                                      | CUSIP: 3133USKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    263279 | PA      | $217469.29     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS8108 01-01-52                                                                      | CUSIP: 3140XQAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    365283 | PA      | $303317.74     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SDART 2023-4                                                                     | SDART 23-4 A3 5.73% 04-17-28/03-16-26                                                              | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1733804 | PA      | $1738743.35    | 0.00%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| SDART 2023-4                                                                     | SDART 23-4 B 5.77% 12-15-28/01-15-27                                                               | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9527000 | PA      | $9633588.08    | 0.01%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SDART 2024-1                                                                     | SDART 24-1 A3 5.25% 04-17-28/04-15-26                                                              | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1066549 | PA      | $1068162.83    | 0.00%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SDART 2024-1                                                                     | SDART 24-1 C 5.45% 03-15-30/07-15-27                                                               | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    745000 | PA      | $754407.12     | 0.00%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QB5799 11-01-50                                                                      | CUSIP: 3133ACNQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     60092 | PA      | $49331.60      | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BN7443 03-01-50                                                                      | CUSIP: 3140JQHV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     53980 | PA      | $44819.08      | 0.00%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ7428 09-01-51                                                                      | CUSIP: 3140KTHE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1194461 | PA      | $983899.36     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA3771 10-01-50                                                                      | CUSIP: 3133KKFL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7204826 | PA      | $5922957.93    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 1.652% 10-06-26/25                                                   | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4575000 | PA      | $4547495.10    | 0.00%             | 2026-10-06      | Variable      | 1.65%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.625% 02-01-31                                                                 | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2567454.24    | 0.00%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST SBALT_24-A                                                 | SBALT 24-A A3 144A 5.39% 11-20-26/03-20-26                                                         | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5842403 | PA      | $5853713.43    | 0.00%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-2                                                                     | SDART 24-2 A2 5.8% 09-15-27/25                                                                     | CUSIP: 80286YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    432346 | PA      | $432491.39     | 0.00%             | 2027-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS5125 10-01-51                                                                      | CUSIP: 3140XLVT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2852259 | PA      | $2340384.36    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM6764 03-01-51                                                                      | CUSIP: 3140XAQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3120117 | PA      | $2560208.79    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS6479 01-01-52                                                                      | CUSIP: 3140XNFV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1829642 | PA      | $1503564.98    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD3478 04-01-52                                                                      | CUSIP: 3132DQ2K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8066237 | PA      | $6618622.10    | 0.00%             | 2052-04-01      | 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        |   1350485 | PA      | $1108121.85    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 2.55% 04-01-32                                                       | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   4508000 | PA      | $3818469.84    | 0.00%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                             | BWX TECHNOLOGIES INC 144A LIFE SR UNSEC 4.125% 04-15-29                                            | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   8595000 | PA      | $8257268.07    | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BOYNE USA INC                                                                    | BOYNE USA INC 144A LIFE SR UNSEC 4.75% 05-15-29                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  31780000 | PA      | $30868486.04   | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                      | BAUSCH HEALTH COS INC 144A LIFE SR SEC 1ST LIEN 4.875% 06-01-28                                    | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $323400.95     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SLM CORP                                                                         | SLM CORP SR UNSEC 6.5% 01-31-30                                                                    | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2884731.83    | 0.00%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                    | SINCLAIR TELEVISION GROUP INC 144A LIFE SR SEC 1ST LIEN 8.125% 02-15-33                            | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |  24070000 | PA      | $24567021.43   | 0.02%             | 2033-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                 | BOYD GAMING CORP 144A LIFE SR UNSEC 4.75% 06-15-31                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |  11255000 | PA      | $10727376.86   | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BIP-V CHINOOK HOLDCO LLC                                                         | CQP HOLDCO LP 144A LIFE SR SEC 1ST LIEN 5.5% 06-15-31                                              | CUSIP: 12657NAA8<br>LEI: 254900KE9EMWN8JWL297 | Long             | DBT              | CORP              | US        |  36675000 | PA      | $35854653.60   | 0.03%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 2.087% 06-14-29/28                                                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4185000 | PA      | $3918658.23    | 0.00%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                          | BOOZ ALLEN HAMILTON INC 144A LIFE SR UNSEC 4.0% 07-01-29                                           | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |  17037000 | PA      | $16495717.47   | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-2                                                                     | SDART 24-2 B 5.78% 07-16-29/04-15-27                                                               | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6069000 | PA      | $6158542.03    | 0.00%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SDART 2024-2                                                                     | SDART 24-2 A3 5.63% 11-15-28/08-17-26                                                              | CUSIP: 80286YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10450000 | PA      | $10499679.30   | 0.01%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-B                                                                     | SBALT 24-B A2 144A 5.67% 11-20-26/10-20-25                                                         | CUSIP: 78437VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    344871 | PA      | $345099.63     | 0.00%             | 2026-11-20      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| SBALT 2024-B                                                                     | SBALT 24-B A3 144A 5.56% 11-22-27/09-21-26                                                         | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2493000 | PA      | $2506108.19    | 0.00%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA 144A LIFE SR NON PREF 2.159% 09-15-29/28                                            | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   8362000 | PA      | $7752426.92    | 0.01%             | 2029-09-15      | Variable      | 2.16%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP SR UNSEC 3.125% 09-15-31                                                                 | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |  20755000 | PA      | $18593387.51   | 0.01%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 2.45% 10-01-33                                                       | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  12250000 | PA      | $9830563.75    | 0.01%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 3.187% 11-15-36                                                         | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    239000 | PA      | $197321.99     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA 144A LIFE SR NON PREF 2.591% 01-20-28/27                                            | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3443000 | PA      | $3343834.71    | 0.00%             | 2028-01-20      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 6.875% 11-01-29                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  37251000 | PA      | $37302294.63   | 0.03%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.375% 05-01-33                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  16699000 | PA      | $16272490.84   | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | CITIBANK NA SR UNSEC 4.914% 05-29-30                                                               | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $9550249.60    | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SUBWAY 2024-1A                                                                   | SUBWAY 24-1 A2I 144A 6.028% 07-30-54/07-30-29                                                      | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17198040 | PA      | $17447824.33   | 0.01%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY 2024-1A                                                                   | SUBWAY 24-1 A2II 144A 6.268% 07-30-54/34                                                           | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17198040 | PA      | $17546214.32   | 0.01%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-3                                                                     | SDART 24-3 A3 5.63% 01-16-29/10-15-26                                                              | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    806000 | PA      | $809849.46     | 0.00%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SDART 2024-3                                                                     | SDART 24-3 A2 5.91% 06-15-27/08-15-25                                                              | CUSIP: 80287LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6794 | PA      | $6796.84       | 0.00%             | 2027-06-15      | Fixed         | 5.91%                 | 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        |  28195000 | PA      | $28930776.72   | 0.02%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | SYNOPSYS INC SR UNSEC 5.15% 04-01-35                                                               | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  10279000 | PA      | $10320414.09   | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4                                                                     | SDART 24-4 B 4.93% 09-17-29/09-15-27                                                               | CUSIP: 802919AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3599000 | PA      | $3617387.29    | 0.00%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4                                                                     | SDART 24-4 C 4.95% 04-15-30/06-15-28                                                               | CUSIP: 802919AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4218000 | PA      | $4242536.11    | 0.00%             | 2030-04-15      | Fixed         | 4.95%                 | 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        |   5980000 | PA      | $6156015.32    | 0.00%             | 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        |  13055000 | PA      | $12931564.98   | 0.01%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CALPINE CORP                                                                     | CALPINE CORP 144A LIFE SR UNSEC 5.125% 03-15-28                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |  12315000 | PA      | $12263609.51   | 0.01%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 08-15-30                                                       | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  41075000 | PA      | $38460165.50   | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-4                                                                     | SDART 24-4 D 5.32% 12-15-31/10-16-28                                                               | CUSIP: 802919AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5961000 | PA      | $6000390.29    | 0.00%             | 2031-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY_24-3                                                   | SUBWAY 24-3 A2I 144A 5.246% 07-30-54/29                                                            | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8310202 | PA      | $8199926.11    | 0.01%             | 2054-07-30      | Fixed         | 5.25%                 | 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        |   8351000 | PA      | $8241309.62    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.25% 03-15-30                                       | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  26858000 | PA      | $27093249.22   | 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        |  10180000 | PA      | $10026119.12   | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 5.473% 03-20-29/28                                             | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |  14895000 | PA      | $15141556.94   | 0.01%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                  | SEALED AIR CORP 144A LIFE SR UNSEC 6.125% 02-01-28                                                 | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |  30890000 | PA      | $31204552.87   | 0.02%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 6.499% 03-09-29/28                                             | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |  10750000 | PA      | $11194620.00   | 0.01%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA SR UNSEC 4.25% 11-23-41                                                                | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   3000000 | PA      | $2656650.00    | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 6.565% 06-12-29/28                                             | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1861000 | PA      | $1947117.78    | 0.00%             | 2029-06-12      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                             | SEADRILL FINANCE LTD 144A LIFE SR SEC 2ND LIEN 8.375% 08-01-30                                     | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |  10965000 | PA      | $11211197.15   | 0.01%             | 2030-08-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 144A LIFE SR UNSEC 7.0% 09-15-28                                                         | CUSIP: 86765KAA7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |  14945000 | PA      | $15406367.10   | 0.01%             | 2028-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MIDEA GROUP CO LTD                                                               | MIDEA GROUP CO LTD A (SZSE NORTH)                                                                  | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |   7391465 | NS      | $71888540.56   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.65% 10-01-28                                       | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    638000 | PA      | $653280.10     | 0.00%             | 2028-10-01      | Fixed         | 5.65%                 | 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        |  39615000 | PA      | $42223568.52   | 0.03%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                           | SPIRIT AEROSYSTEMS INC 144A LIFE SR SEC 2ND LIEN 9.75% 11-15-30                                    | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    625000 | PA      | $688158.13     | 0.00%             | 2030-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                             | SAMARCO MINERACAO SA REG S SR UNSEC PIK 9.0% 06-30-31/12-30-25                                     | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |   2007888 | PA      | $1989776.85    | 0.00%             | 2031-06-30      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                                    | EART 23-3 E 144A 9.98% 01-15-31/02-15-28                                                           | CUSIP: 301989AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1014000 | PA      | $1106436.24    | 0.00%             | 2031-01-15      | Fixed         | 9.98%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_24-1                                          | EFF 24-1 A3 144A 5.16% 09-20-30/28                                                                 | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2471000 | PA      | $2509671.15    | 0.00%             | 2030-09-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                                  | EART 24-1 B 5.29% 08-15-28/06-15-26                                                                | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3084000 | PA      | $3089017.67    | 0.00%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 6.174% 01-09-30/29                                             | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   8809000 | PA      | $9180493.15    | 0.01%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                             | SAMARCO MINERACAO SA 144A LIFE SR UNSEC PIK 9.0% 06-30-31/12-30-25                                 | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    517112 | PA      | $512447.65     | 0.00%             | 2031-06-30      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI MOTOR CO                                                                 | HYUNDAI MOTOR CO                                                                                   | CUSIP: N/A<br>LEI: 9884004RQX8PRBXQ8S60       | Long             | EC               | CORP              | KR        |    416000 | NS      | $63581415.40   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WH GROUP LTD                                                                     | WH GROUP LTD                                                                                       | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | HK        |  49532000 | NS      | $49926360.28   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD3416 07-01-52                                                                      | CUSIP: 3132DQYM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    279293 | PA      | $229167.89     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                                  | EART 24-1 D 5.84% 06-17-30/05-15-28                                                                | CUSIP: 30167PAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5167000 | PA      | $5247274.51    | 0.00%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                                  | EART 24-1 C 5.41% 05-15-30/04-15-27                                                                | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3191000 | PA      | $3207893.15    | 0.00%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| KB FINANCIAL GROUP INC                                                           | KB FINANCIAL GROUP INC                                                                             | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |   1721838 | NS      | $136935927.91  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                    | AIA GROUP LTD                                                                                      | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |   1319800 | NS      | $12348682.74   | 0.01%             |  |  |  | No            |                  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        |    425000 | PA      | $417119.23     | 0.00%             | 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        |  13725000 | PA      | $14008613.40   | 0.01%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| PICC PROPERTY & CASUALTY CO LTD                                                  | PICC PROPERTY & CASUALTY CO LTD H                                                                  | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        | 125000000 | NS      | $260010603.82  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC                                                                                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |  14998512 | NS      | $1405360574.40 | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP CAPITAL XIII                                                           | CITIGROUP CAPITAL XIII PFD (H) 10.942% 10-30-40                                                    | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    378650 | NS      | $11158815.50   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA (BEARER)                                                                              | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |  97292991 | NS      | $915139991.86  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| EFF 2024-2                                                                       | EFF 24-2 A4 144A 5.69% 12-20-30/01-20-28                                                           | CUSIP: 29375RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3023000 | PA      | $3112680.32    | 0.00%             | 2030-12-20      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| EFF 2024-2                                                                       | EFF 24-2 A2 144A 5.74% 12-20-26/05-20-26                                                           | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1198369 | PA      | $1203298.91    | 0.00%             | 2026-12-20      | Fixed         | 5.74%                 | 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        |   7985000 | PA      | $8191308.45    | 0.01%             | 2029-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | TEXAS INSTRUMENTS INC SR UNSEC 4.6% 02-08-29                                                       | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   4408000 | PA      | $4464334.24    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | TEXAS INSTRUMENTS INC SR UNSEC 4.85% 02-08-34                                                      | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   2294000 | PA      | $2318603.15    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.375% 03-01-29                                            | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  14590000 | PA      | $14950387.59   | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.625% 03-01-32                                            | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2656159.02    | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                   | TRANSOCEAN INC 144A LIFE SR UNSEC 8.5% 05-15-31                                                    | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |  14395000 | PA      | $13239239.85   | 0.01%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                        | TORONTO-DOMINION BANK SR UNSEC 5.298% 01-30-32                                                     | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4106660.00    | 0.00%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FINANCING LTD                                                   | TRANSOCEAN TITAN FINANCING LTD 144A LIFE SR SEC 1ST LIEN SF 8.375% 02-01-28                        | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  28019572 | PA      | $28741972.16   | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | CATERPILLAR INC                                                                                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |    415639 | NS      | $182058194.78  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                                 | CROWN CASTLE INC (REIT)                                                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |   1580000 | NS      | $166042200.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 5.125% 05-15-32                                                          | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6179000 | PA      | $6271233.93    | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 5.3% 05-15-35                                                            | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   7945000 | PA      | $8009004.92    | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                                 | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |    152827 | NS      | $161996.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIZENS FINANCIAL GROUP INC                                                     | CITIZENS FINANCIAL GROUP INC                                                                       | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |  12133604 | NS      | $579015582.88  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT SA                                                | COMPAGNIE FINANCIERE RICHEMONT SA CL A                                                             | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |    888595 | NS      | $144603340.84  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                                                            | CARLYLE GROUP INC/THE                                                                              | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |  14424698 | NS      | $875002180.68  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP CL A                                                                                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |  23474849 | NS      | $780069232.27  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC                                                                    | CME GROUP INC CL A                                                                                 | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |   4700084 | NS      | $1307939375.52 | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| EART 2024-3A                                                                     | EART 24-3 C 5.7% 07-16-29                                                                          | CUSIP: 30165AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3616000 | PA      | $3649686.66    | 0.00%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EFF 2024-3                                                                       | EFF 24-3 A2 144A 5.31% 04-20-27                                                                    | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4581305 | PA      | $4599011.91    | 0.00%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| CUMULUS MEDIA INC                                                                | CUMULUS MEDIA INC CL A                                                                             | CUSIP: 231082801<br>LEI: 549300OW8SUYVNKSAC51 | Long             | EC               | CORP              | US        |    217532 | NS      | $30019.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CENTERPOINT ENERGY INC                                                                             | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |   3500244 | NS      | $135879472.08  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 144A LIFE SUB 6.375% 05-31-33                                                        | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  25665000 | PA      | $25892186.58   | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  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        |  27325000 | PA      | $27743127.15   | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 6.0% 12-01-32                              | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  14170000 | PA      | $14446371.68   | 0.01%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                                     | TRIVIUM PACKAGING FINANCE BV 144A LIFE SR SEC 1ST LIEN 8.25% 07-15-30                              | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   6750000 | PA      | $7112238.75    | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD                                                                     | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |  39270006 | NS      | $1243058937.04 | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | CONOCOPHILLIPS                                                                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |   1715000 | NS      | $163508100.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLIDCORE RESOURCES PLC                                                          | SOLIDCORE RESOURCES PLC (USD)                                                                      | CUSIP: N/A<br>LEI: 213800JKJ5HJWYS4GR61       | Long             | EC               | CORP              | KZ        |   6162000 | NS      | $23107500.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CPFL ENERGIA SA                                                                  | CPFL ENERGIA SA                                                                                    | CUSIP: N/A<br>LEI: 529900GBWSBDXN8GGM28       | Long             | EC               | CORP              | BR        |  10301000 | NS      | $69739695.15   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EART 2024-4A                                                                     | EART 24-4 D 5.81% 12-16-30                                                                         | CUSIP: 30166UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2608000 | PA      | $2624542.54    | 0.00%             | 2030-12-16      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| EART 2024-4A                                                                     | EART 24-4 C 5.48% 08-15-30                                                                         | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1480000 | PA      | $1491687.56    | 0.00%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA                                                                                      | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |   9723645 | NS      | $715373964.09  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1                                        | AESOP 24-1 A 144A 5.36% 06-20-30/29                                                                | CUSIP: 05377RHY3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7930000 | PA      | $8128606.85    | 0.01%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-A                                                                     | AFFRM 24-A A 144A 5.61% 02-15-29/09-15-26                                                          | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6099000 | PA      | $6122926.38    | 0.00%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-3                                        | AESOP 24-3 B 144A 5.58% 12-20-30/29                                                                | CUSIP: 05377RJL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1671000 | PA      | $1702824.20    | 0.00%             | 2030-12-20      | Fixed         | 5.58%                 | 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        |   5367402 | PA      | $5403948.49    | 0.00%             | 2031-01-20      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE EQS_24-2M                                                         | EQS 24-2M A 144A 5.7 12-20-32/12-22-31                                                             | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8324608 | PA      | $8408578.36    | 0.01%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 25-1 C 5.09% 05-15-31/02-15-28                                                                | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6311000 | PA      | $6348114.99    | 0.00%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 25-1 B 4.91% 08-15-29/05-17-27                                                                | CUSIP: 30167MAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3094000 | PA      | $3104640.27    | 0.00%             | 2029-08-15      | Fixed         | 4.91%                 | 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        |   4155000 | PA      | $4360817.93    | 0.00%             | 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        |   4180000 | PA      | $4177784.60    | 0.00%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-3                                        | AESOP 2024-3A A 144A 5.23% 12-20-30                                                                | CUSIP: 05377RJK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8173696.00    | 0.01%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                        | AESOP 2020-2A B 144A 2.96% 02-20-27                                                                | CUSIP: 05377REA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1453000 | PA      | $1442173.70    | 0.00%             | 2027-02-20      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                        | AESOP 2020-2A A 144A 2.02% 02-20-27                                                                | CUSIP: 05377RDY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25617000 | PA      | $25376763.77   | 0.02%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                        | AESOP 2020-2A C 144A 4.25% 02-20-27                                                                | CUSIP: 05377REC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4605000 | PA      | $4581707.91    | 0.00%             | 2027-02-20      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP                                                             | ARCHROCK PARTNERS LP 144A LIFE SR UNSEC 6.625% 09-01-32                                            | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2381830.57    | 0.00%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.86% 08-27-26                                 | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2509380.00    | 0.00%             | 2026-08-27      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 25-1 A2 4.7% 09-15-27/01-15-26                                                                | CUSIP: 30167MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2239081 | PA      | $2238769.81    | 0.00%             | 2027-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 25-1 A3 4.67% 08-15-28/08-17-26                                                               | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1420000 | PA      | $1420183.18    | 0.00%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 25-1  D 5.49% 05-15-31/01-16-29                                                               | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4939000 | PA      | $5000940.00    | 0.00%             | 2031-05-15      | Fixed         | 5.49%                 | 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        |   6298722 | PA      | $6306104.10    | 0.00%             | 2033-09-26      | Fixed         | 5.48%                 | 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        |    980533 | PA      | $898218.86     | 0.00%             | 2045-11-25      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-2A                                                                     | GCAR 2024-2A E 144A 7.98% 05-15-31                                                                 | CUSIP: 37964VAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170000 | PA      | $1226770.74    | 0.00%             | 2031-05-15      | Fixed         | 7.98%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-2A                                                                     | GCAR 24-2 C 144A 6.03% 02-15-30/07-15-27                                                           | CUSIP: 37964VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5220000 | PA      | $5318955.54    | 0.00%             | 2030-02-15      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| MARBLE POINT CLO XV LTD MP15_19-1A                                               | MP15 2019-1A A1R2 CLO 144A FRN 07-23-32                                                            | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-O            | CORP              | KY        |   6920163 | PA      | $6913726.89    | 0.01%             | 2032-07-23      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| MARATHON CLO LTD MCLO_19-2A                                                      | MCLO 2019-2A A1R2 CLO 144A FRN 01-20-33                                                            | CUSIP: 56578HAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17403813 | PA      | $17324973.53   | 0.01%             | 2033-01-20      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-B                                      | MLANE 2025-B A 144A 5.06% 09-15-31                                                                 | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1554000 | PA      | $1552399.38    | 0.00%             | 2031-09-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                                              | NSLT 21-A APT1 144A 1.36% 04-20-62                                                                 | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4859090 | PA      | $4568176.39    | 0.00%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C                                  | NAVSL 21-C A 144A 1.06% 10-15-69/09-15-28                                                          | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4937472 | PA      | $4475803.58    | 0.00%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-B                                              | NSLT 21-B AFX 144A 1.42% 04-20-62                                                                  | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8458398 | PA      | $7933909.50    | 0.01%             | 2062-04-20      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                              | NSLT 21-CA AFX 144A 1.32% 04-20-62                                                                 | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8918052 | PA      | $8328899.01    | 0.01%             | 2062-04-20      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1                                            | NAVTR 21-1 A 144A 2.771% 11-15-46/28                                                               | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  14028727 | PA      | $13195911.46   | 0.01%             | 2046-11-15      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-G                                  | NAVSL 21-G A 144A 1.58% 04-15-70                                                                   | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7124646 | PA      | $6388427.65    | 0.00%             | 2070-04-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2024-A                                                                      | NMEF 24 A2 144A 5.15% 12-15-31/10-15-27                                                            | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1006627 | PA      | $1009746.54    | 0.00%             | 2031-12-15      | Fixed         | 5.15%                 | 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        |   5423000 | PA      | $5451470.75    | 0.00%             | 2055-07-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| AVIENT CORP                                                                      | AVIENT CORP 144A LIFE SR UNSEC 6.25% 11-01-31                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   7115000 | PA      | $7146732.90    | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                                       | AVIS BUDGET CAR RENTAL LLC 144A LIFE SR UNSEC 8.25% 01-15-30                                       | CUSIP: 053773BJ5<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |   4805000 | PA      | $4948669.50    | 0.00%             | 2030-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| NEWARK BSL CLO NBCLO_17-1A                                                       | NBCLO 2017-1A A1R CLO 144A FRN 07-25-30                                                            | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2488814 | PA      | $2490481.73    | 0.00%             | 2030-07-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC                                                                             | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |   1388555 | NS      | $206422586.30  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2                                  | ONDK 24-2 A 144A 4.98% 10-17-31/10-18-27                                                           | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    801000 | PA      | $796137.13     | 0.00%             | 2031-10-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                                    | OLWEF 24-1 B 144A 5.41% 03-15-30/06-15-27                                                          | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    333000 | PA      | $335993.00     | 0.00%             | 2030-03-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 7.375% 10-01-32                               | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |  24135000 | PA      | $24840393.65   | 0.02%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | ACCENTURE CAPITAL INC SR UNSEC 4.25% 10-04-31                                                      | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   8263000 | PA      | $8141104.22    | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.9% 06-23-28                                           | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  21087000 | PA      | $21191317.39   | 0.02%             | 2028-06-23      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.1% 06-24-30                                           | CUSIP: 44891ADW4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  19013000 | PA      | $19219899.47   | 0.01%             | 2030-06-24      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                            | HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 5.75% 09-15-33                                 | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  31890000 | PA      | $31940226.75   | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 5.875% 02-15-26                                                                   | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  12399000 | PA      | $12408522.43   | 0.01%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 5.25% 02-15-26                                                   | CUSIP: 44106MAV4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   4070000 | PA      | $4042218.18    | 0.00%             | 2026-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                                    | OLWEF 24-1 C 144A 6.38% 01-15-31/06-15-27                                                          | CUSIP: 095921AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243000 | PA      | $247370.60     | 0.00%             | 2031-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                                    | OLWEF 24-1 A2 144A 5.05% 03-15-29/01-15-27                                                         | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1280719 | PA      | $1283412.40    | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | 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        |  26398000 | PA      | $25782425.04   | 0.02%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS CORP                                                    | HUGHES SATELLITE SYSTEMS CORP SR UNSEC 6.625% 08-01-26                                             | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 113302000 | PA      | $85827511.32   | 0.06%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONDK 2025-1A                                                                     | ONDK 25-1 B 144A 5.52% 04-19-32/04-17-28                                                           | CUSIP: 68237DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6497000 | PA      | $6457147.40    | 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        |   6348000 | PA      | $6292766.05    | 0.00%             | 2032-04-19      | Fixed         | 5.08%                 | 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        |   7868000 | PA      | $7617640.24    | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                              | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 6.62% 10-15-32                              | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |  25230000 | PA      | $25685704.26   | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS CORP                                                    | HUGHES SATELLITE SYSTEMS CORP SR SEC 1ST LIEN 5.25% 08-01-26                                       | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 138946000 | PA      | $128210893.09  | 0.10%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 3.95% 01-15-28                                                   | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |  56065000 | PA      | $52319914.07   | 0.04%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 4.375% 02-15-30                                                  | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |  34840000 | PA      | $29555921.72   | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 5.95% 04-01-41                                                             | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $13165237.50   | 0.01%             | 2041-04-01      | Fixed         | 5.95%                 | 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        |   5980000 | PA      | $5948521.28    | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | ARTHUR J GALLAGHER & CO SR UNSEC 5.55% 02-15-55                                                    | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1599000 | PA      | $1509937.30    | 0.00%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 4.5% 12-06-48                                                              | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    601000 | PA      | $513469.16     | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 2.95% 06-15-29                                                             | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4772320.00    | 0.00%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                                                      | ENVIRI CORP 144A LIFE SR UNSEC 5.75% 07-31-27                                                      | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |  10085000 | PA      | $9929297.69    | 0.01%             | 2027-07-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                     | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 5.125% 06-15-28                                    | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14435000 | PA      | $14371745.83   | 0.01%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.0% 02-10-27                                           | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  19500000 | PA      | $19022484.00   | 0.01%             | 2027-02-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                           | HARVEST MIDSTREAM I LP 144A SR UNSEC 7.5% 09-01-28                                                 | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |  23275000 | PA      | $23578994.78   | 0.02%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                           | HOWARD HUGHES CORP 144A LIFE SR UNSEC 5.375% 08-01-28                                              | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |  77180000 | PA      | $76772875.50   | 0.06%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.8% 10-15-25                                           | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1871000 | PA      | $1859425.99    | 0.00%             | 2025-10-15      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 10-15-27                                         | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2371000 | PA      | $2255684.04    | 0.00%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                            | HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 4.0% 05-01-31                                  | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  22520000 | PA      | $21027059.12   | 0.02%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.3% 01-08-26                                           | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8864082.00    | 0.01%             | 2026-01-08      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                              | HILCORP ENERGY I LP 144A LIFE SR UNSEC 5.75% 02-01-29                                              | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1386228.81    | 0.00%             | 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        |  25185000 | PA      | $24354449.07   | 0.02%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  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        |  61605000 | PA      | $58874173.56   | 0.04%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4                                        | PSTAT 2021-4A A1 CLO 144A FRN 10-15-29                                                             | CUSIP: 69702HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34870 | PA      | $34860.28      | 0.00%             | 2029-10-15      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4                                        | PSTAT 2021-4A A2 CLO 144A FRN 10-15-29                                                             | CUSIP: 69702HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8409000 | PA      | $8414894.71    | 0.01%             | 2029-10-15      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                           | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.375% 02-01-31                                              | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |  84035000 | PA      | $77435563.38   | 0.06%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES INC                                                     | HYUNDAI CAPITAL SERVICES INC 144A LIFE SR UNSEC 1.25% 02-08-26                                     | CUSIP: 44920UAP3<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   3490000 | PA      | $3427553.43    | 0.00%             | 2026-02-08      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-2                                                 | SEACO 21-2A B 144A 2.49% 08-17-41                                                                  | CUSIP: 37959PAH0<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | BM        |   1456932 | PA      | $1344642.25    | 0.00%             | 2041-08-17      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| SLAM LTD SLAM_21-1                                                               | SLAM 21-1 A 144A 2.434% 06-15-46/28                                                                | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6698111 | PA      | $6261220.20    | 0.00%             | 2046-06-15      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                            | HIGHTOWER HOLDING LLC 144A LIFE SR UNSEC 6.75% 04-15-29                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |  32820000 | PA      | $32683632.90   | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 2.804% 05-24-32/31                                                      | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1781914.00    | 0.00%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC                                              | HILTON GRAND VACATIONS BORROWER LLC 144A LIFE SR UNSEC 5.0% 06-01-29                               | CUSIP: 43284MAA6<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |  17560000 | PA      | $16818669.48   | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26                                           | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   7378000 | PA      | $7177473.34    | 0.01%             | 2026-06-15      | Fixed         | 1.50%                 | 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        |  10869000 | PA      | $10911563.00   | 0.01%             | 2041-11-15      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V11                                                                   | BMARK 24-V11 AM 6.201% 11-15-57/11-19-29                                                           | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2702000 | PA      | $2810839.26    | 0.00%             | 2057-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                     | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 4.25% 02-15-30                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5020000 | PA      | $4861634.06    | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 2.206% 08-17-29/28                                                      | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4701000 | PA      | $4377448.97    | 0.00%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| SLAM LTD SLAM_21-1                                                               | SLAM 21-1 B 144A 3.422% 06-15-46/28                                                                | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1232726 | PA      | $1153671.66    | 0.00%             | 2046-06-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-2                                 | WLAKE 22-2 C 144A 4.85% 09-15-27                                                                   | CUSIP: 96042VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    932815 | PA      | $932675.52     | 0.00%             | 2027-09-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 1.5% 09-15-28                                                              | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4615675.00    | 0.00%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 1.875% 09-15-31                                                            | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $5371587.50    | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-3                                         | WFLF 24-3 A1 144A 4.8% 09-19-39/05-18-28                                                           | CUSIP: 96328GBZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6181000 | PA      | $6214599.92    | 0.00%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                     | WLAKE 25-1 C 144A 5.14% 10-15-30/02-15-2028                                                        | CUSIP: 96043VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3143000 | PA      | $3172993.65    | 0.00%             | 2030-10-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.1% 09-15-28                                           | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4125000 | PA      | $3813805.88    | 0.00%             | 2028-09-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.65% 09-17-26                                          | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    950000 | PA      | $918787.75     | 0.00%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                     | WLAKE 25-1 A2A 144A 4.66% 01-18-28/05-15-26                                                        | CUSIP: 96043VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9570000 | PA      | $9572172.39    | 0.01%             | 2028-01-18      | Fixed         | 4.66%                 | 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        |    753000 | PA      | $753832.07     | 0.00%             | 2028-02-15      | Fixed         | 4.65%                 | 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        |   3130000 | PA      | $2956109.72    | 0.00%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KIMMERIDGE TEXAS GAS LLC                                                         | KIMMERIDGE TEXAS GAS LLC 144A LIFE SR UNSEC 8.5% 02-15-30                                          | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |   9105000 | PA      | $9363281.54    | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENERGY PARTNERS LP SR UNSEC 5.0% 03-01-43                                            | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $17885620.00   | 0.01%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2                                     | WLAKE 2025-2A A2A 144A 4.66% 09-15-28                                                              | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2455000 | PA      | $2455594.11    | 0.00%             | 2028-09-15      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC XCAP_24-1                                              | XCAP 24-1 A3 144A 5.49% 07-15-31                                                                   | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5603000 | PA      | $5695505.53    | 0.00%             | 2031-07-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP CV SR UNSEC PIK 3.875% 11-30-30                                                      | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $2118395.00    | 0.00%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                    | LIVE NATION ENTERTAINMENT INC CV 144A LIFE SR UNSEC 2.875% 01-15-30                                | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $18821250.00   | 0.01%             | 2030-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | LAMAR MEDIA CORP SR UNSEC 3.625% 01-15-31                                                          | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8515000 | PA      | $7840279.92    | 0.01%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                                | OWENS & MINOR INC 144A LIFE SR UNSEC 6.625% 04-01-30                                               | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |  36520000 | PA      | $32919237.56   | 0.02%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.5% 05-01-30                                             | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |  12175000 | PA      | $12475880.78   | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                     | SUN COMMUNITIES OPERATING LP SR UNSEC 2.3% 11-01-28                                                | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   2566000 | PA      | $2391237.44    | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA CORP 144A SR UNSEC 5.35% 07-01-49                                                              | CUSIP: 03743QAN8<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $848109.18     | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 5.085% 01-30-31/30                                                    | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4086252.00    | 0.00%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP SR UNSEC 4.5% 04-30-30                                                                   | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $6670206.90    | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                        | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 144A SR UNSEC 5.026% 10-01-29                            | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3463184.34    | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                        | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 144A SR UNSEC 4.911% 09-01-27                            | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    517000 | PA      | $518881.36     | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                     | 7-ELEVEN INC 144A LIFE SR UNSEC 0.95% 02-10-26                                                     | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $3871963.80    | 0.00%             | 2026-02-10      | Fixed         | 0.95%                 | 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        |   5898000 | PA      | $6016479.02    | 0.00%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.2% 03-15-35                                                                  | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5093000 | PA      | $5183711.42    | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                      | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 7.875% 02-15-31                              | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2392419.96    | 0.00%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| AMER SPORTS CO                                                                   | AMER SPORTS CO 144A LIFE SR SEC 1ST LIEN 6.75% 02-16-31                                            | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |   7135000 | PA      | $7427970.24    | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                 | AMWINS GROUP INC 144A LIFE SR SEC 1ST LIEN 6.375% 02-15-29                                         | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |  17335000 | PA      | $17663498.25   | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                               | ARDONAGH FINCO LTD 144A LIFE SR SEC 1ST LIEN 7.75% 02-15-31                                        | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | GB        |  16675000 | PA      | $17400896.10   | 0.01%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE LTD                                                       | ARDONAGH GROUP FINANCE LTD 144A LIFE SR UNSEC 8.875% 02-15-32                                      | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | GB        |  19535000 | PA      | $20560978.20   | 0.02%             | 2032-02-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                                            | AAR ESCROW ISSUER LLC 144A LIFE SR UNSEC 6.75% 03-15-29                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15509000 | PA      | $15924935.87   | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  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        |    965000 | PA      | $978197.34     | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 6.25% 01-15-33                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |  18170000 | PA      | $18492844.56   | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                 | BANK5 2024-5YR12 A3 FRN 12-15-57                                                                   | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6459000 | PA      | $6745895.86    | 0.01%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                 | BANK5 2024-5YR12 AS FRN 12-15-57                                                                   | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3040000 | PA      | $3158775.84    | 0.00%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 144A LIFE SR UNSEC 6.25% 06-01-32                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |  23110000 | PA      | $23727152.55   | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                      | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 4.5% 06-30-28                                       | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   4616000 | PA      | $4607857.38    | 0.00%             | 2028-06-30      | Fixed         | 4.50%                 | 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        |   3664000 | PA      | $3699951.17    | 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        |   5050000 | PA      | $5057610.35    | 0.00%             | 2035-07-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SUB 5.71% 01-15-26                                                   | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  41358000 | PA      | $41453578.34   | 0.03%             | 2026-01-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 07-14-27                                             | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   6150000 | PA      | $6057362.55    | 0.00%             | 2027-07-14      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.875% 09-15-27                                               | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   6865000 | PA      | $6817185.28    | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 01-12-28                                             | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2820000 | PA      | $2760472.62    | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.6% 03-15-55                                                                  | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3451000 | PA      | $3429527.88    | 0.00%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                              | AXON ENTERPRISE INC 144A LIFE SR UNSEC 6.125% 03-15-30                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   4825000 | PA      | $4939839.83    | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 144A LIFE SR UNSEC 5.0% 05-15-27                                                         | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |  11510000 | PA      | $11452357.92   | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.875% 09-15-29                                               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   9300000 | PA      | $9100487.10    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                             | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 6.25% 05-15-26                                                | CUSIP: 451102BT3<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |  17684000 | PA      | $17584332.98   | 0.01%             | 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        |  42205000 | PA      | $41154053.30   | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                                           | BRIGHTSTAR LOTTERY PLC 144A LIFE SR SEC 1ST LIEN 5.25% 01-15-29                                    | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | US        |  38300000 | PA      | $38033087.30   | 0.03%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.0% 07-15-28                                                 | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |  11466000 | PA      | $11357313.79   | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP LP                                        | AMERICOLD REALTY OPERATING PARTNERSHIP LP SR UNSEC 5.6% 05-15-32                                   | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |   9660000 | PA      | $9675185.52    | 0.01%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC SR UNSEC 5.3% 05-15-65                                                                | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   4377000 | PA      | $4253848.73    | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 07-15-30                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |  33830000 | PA      | $33273564.16   | 0.02%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC 144A LIFE SR UNSEC 4.5% 02-15-31                                                 | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |  43400000 | PA      | $41085521.40   | 0.03%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C8                                                                     | BMO 2024-5C8 A3 FRN 12-15-57                                                                       | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11120000 | PA      | $11469045.68   | 0.01%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BBCMS 2024-5C31                                                                  | BBCMS 24-5C31 AS 5.852% 12-15-57/12-17-29                                                          | CUSIP: 07336YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2906000 | PA      | $2985819.10    | 0.00%             | 2057-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| INGLES MARKETS INC                                                               | INGLES MARKETS INC 144A LIFE SR UNSEC 4.0% 06-15-31                                                | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |  25700000 | PA      | $23950986.50   | 0.02%             | 2031-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                             | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 4.375% 02-01-29                                               | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |  21525000 | PA      | $18478459.13   | 0.01%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BX 2024-GPA3                                                                     | BX 2024-GPA3 A 144A FRN 12-15-39                                                                   | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8119666 | PA      | $8152241.63    | 0.01%             | 2039-12-15      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-GPA3                                                                     | BX 2024-GPA3 B 144A FRN 12-15-39                                                                   | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1533162 | PA      | $1538879.55    | 0.00%             | 2039-12-15      | Variable      | 5.98%                 | Yes           |                  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        |  10216365 | PA      | $10286367.53   | 0.01%             | 2047-03-14      | Variable      | 5.29%                 | 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        |  11109490 | PA      | $11581010.08   | 0.01%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C9                                                                     | BMO 2025-5C9 AS FRN 04-15-58                                                                       | CUSIP: 096933AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9284000 | PA      | $9671662.70    | 0.01%             | 2058-04-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C9                                                                     | BMO 25-5C9 5.7785% 04-15-58/03-15-30                                                               | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17244000 | PA      | $17931104.42   | 0.01%             | 2058-04-15      | Fixed         | 5.78%                 | 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        |   1280000 | PA      | $1256919.04    | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | 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        |   4795000 | PA      | $4911954.85    | 0.00%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2025-V14                                                                   | BMARK 25-V14 AM 6.0898% 04-15-58/03-15-30                                                          | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5802000 | PA      | $6024268.82    | 0.00%             | 2058-04-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V14                                                                   | BMARK 25-V14 A4 5.6599% 04-15-58/03-15-30                                                          | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11006000 | PA      | $11423787.76   | 0.01%             | 2058-04-15      | Fixed         | 5.66%                 | 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        |  16803000 | PA      | $16746390.69   | 0.01%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TEXAS COMBINED TIRZ I LLC                                                        | TEXAS COMBINED TIRZ I LLC 144A LIFE 0.0% 12-07-62                                                  | CUSIP: 881935AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3337606 | PA      | $3337605.72    | 0.00%             | 2062-12-07      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 3.15% 10-01-26                             | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  11453000 | PA      | $11209600.84   | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.1% 10-01-46                              | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  79475000 | PA      | $56664959.73   | 0.04%             | 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        | 167996000 | PA      | $173770190.52  | 0.13%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN POSEIDON LTD                                                          | TRANSOCEAN POSEIDON LTD 144A LIFE SR SEC 1ST LIEN SF 6.875% 02-01-27                               | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  22987125 | PA      | $23043213.59   | 0.02%             | 2027-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                                 | BANK5 25-5YR14 AS 6.072% 04-15-58/04-17-30                                                         | CUSIP: 06604MAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16947000 | PA      | $17648148.23   | 0.01%             | 2058-04-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-GC36                                | CGCMT 16-GC36 A5 3.616% 02-10-49/01-12-26                                                          | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1440000 | PA      | $1424327.04    | 0.00%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HERSHEY CO (THE)                                                                 | HERSHEY CO (THE)                                                                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |   1500000 | NS      | $279195000.00  | 0.21%             |  |  |  | No            |                  1 | 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        |  13715000 | PA      | $13916802.51   | 0.01%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| AECOM                                                                            | AECOM 144A LIFE SR UNSEC 6.0% 08-01-33                                                             | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2259723.20    | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                                       | AMNEAL PHARMACEUTICALS LLC 144A LIFE 6.875% 08-01-32                                               | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    455000 | PA      | $462385.11     | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                         | ALBERTSONS COS INC 144A LIFE SR UNSEC 4.875% 02-15-30                                              | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $7514591.70    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AG ISSUER LLC                                                                    | AG ISSUER LLC 144A LIFE SR SEC 1ST LIEN 6.25% 03-01-28                                             | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  77127000 | PA      | $77108489.52   | 0.06%             | 2028-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                                      | AMERICAN WATER CAPITAL CORP SR UNSEC 2.8% 05-01-30                                                 | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    950000 | PA      | $881296.95     | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.3% 03-26-34                                                   | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   6357000 | PA      | $6501704.39    | 0.00%             | 2034-03-26      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                                         | BLUE RACER MIDSTREAM LLC 144A LIFE SR UNSEC 7.0% 07-15-29                                          | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4095000 | PA      | $4249975.28    | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                                         | BLUE RACER MIDSTREAM LLC 144A LIFE SR UNSEC 7.25% 07-15-32                                         | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3045000 | PA      | $3213102.27    | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                                      | BLUE OWL CREDIT INCOME CORP SR UNSEC 6.65% 03-15-31                                                | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |  13930000 | PA      | $14339500.21   | 0.01%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD                                                                     | BORR DRILLING LTD 144A LIFE SR SEC 1ST LIEN SF 10.0% 11-15-28                                      | CUSIP: 100018AA8<br>LEI: 254900WQF2MM46DNLY83 | Long             | DBT              | CORP              | US        |  49328414 | PA      | $47379350.19   | 0.04%             | 2028-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BRINK'S CO (THE)                                                                 | BRINK'S CO 144A LIFE SR UNSEC 6.5% 06-15-29                                                        | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |   4755000 | PA      | $4875848.33    | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BRINK'S CO (THE)                                                                 | BRINK'S CO 144A LIFE SR UNSEC 6.75% 06-15-32                                                       | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7732905.00    | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 5.15% 11-15-31                                                               | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    938000 | PA      | $961489.40     | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-C1                                  | CGCMT 16-C1 AS 3.514% 05-10-49/05-12-26                                                            | CUSIP: 17290YAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $344048.60     | 0.00%             | 2049-05-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C1                                      | CSAIL 15-C1 B FRN 04-15-50/02-18-25                                                                | CUSIP: 126281BE3<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $430933.95     | 0.00%             | 2050-04-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                         | ISRAEL ELECTRIC CORP LTD 144A LIFE SR UNSEC 8.1% 12-15-96                                          | CUSIP: 465077AE5<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |   4905000 | PA      | $6478837.92    | 0.00%             | 2096-12-15      | Fixed         | 8.10%                 | Yes           |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                | INEOS FINANCE PLC 144A LIFE SR SEC 1ST LIEN 6.75% 05-15-28                                         | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |  16310000 | PA      | $16077517.26   | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC 144A LIFE SR UNSEC 6.5% 05-15-30                                                         | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |  37505000 | PA      | $38697846.53   | 0.03%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.581% 04-22-30/29                                                    | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1855938.23    | 0.00%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.571% 04-22-28/27                                                    | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4071768.00    | 0.00%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.294% 07-22-35/34                                                    | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4835000 | PA      | $4900896.22    | 0.00%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_04-5                               | CSFB 04-5 4A1 PT1 6.0% 09-25-34                                                                    | CUSIP: 22541SZL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    223268 | PA      | $224961.77     | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1                                  | CMLTI 2020-EXP1 A1A 144A FRN 05-25-60                                                              | CUSIP: 17328JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    290691 | PA      | $271172.79     | 0.00%             | 2060-05-25      | Variable      | 1.80%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.603% 10-22-30/29                                                    | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7515000 | PA      | $7533629.69    | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                                                              | LIGADO NETWORKS LLC 144A LIFE SR SEC 1ST LIEN PIK 17.5% 01-31-26                                   | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  75762038 | PA      | $25948498.02   | 0.02%             | 2026-01-31      | Variable      | 17.50%                | Yes           |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                                                | LEVI STRAUSS & CO 144A LIFE SR UNSEC 3.5% 03-01-31                                                 | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |  41305000 | PA      | $37881600.30   | 0.03%             | 2031-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL HOLDINGS INC 144A LIFE SR UNSEC 4.0% 03-15-29                                                  | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  19120000 | PA      | $18541065.52   | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                                  | LCM INVESTMENTS HOLDINGS II LLC 144A LIFE SR UNSEC 4.875% 05-01-29                                 | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |  45987000 | PA      | $44726082.45   | 0.03%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL HOLDINGS INC 144A LIFE SR UNSEC 4.375% 05-15-31                                                | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  21690000 | PA      | $20747309.22   | 0.02%             | 2031-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 5.05% 07-12-29                                                               | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3569000 | PA      | $3643495.74    | 0.00%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                     | BANK OF NEW YORK MELLON CORP SR UNSEC 5.06% 07-22-32/31                                            | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1305584.64    | 0.00%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 5.75% 01-15-35                                                       | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  21051000 | PA      | $21186147.42   | 0.02%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 4.8% 10-15-34                                                                | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    929000 | PA      | $911973.29     | 0.00%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AURA MINERALS INC                                                                | AURA MINERALS INC                                                                                  | CUSIP: N/A<br>LEI: 549300YIRI8PSDM2FV20       | Long             | EC               | CORP              | US        |   1620102 | NS      | $39481885.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| AVIVA PLC                                                                        | AVIVA PLC                                                                                          | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |  18123287 | NS      | $154776677.52  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_07-HY4                                  | CWALT 2007-HY4 3A1 FRN 06-25-47                                                                    | CUSIP: 02150QAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    775373 | PA      | $693984.28     | 0.00%             | 2047-06-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-5                                               | COLT 2021-5 A1 144A FRN 11-26-66                                                                   | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1807118 | PA      | $1618395.42    | 0.00%             | 2066-11-26      | Variable      | 1.73%                 | Yes           |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                | LITHIA MOTORS INC 144A LIFE SR UNSEC 3.875% 06-01-29                                               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |  37385000 | PA      | $35248970.64   | 0.03%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                             | LADDER CAPITAL FINANCE HOLDINGS LLLP 144A LIFE SR UNSEC 4.75% 06-15-29                             | CUSIP: 505742AP1<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3240326.02    | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LSB INDUSTRIES INC                                                               | LSB INDUSTRIES INC 144A LIFE SR SEC 1ST LIEN 6.25% 10-15-28                                        | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    445000 | PA      | $437871.55     | 0.00%             | 2028-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 144A LIFE SR UNSEC 4.125% 01-31-30                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |  43025000 | PA      | $40971976.08   | 0.03%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 4.35% 02-15-30                                                               | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3269000 | PA      | $3246332.75    | 0.00%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 4.55% 02-15-32                                                               | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    911000 | PA      | $899175.22     | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL PLC                                                      | BIOCON BIOLOGICS GLOBAL PLC REG S SR SEC 1ST LIEN 6.67% 10-09-29                                   | CUSIP: N/A<br>LEI: 254900PMQN51VACG2D55       | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4709935.00    | 0.00%             | 2029-10-09      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL PLC                                                      | BIOCON BIOLOGICS GLOBAL PLC 144A LIFE SR SEC 1ST LIEN 6.67% 10-09-29                               | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |  15000000 | PA      | $14129805.00   | 0.01%             | 2029-10-09      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                         | LAMB WESTON HOLDINGS INC 144A LIFE SR UNSEC 4.375% 01-31-32                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   7345000 | PA      | $6869271.70    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                         | LINDBLAD EXPEDITIONS LLC 144A LIFE SR SEC 1ST LIEN 6.75% 02-15-27                                  | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |   6830000 | PA      | $6852832.69    | 0.01%             | 2027-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                   | TRANSOCEAN INC 144A LIFE SR UNSEC 8.0% 02-01-27                                                    | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2116182.69    | 0.00%             | 2027-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                      | TARGA RESOURCES PARTNERS LP SR UNSEC 6.875% 01-15-29                                               | CUSIP: 87612BBN1<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   9385000 | PA      | $9580564.63    | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA 144A LIFE SR NON PREF 5.283% 11-19-30/29                                            | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    476000 | PA      | $485132.54     | 0.00%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 7.008% 05-01-64                                                                 | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2595755.95    | 0.00%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSEC 3.75% 03-18-28/27                                                | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   9800000 | PA      | $9668925.00    | 0.01%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | LOCKHEED MARTIN CORPORATION SR UNSEC 5.1% 11-15-27                                                 | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $3369695.38    | 0.00%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_05-54CB                                 | CWALT 05-54CB 2A5 LCF 5.5% 11-25-35                                                                | CUSIP: 12668APJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1593425 | PA      | $828826.63     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 MA3541 12-01-33                                                                      | CUSIP: 31418C5B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     84465 | PA      | $83797.80      | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC                                                                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |   9672735 | NS      | $2840882269.50 | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                                                             | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |   7381189 | NS      | $358722854.77  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                                             | INTERNATIONAL BUSINESS MACHINES CORP                                                               | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |   4152971 | NS      | $1051324608.65 | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| ICICI BANK LTD                                                                   | ICICI BANK LTD                                                                                     | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |   7315730 | NS      | $123520444.91  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | ASTRAZENECA PLC (GBP)                                                                              | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |   5226420 | NS      | $762285503.44  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| BARRICK MINING CORP                                                              | BARRICK MINING CORP (USD)                                                                          | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |  16415500 | NS      | $346695360.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.528% 05-01-34                                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  25611000 | PA      | $27885589.74   | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.388% 05-01-31                                                                 | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2610151.18    | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                           | INTERNATIONAL FLAVORS & FRAGRANCES INC                                                             | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |    753785 | NS      | $53541348.55   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE KPN NV                                                               | KONINKLIJKE KPN NV                                                                                 | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        | 144369348 | NS      | $645311146.29  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 BM1231 11-01-31                                                                      | CUSIP: 3140J5LM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     45383 | PA      | $44709.23      | 0.00%             | 2031-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BM4413 12-01-47                                                                      | CUSIP: 3140J83X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2556821 | PA      | $2475181.91    | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | LOCKHEED MARTIN CORPORATION SR UNSEC 5.7% 11-15-54                                                 | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   6148000 | PA      | $6146340.04    | 0.00%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | LOCKHEED MARTIN CORP SR UNSEC 4.45% 05-15-28                                                       | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   7873000 | PA      | $7921529.17    | 0.01%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | KENVUE INC                                                                                         | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |   7431490 | NS      | $159331145.60  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO                                                             | LAMAR ADVERTISING CO CL A (REIT)                                                                   | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |    903020 | NS      | $110394195.00  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                                  | LCM INVESTMENTS HOLDINGS II LLC 144A LIFE SR UNSEC 8.25% 08-01-31                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |  22295000 | PA      | $23589224.75   | 0.02%             | 2031-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.875% 05-13-37                                               | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  13455000 | PA      | $13919197.50   | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| B3 SA - BRASIL BOLSA BALCAO                                                      | B3 SA - BRASIL BOLSA BALCAO                                                                        | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |  60301822 | NS      | $135474622.20  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP                                                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |  11645542 | NS      | $550484770.34  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                        | TRANSCANADA PIPELINES LTD SR UNSEC 4.1% 04-15-30                                                   | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   4504000 | PA      | $4389373.20    | 0.00%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                                              | TREEHOUSE FOODS INC SR UNSEC 4.0% 09-01-28                                                         | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |  30260000 | PA      | $28018551.02   | 0.02%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC                                                                                    | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |  81296131 | NS      | $1935013414.49 | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                                                  | BROOKFIELD ASSET MANAGEMENT LTD A (USD)                                                            | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | US        |  13090437 | NS      | $807287249.79  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.858% 05-01-54                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3988000 | PA      | $4387629.50    | 0.00%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.298% 05-01-29                                                                 | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   7822000 | PA      | $8261463.43    | 0.01%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 05-15-54                                                        | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    291000 | PA      | $278363.76     | 0.00%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS CA3807 07-01-49                                                                          | CUSIP: 3140QBGR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1487082 | PA      | $1309182.35    | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA3806 07-01-49                                                                      | CUSIP: 3140QBGQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    992069 | PA      | $874921.69     | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                        | TEGNA INC SR UNSEC 5.0% 09-15-29                                                                   | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |  12100000 | PA      | $11641543.10   | 0.01%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                     | SOMNIGROUP INTERNATIONAL INC 144A LIFE SR UNSEC 4.0% 04-15-29                                      | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4398222.38    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 05-15-44                                                        | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 112695000 | PA      | $109217739.43  | 0.08%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 07-31-31                                                        | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38862000 | PA      | $38995494.86   | 0.03%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-13-30                                                 | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   4490000 | PA      | $4646027.50    | 0.00%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.23% 01-15-31/30                                                          | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4037000 | PA      | $4136568.57    | 0.00%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                     | MPT OPERATING PARTNERSHIP LP 144A LIFE SR SEC 1ST LIEN 8.5% 02-15-32                               | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |  99141000 | PA      | $103109614.23  | 0.08%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                                           | MINERA MEXICO SA DE CV 144A LIFE SR UNSEC 5.625% 02-12-32                                          | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |  11045000 | PA      | $11231660.50   | 0.01%             | 2032-02-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.05% 02-15-28                                                           | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   9725000 | PA      | $9181353.05    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | 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        |   2365000 | PA      | $2404010.68    | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.625% 07-15-54                                                    | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5052240.90    | 0.00%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 4.95% 01-15-32                                                     | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   9261000 | PA      | $9332189.31    | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.15% 07-15-34                                                     | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7325112.00    | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | UNION ELECTRIC CO SR SEC 1ST LIEN 5.125% 03-15-55                                                  | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    350000 | PA      | $320198.55     | 0.00%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 5.424% 02-12-36/35                                                             | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7383226.00    | 0.01%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 5.1% 02-20-35                                                          | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   6058000 | PA      | $6127763.93    | 0.00%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI3 3.0 BF0293 07-01-48                                                                         | CUSIP: 3140FXKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7054841 | PA      | $6193720.18    | 0.00%             | 2048-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.0 G61733 12-01-47                                                                          | CUSIP: 31335B4S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5235579 | PA      | $4639183.34    | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 5.6% 12-01-54                                                          | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   9163000 | PA      | $9075777.40    | 0.01%             | 2054-12-01      | Fixed         | 5.60%                 | 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        |  25298000 | PA      | $26585921.18   | 0.02%             | 2031-01-15      | Fixed         | 10.62%                | Yes           |                  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        |   9877000 | PA      | $9885434.96    | 0.01%             | 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        |  11177000 | PA      | $11298985.78   | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 9.375% 08-01-32                             | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |  44300000 | PA      | $45995183.80   | 0.03%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 4.125% 09-24-25                                                    | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4425000 | PA      | $4420911.30    | 0.00%             | 2025-09-24      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.375% 07-31-26                                                        | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31144000 | PA      | $31202395.00   | 0.02%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 08-15-54                                                         | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3663000 | PA      | $3292861.18    | 0.00%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 2.375% 07-22-26                                                                | CUSIP: 91159HHN3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4909280.00    | 0.00%             | 2026-07-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 144A LIFE SR UNSEC 4.625% 04-12-27                                                   | CUSIP: 904678AB5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    600000 | PA      | $598731.60     | 0.00%             | 2027-04-12      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                        | L3HARRIS TECHNOLOGIES INC                                                                          | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |   1393700 | NS      | $383016634.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDNET AB                                                                       | NORDNET AB                                                                                         | CUSIP: N/A<br>LEI: 549300D6WW5ZTWLZ4C08       | Long             | EC               | CORP              | SE        |   6000000 | NS      | $161525841.10  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                               | UNITED RENTALS NORTH AMERICA INC SR UNSEC 5.25% 01-15-30                                           | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   6840000 | PA      | $6827729.04    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 2.4% 02-05-30                                                          | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1931000 | PA      | $1774148.73    | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 1.364% 01-30-27/26                                                 | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2650000 | PA      | $2606725.50    | 0.00%             | 2027-01-30      | Variable      | 1.36%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                               | UNITED RENTALS NORTH AMERICA INC SR UNSEC 3.875% 02-15-31                                          | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |  21600000 | PA      | $20172585.60   | 0.02%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CREDICORP LTD                                                                    | CREDICORP LTD                                                                                      | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | PE        |     91683 | NS      | $21728871.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO/THE SER A CV PFD CUMULATIVE DEP SHS (1/20TH 6.00% SER A CV PFD) 10-15-27                 | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |  12628085 | NS      | $892805609.50  | 0.67%             |  |  |  | No            |                  1 | 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        |   8000000 | PA      | $8416632.00    | 0.01%             | 2036-01-14      | Variable      | 6.29%                 | Yes           |                  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              | US        |   2874272 | PA      | $2715540.20    | 0.00%             | 2030-11-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 08-15-44                                                        | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6335954.10    | 0.00%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 10-31-29                                                        | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 169500000 | PA      | $170787166.05  | 0.13%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | STARBUCKS CORP                                                                                     | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |  15653967 | NS      | $1395707697.72 | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | SOUTHERN COPPER CORP                                                                               | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |   3775851 | NS      | $355534130.16  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                     | BRITISH AMERICAN TOBACCO PLC                                                                       | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |   4136368 | NS      | $221420699.49  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                                               | BANCO BILBAO VIZCAYA ARGENTARIA SA                                                                 | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |  17732700 | NS      | $295996265.65  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 11-15-34                                                         | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5665000 | PA      | $5630342.66    | 0.00%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 11-15-54                                                          | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1875616.40    | 0.00%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                             | BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.125% 11-21-26                                            | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   9951000 | PA      | $10109608.99   | 0.01%             | 2026-11-21      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                             | BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.25% 01-21-29                                             | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   5902000 | PA      | $6185561.59    | 0.00%             | 2029-01-21      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BUNGE GLOBAL SA                                                                  | BUNGE GLOBAL SA                                                                                    | CUSIP: N/A<br>LEI: 254900IVXSV9K0B7PO26       | Long             | EC               | CORP              | US        |   3272054 | NS      | $260979027.04  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE PARTNERS LP                                            | BROOKFIELD INFRASTRUCTURE PARTNERS LP (CAD)                                                        | CUSIP: N/A<br>LEI: 549300WEH5R2OODI7Y90       | Long             | EC               | CORP              | BM        |  22376603 | NS      | $695554482.69  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 11-15-44                                                        | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2901023.70    | 0.00%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 12-15-27                                                          | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11883000 | PA      | $11909625.05   | 0.01%             | 2027-12-15      | Fixed         | 4.00%                 | 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        |   2354000 | PA      | $2359698.33    | 0.00%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 01-15-35                                 | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41254515 | PA      | $41779881.00   | 0.03%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  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        |    742000 | PA      | $765948.05     | 0.00%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 6.051% 02-01-35/34                                             | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   7067000 | PA      | $7364923.52    | 0.01%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES CO                                                                  | BAKER HUGHES CO CL A                                                                               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  13079995 | NS      | $589253774.75  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                                                    | BLACKROCK INC                                                                                      | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |    307624 | NS      | $340235220.24  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA 144A LIFE SR UNSEC 12.0% 02-15-31                                   | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |  12905000 | PA      | $12142520.98   | 0.01%             | 2031-02-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 144A LIFE SR UNSEC 7.25% 03-01-32                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |  21990000 | PA      | $22692382.59   | 0.02%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD CORP                                                                  | BROOKFIELD CORP A (USD)                                                                            | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |    207530 | NS      | $13914886.50   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BATTALION CLO LTD BATLN_18-12A                                                   | BATLN 2018-12A BRR CLO 144A FRN 05-17-31                                                           | CUSIP: 07133RAY1<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-O            | CORP              | KY        |   4961000 | PA      | $4955443.68    | 0.00%             | 2031-05-17      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.375% 01-31-32                                                        | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12181507.20   | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 02-15-35                                                        | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25400000 | PA      | $25950471.34   | 0.02%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | CHUBB INA HOLDINGS LLC SR UNSEC 5.0% 03-15-34                                                      | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   8345000 | PA      | $8439615.61    | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.0% 03-15-32                                              | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  24110000 | PA      | $23552094.60   | 0.02%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  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        |  40666000 | PA      | $38945547.60   | 0.03%             | 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        |   3500000 | PA      | $3438880.55    | 0.00%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 950991 10-01-37                                                                      | CUSIP: 31413N7C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    213399 | PA      | $220932.46     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD7503 08-01-49                                                                      | CUSIP: 3132DVKQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2752084 | PA      | $2508716.87    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 5.673% 03-15-30/29                                              | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  16902000 | PA      | $17453731.99   | 0.01%             | 2030-03-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 6.037% 06-15-35/34                                              | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    575000 | PA      | $602654.63     | 0.00%             | 2035-06-15      | Variable      | 6.04%                 | 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        |  87729000 | PA      | $81251178.37   | 0.06%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                               | UNITED RENTALS NORTH AMERICA INC SR UNSEC 3.75% 01-15-32                                           | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |  10985000 | PA      | $10015683.60   | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 8.375% 06-01-31                                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |  63960000 | PA      | $66201030.48   | 0.05%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC 144A LIFE SR UNSEC 7.5% 05-30-31                                                        | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |  68280000 | PA      | $59537292.24   | 0.04%             | 2031-05-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 2.572% 02-11-31/30                                                       | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7350000 | PA      | $6741324.45    | 0.01%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                                | WISCONSIN POWER AND LIGHT CO SR UNSEC 3.65% 04-01-50                                               | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $250096.00     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                              | ASSUREDPARTNERS INC TL 1ST LIEN (TSFR3M+350)(FLR 0.5) FRN 02-14-31                                 | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |  15244221 | PA      | $15289130.60   | 0.01%             | 2031-02-14      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| AIMBRIDGE ACQUISITION CO INC                                                     | AIMBRIDGE ACQUISITION CO INC TL 1ST LIEN FIRST OUT (TSFR1M+561.448)(FLR 1.00) FRN 03-11-30         | CUSIP: 00900YAG1<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |   3519919 | PA      | $3519919.01    | 0.00%             | 2030-03-11      | Variable      | 9.94%                 | No            |                  3 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 2.393% 06-02-28/27                                                       | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4719160.60    | 0.00%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORPORATION                                                      | CITGO PETROLEUM CORP 144A LIFE SR SEC 1ST LIEN 8.375% 01-15-29                                     | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |  32845000 | PA      | $34142607.42   | 0.03%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD0045 11-01-48                                                                      | CUSIP: 3132DMBN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  14278284 | PA      | $13828389.68   | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 888637 09-01-37                                                                      | CUSIP: 31410GHN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    668139 | PA      | $698954.89     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                                | CPS 24-A D 144A 6.13% 04-15-30/10-15-27                                                            | CUSIP: 22411CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197000 | PA      | $200520.19     | 0.00%             | 2030-04-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CHAOT 2024-1A                                                                    | CHAOT 24-1 A4 144A 5.05% 10-25-29/08-25-28                                                         | CUSIP: 16144BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10983000 | PA      | $11156355.67   | 0.01%             | 2029-10-25      | Fixed         | 5.05%                 | 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        |  11750000 | PA      | $11492122.75   | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                     | CITIZENS FINANCIAL GROUP INC SR UNSEC 6.645% 04-25-35/34                                           | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   2711000 | PA      | $2934882.51    | 0.00%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.4% 06-01-29                                                             | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   9561000 | PA      | $9816967.09    | 0.01%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                                         | COUGAR JV SUBSIDIARY LLC 144A LIFE SR UNSEC 8.0% 05-15-32                                          | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15730000 | PA      | $16656874.52   | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.55% 06-01-31                                                            | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   7012000 | PA      | $7265595.99    | 0.01%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.7% 06-01-34                                                             | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   8598000 | PA      | $8808745.58    | 0.01%             | 2034-06-01      | Fixed         | 5.70%                 | 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        |  34950000 | PA      | $37242055.95   | 0.03%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP SR UNSEC 5.65% 06-01-54                                                               | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   7216000 | PA      | $6933839.97    | 0.01%             | 2054-06-01      | Fixed         | 5.65%                 | 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        |  32175000 | PA      | $30809299.95   | 0.02%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | CHUBB INA HOLDINGS LLC SR UNSEC 4.65% 08-15-29                                                     | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3040272.00    | 0.00%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 02-15-54                                                         | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 180573000 | PA      | $162292602.06  | 0.12%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 02-28-31                                                         | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1113000 | PA      | $1126110.03    | 0.00%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER COMPANY (THE)                                        | CONNECTICUT LIGHT AND POWER CO SR SEC 1ST LIEN 4.95% 08-15-34                                      | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3291581.70    | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                     | COCA-COLA CO SR UNSEC 4.65% 08-14-34                                                               | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   2898000 | PA      | $2902915.01    | 0.00%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                    | WLAKE 24-3 D 144A 5.21% 04-15-30                                                                   | CUSIP: 96043CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8013984.00    | 0.01%             | 2030-04-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                    | WLAKE 24-3 B 144A 4.72% 11-15-29                                                                   | CUSIP: 96043CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11381000 | PA      | $11383128.25   | 0.01%             | 2029-11-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                    | WLAKE 24-3 C 144A 4.92% 11-15-29                                                                   | CUSIP: 96043CAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7423000 | PA      | $7433956.35    | 0.01%             | 2029-11-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                    | WLAKE 24-3 A3 144A 4.71% 04-17-28                                                                  | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3350000 | PA      | $3357085.25    | 0.00%             | 2028-04-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-4                                                                      | ACAR 24-4 A 144A 4.81% 03-13-28                                                                    | CUSIP: 024945AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    508070 | PA      | $507929.32     | 0.00%             | 2028-03-13      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 4.508% 09-11-27/26                                     | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2999334.00    | 0.00%             | 2027-09-11      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 4.631% 09-11-30/29                                     | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1272000 | PA      | $1272530.42    | 0.00%             | 2030-09-11      | Variable      | 4.63%                 | 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        |  43731038 | PA      | $39279360.25   | 0.03%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 04-15-27                                                          | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    830000 | PA      | $836937.80     | 0.00%             | 2027-04-15      | Fixed         | 4.50%                 | 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              | LU        | 159261000 | PA      | $161022585.92  | 0.12%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                             | COMISION FEDERAL DE ELECTRICIDAD 144A LIFE SR UNSEC 6.45% 01-24-35                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   8000000 | PA      | $7882632.00    | 0.01%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 ZN3568 02-01-49                                                                      | CUSIP: 3131Y96D0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7121 | PA      | $6856.04       | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI3 3.5 BF0318 08-01-48                                                                         | CUSIP: 3140FXK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5407980 | PA      | $4896520.41    | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 4.9% 02-26-31                                                     | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $4152703.95    | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 5.0% 02-26-34                                                     | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   8375000 | PA      | $8491538.13    | 0.01%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 4.95% 03-15-31                                                                 | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1199358.93    | 0.00%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.35% 03-15-44                                                                 | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    375000 | PA      | $366663.75     | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA4432 10-01-49                                                                      | CUSIP: 3140QB4S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5109081 | PA      | $4774364.68    | 0.00%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA3976 08-01-49                                                                      | CUSIP: 3140QBM21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  44303762 | PA      | $41483606.40   | 0.03%             | 2049-08-01      | Fixed         | 4.00%                 | 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        | 109371000 | PA      | $110051036.07  | 0.08%             | 2034-05-15      | Fixed         | 4.38%                 | 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        |  10500000 | PA      | $10126095.00   | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.05% 03-15-34                                                                 | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1063701.45    | 0.00%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | ANALOG DEVICES INC SR UNSEC 5.05% 04-01-34                                                         | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   3616000 | PA      | $3683705.98    | 0.00%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | ANALOG DEVICES INC SR UNSEC 5.3% 04-01-54                                                          | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   4974000 | PA      | $4783679.84    | 0.00%             | 2054-04-01      | Fixed         | 5.30%                 | 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        |   1611000 | PA      | $1540652.46    | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                           | THE CAMPBELL'S COMPANY SR UNSEC 5.25% 10-13-54                                                     | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    264000 | PA      | $238513.97     | 0.00%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 4.194% 04-01-31/30                                                 | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3050000 | PA      | $2982521.80    | 0.00%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.7% 04-01-51                                 | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |  46939000 | PA      | $30323298.09   | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FM1784 09-01-48                                                                      | CUSIP: 3140X46W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5790146 | PA      | $5439835.93    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FM1668 08-01-49                                                                      | CUSIP: 3140X42A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4925708 | PA      | $4613684.20    | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_06-I                                    | CWHEL 2006-I 2A FRN 01-15-37                                                                       | CUSIP: 12668FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170822 | PA      | $162726.88     | 0.00%             | 2037-01-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_07-B                                    | CWHEL 2007-B A FRN 02-15-37                                                                        | CUSIP: 12669XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    286429 | PA      | $268781.16     | 0.00%             | 2037-02-15      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC SR UNSEC 5.875% 06-01-27                                                      | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  50625000 | PA      | $50699520.00   | 0.04%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 4.25% 12-15-27                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  24109000 | PA      | $23393227.90   | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.8% 05-12-28                                                    | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206514.00     | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | 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        |  35598000 | PA      | $31993916.09   | 0.02%             | 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        |   1925000 | PA      | $2026395.53    | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SANDOZ GROUP AG                                                                  | SANDOZ GROUP AG                                                                                    | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               | CORP              | CH        |    167000 | NS      | $9523402.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                                 | SKANDINAVISKA ENSKILDA BANKEN AB A                                                                 | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |   3739101 | NS      | $65289200.27   | 0.05%             |  |  |  | No            |                  2 | 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        |   3238731 | PA      | $3238731.24    | 0.00%             | 2030-03-11      | Variable      | 11.95%                | No            |                  3 | On Loan: No      |
| ALERA GROUP INTERMEDIATE HOLDINGS INC                                            | ALERA GROUP INTERMEDIATE HOLDINGS TL 2ND LIEN (TSFR3M+550) (FLR 0.5) FRN 05-30-33                  | CUSIP: N/A<br>LEI: 549300BPCKH0Q3R2H875       | Long             | LON              | CORP              | US        |  23485000 | PA      | $24414606.76   | 0.02%             | 2033-05-30      | Variable      | 9.86%                 | No            |                  2 | On Loan: No      |
| SHELL PLC                                                                        | SHELL PLC (AMSTERDAM)                                                                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    570856 | NS      | $20525679.93   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                                                        | SHELL PLC (LONDON)                                                                                 | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |  18389797 | NS      | $659868284.30  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                     | AIR PRODUCTS AND CHEMICALS INC SR UNSEC 1.85% 05-15-27                                             | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1607000 | PA      | $1542456.45    | 0.00%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                                       | AXALTA COATING SYSTEMS LLC 144A LIFE SR UNSEC 4.75% 06-15-27                                       | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |  14076000 | PA      | $13963363.85   | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | 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        |  13220000 | PA      | $12934091.06   | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                  | ADAPTHEALTH LLC 144A LIFE SR UNSEC 6.125% 08-01-28                                                 | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12771000 | PA      | $12702547.44   | 0.01%             | 2028-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 1.65% 02-01-28                                                                   | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5925000 | PA      | $5548335.90    | 0.00%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                              | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 1.875% 02-01-33                                       | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   4323000 | PA      | $3478285.80    | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                                          | BELRON FINANCE 2019 LLC TL-B 1ST LIEN (TSFR3M+250)(FLR 0.5) FRN 10-16-31                           | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  29140584 | PA      | $29272619.54   | 0.02%             | 2031-10-16      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC TL-B 1ST LIEN (TSFR3M+450)(FLR 0.0) 8.8631% 01-18-28                              | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |  59342138 | PA      | $59314306.80   | 0.04%             | 2028-01-18      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| SIEMENS AG                                                                       | SIEMENS AG                                                                                         | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |    582312 | NS      | $149329453.63  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHLUMBERGER NV                                                                  | SCHLUMBERGER NV                                                                                    | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |  13266388 | NS      | $448403914.40  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS INC SR UNSEC 3.9% 04-15-30                                                      | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   6201000 | PA      | $5627047.84    | 0.00%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                                       | AVIS BUDGET CAR RENTAL LLC 144A LIFE SR UNSEC 5.75% 07-15-27                                       | CUSIP: 053773BE6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |  10553000 | PA      | $10531872.89   | 0.01%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 3.375% 02-15-30                                                              | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  20203000 | PA      | $18204297.01   | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 4.625% 12-15-29                                                              | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  24871000 | PA      | $23666994.89   | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.798% 11-07-28                                                  | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   7775000 | PA      | $8049185.38    | 0.01%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 7.122% 11-07-33                                                  | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4501000 | PA      | $4682484.82    | 0.00%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-2                                                    | CHAOT 24-2 A2 144A 5.66% 05-26-27/12-26-25                                                         | CUSIP: 16144CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1884457 | PA      | $1887316.00    | 0.00%             | 2027-05-26      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_24-2                                               | CARMX 24-2 A2A 5.65% 05-17-27/02-17-26                                                             | CUSIP: 14319EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2937083 | PA      | $2942683.73    | 0.00%             | 2027-05-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.05% 03-05-31                                                   | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  53551000 | PA      | $53722309.65   | 0.04%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | FIFTH THIRD BANCORP SR UNSEC 5.631% 01-29-32/31                                                    | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   5511000 | PA      | $5710316.34    | 0.00%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| CNH 2024-B                                                                       | CNH 24-B A2A 5.42% 10-15-27/03-16-26                                                               | CUSIP: 18978JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2610271 | PA      | $2615818.28    | 0.00%             | 2027-10-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A                                                                      | CMXS 24-A C 5.62% 01-15-30/03-15-28                                                                | CUSIP: 14319FAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2153000 | PA      | $2182894.41    | 0.00%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A                                                                      | CMXS 24-A A2A 5.78% 09-15-27/02-17-26                                                              | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1016576 | PA      | $1019646.21    | 0.00%             | 2027-09-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A                                                                      | CMXS 24-A D 6.27% 12-16-30/03-15-28                                                                | CUSIP: 14319FAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3265000 | PA      | $3349073.75    | 0.00%             | 2030-12-16      | Fixed         | 6.27%                 | 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        |  52555830 | PA      | $52711867.95   | 0.04%             | 2029-03-29      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                    | COMMSCOPE LLC TL 1ST LIEN (TSFR3M+525)(FLR 2.0) FRN 12-17-29                                       | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |  24790000 | PA      | $25216090.52   | 0.02%             | 2029-12-17      | Variable      | 9.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA1542 04-01-48                                                                      | CUSIP: 3140Q8WC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4200754 | PA      | $3947565.78    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA3184 03-01-49                                                                      | CUSIP: 3140QARE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8086855 | PA      | $7585453.52    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-3                                                | CHAOT 24-3 A2 144A 5.53% 09-27-27/03-25-26                                                         | CUSIP: 16144LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3704961 | PA      | $3713564.41    | 0.00%             | 2027-09-27      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-3                                                | CHAOT 24-3 A3 144A 5.22% 07-25-29/01-25-28                                                         | CUSIP: 16144LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8384000 | PA      | $8470807.94    | 0.01%             | 2029-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| CONNECT FINCO SARL                                                               | CONNECT FINCO SARL TL-B 1ST LIEN (TSFR1M+450)(FLR 0.5) FRN 09-27-29                                | CUSIP: N/A<br>LEI: 2594001KNYIQ456J2792       | Long             | LON              | CORP              | LU        |  17730000 | PA      | $17403094.26   | 0.01%             | 2029-09-27      | Variable      | 8.86%                 | No            |                  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        |  14910000 | PA      | $15019036.83   | 0.01%             | 2040-06-15      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| CPS 2024-C                                                                       | CPS 24-C C 144A 5.76% 10-15-30/05-17-27                                                            | CUSIP: 223920AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2376000 | PA      | $2401273.51    | 0.00%             | 2030-10-15      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| CPS 2024-C                                                                       | CPS 24-C A 144A 5.88% 02-15-28/11-17-25                                                            | CUSIP: 223920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1373125 | PA      | $1376972.87    | 0.00%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CPS 2024-C                                                                       | CPS 24-C D 144A 6.22% 10-15-30/02-15-28                                                            | CUSIP: 223920AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2251000 | PA      | $2300733.59    | 0.00%             | 2030-10-15      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| CPTRS 2024-1A                                                                    | CPTRS 24-1 A2 144A 5.58% 07-20-32/11-20-28                                                         | CUSIP: 14077AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3650769 | PA      | $3689276.84    | 0.00%             | 2032-07-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                | GENESIS ENERGY LP SR UNSEC 7.875% 05-15-32                                                         | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |  22295000 | PA      | $23077487.62   | 0.02%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY MEDIA INC 144A LIFE SR SEC 1ST LIEN 10.5% 07-15-29                                            | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |  88400000 | PA      | $95728713.60   | 0.07%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-4                                                | CHAOT 24-4 144A 4.94% 07-25-29/01-25-28                                                            | CUSIP: 16144YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9354000 | PA      | $9418000.07    | 0.01%             | 2029-07-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-4                                                | CHAOT 24-4 A2 144A 5.25% 09-27-27/04-27-26                                                         | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3536983 | PA      | $3543335.76    | 0.00%             | 2027-09-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 2.572% 06-03-31/30                                                          | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  18363000 | PA      | $16657132.39   | 0.01%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                    | COMMSCOPE LLC 144A LIFE SR UNSEC 7.125% 07-01-28                                                   | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |  16551000 | PA      | $16394593.05   | 0.01%             | 2028-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                                   | AMSR 25-SFR1 C 144A 3.655% 06-17-42                                                                | CUSIP: 00182MAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1463000 | PA      | $1356843.26    | 0.00%             | 2042-06-17      | Fixed         | 3.65%                 | 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        |   1704000 | PA      | $1563706.27    | 0.00%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| CARMX 2024-3                                                                     | CARMX 24-3 A3 4.89% 07-16-29/05-15-28                                                              | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15202000 | PA      | $15335382.35   | 0.01%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CLARUS 2024-1A                                                                   | CLARUS 24-1 A2 144A 4.71% 08-20-32/05-20-27                                                        | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    916711 | PA      | $916496.93     | 0.00%             | 2032-08-20      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                                          | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |  42710786 | NS      | $1649840956.20 | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIATEK INC                                                                     | MEDIATEK INC                                                                                       | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |   8857000 | NS      | $404102293.43  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                     | TAKEDA PHARMACEUTICAL CO LTD                                                                       | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |   4245700 | NS      | $116696566.92  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KWEICHOW MOUTAI CO LTD                                                           | KWEICHOW MOUTAI CO LTD A (SSE NORTH)                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     29000 | NS      | $5737858.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 735228 02-01-35                                                                      | CUSIP: 31402QYZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     59333 | PA      | $60813.80      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ITOCHU CORP                                                                      | ITOCHU CORP                                                                                        | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |   6000000 | NS      | $315996114.87  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| MARUBENI CORP                                                                    | MARUBENI CORP                                                                                      | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |    457200 | NS      | $9351521.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                                          | EFF 22-3 A2 144A 4.38% 07-20-29/03-20-26                                                           | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1472203 | PA      | $1470581.82    | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                                          | EFF 22-3 A3 144A 4.29% 07-20-29/03-22-27                                                           | CUSIP: 29374FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3349000 | PA      | $3341967.10    | 0.00%             | 2029-07-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                                   | AMSR 25-SFR1 B 144A 3.655% 06-17-42                                                                | CUSIP: 00182MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1386000 | PA      | $1299143.54    | 0.00%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                                   | AMSR 25-SFR1 A 144A 3.655% 06-17-42                                                                | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5897000 | PA      | $5598552.83    | 0.00%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 02-01-31                                                      | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  94478000 | PA      | $86359316.50   | 0.06%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 3.0% 10-15-30                                                                | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1534044.16    | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                          | CENTRAL GARDEN & PET CO SR UNSEC 4.125% 10-15-30                                                   | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |  40146000 | PA      | $37778630.53   | 0.03%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 144A LIFE SR UNSEC 6.0% 01-15-29                                                | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |  37027000 | PA      | $37039033.78   | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL 144A LIFE SR SEC 1ST LIEN SF 5.8528% 02-23-36                       | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   8795000 | PA      | $9023546.87    | 0.01%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                           | GROUP 1 AUTOMOTIVE INC 144A LIFE SR UNSEC 6.375% 01-15-30                                          | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |  12220000 | PA      | $12469764.58   | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                                                               | TOKYO ELECTRON LTD                                                                                 | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |    658350 | NS      | $103031775.00  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP INC                                                                         | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |   4023400 | NS      | $118023517.61  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD INSURANCE GROUP HOLDINGS INC                                               | MS&AD INSURANCE GROUP HOLDINGS INC                                                                 | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |  18363300 | NS      | $391182151.98  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| NETEASE INC                                                                      | NETEASE INC                                                                                        | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | CN        |   8012100 | NS      | $209029691.66  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK BANK_18-BN10                                                                | BANK 2018-BN10 A4 3.428% 02-15-61                                                                  | CUSIP: 065404BA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    294078 | PA      | $286437.02     | 0.00%             | 2061-02-17      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| BANK 18-BN10-A5                                                                  | BANK 18-BN10 A5 3.688% 02-15-61/01-18-28                                                           | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-CBDO         | CORP              | US        |    480000 | PA      | $469742.40     | 0.00%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL 144A LIFE SR SEC 1ST LIEN SF 6.1027% 08-23-42                       | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   7750000 | PA      | $7893615.25    | 0.01%             | 2042-08-23      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                   | GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 4.8% 08-14-29                                              | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   2726000 | PA      | $2757959.62    | 0.00%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC                                                                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |   4874540 | NS      | $921385550.80  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCOR SA                                                                         | ACCOR SA                                                                                           | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |   1294017 | NS      | $65763823.60   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 RA1744 11-01-49                                                                      | CUSIP: 3133KG5D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  18853600 | PA      | $17635939.82   | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA4802 12-01-49                                                                      | CUSIP: 3140QCKQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  20993909 | PA      | $19154170.52   | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE                                                                  | SOUTHERN CO/THE                                                                                    | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |   6665009 | NS      | $629710050.32  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP INC                                                         | SIMON PROPERTY GROUP INC (REIT)                                                                    | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |   2054584 | NS      | $336520313.36  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.9% 10-06-29                                             | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2061000 | PA      | $2058446.42    | 0.00%             | 2029-10-06      | Fixed         | 4.90%                 | 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        |   5525000 | PA      | $5692363.30    | 0.00%             | 2029-10-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | AIR LEASE CORP SR UNSEC 2.875% 01-15-26                                                            | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   5916000 | PA      | $5865211.14    | 0.00%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 4.25% 10-15-27                         | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |  16855000 | PA      | $16514343.60   | 0.01%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS 144A LIFE SR SEC 1ST LIEN 5.625% 03-15-27                                                      | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  68965000 | PA      | $69116654.04   | 0.05%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS 144A SR SEC 1ST LIEN 6.0% 01-15-29                                                             | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    900000 | PA      | $856206.00     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                                | SORT 22-1 A1 144A 5.97% 08-15-62/02-16-27                                                          | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23128678 | PA      | $22394620.01   | 0.02%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                                | SORT 22-1 A2 144A 6.11% 08-15-62/28                                                                | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19138077 | PA      | $18287715.01   | 0.01%             | 2062-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B2                                             | BMARK 2018-B2 A5 FRN 02-15-51                                                                      | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5717917 | PA      | $5594026.89    | 0.00%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK 18-B3                                             | BMARK 18-B3 A5 4.025% 04-10-51/02-11-28                                                            | CUSIP: 08161BAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4805523 | PA      | $4717014.88    | 0.00%             | 2051-04-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| SINGAPORE TELECOMMUNICATIONS LTD                                                 | SINGAPORE TELECOM LTD                                                                              | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        | 175434500 | NS      | $523075942.98  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| SCANDINAVIAN TOBACCO GROUP A/S                                                   | SCANDINAVIAN TOBACCO GROUP A/S                                                                     | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | EC               | CORP              | DK        |    437503 | NS      | $5724758.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGNICO EAGLE MINES LIMITED/MINES AGNICO EAGLE LIMITEE                            | AGNICO EAGLE MINES LIMITED/MINES AGNICO EAGLE LIMITEE                                              | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |   9830897 | NS      | $1220419019.18 | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP (THE)                                                                   | AES CORP (THE)                                                                                     | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |  11915891 | NS      | $156693966.65  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                 | AMERICAN INTERNATIONAL GROUP INC                                                                   | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |   5000000 | NS      | $388150000.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC                                                                                 | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    525099 | NS      | $19874997.15   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 4.692% 10-23-30/29                                                | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17991054.00   | 0.01%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                                        | GARDA WORLD SECURITY CORP 144A LIFE SR UNSEC 8.375% 11-15-32                                       | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |  10430000 | PA      | $10753392.58   | 0.01%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0264 05-01-58                                                                         | CUSIP: 3140FXJJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10437927 | PA      | $9319273.64    | 0.01%             | 2058-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA4804 12-01-49                                                                      | CUSIP: 3140QCKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  18323726 | PA      | $16662497.41   | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD7508 10-01-49                                                                      | CUSIP: 3132DVKV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11284220 | PA      | $10326483.25   | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 888795 11-01-36                                                                      | CUSIP: 31410GNL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    407962 | PA      | $419155.85     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.0 BJ5674 01-01-33                                                                      | CUSIP: 3140H7JU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     92614 | PA      | $89650.52      | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AL2940 11-01-27                                                                      | CUSIP: 3138EKHS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     36286 | PA      | $35904.17      | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | 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        |   3355000 | PA      | $3287541.02    | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC SR UNSEC 5.55% 05-01-35                                                                 | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |  10618000 | PA      | $10641317.13   | 0.01%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  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        |   1548192 | PA      | $1547724.21    | 0.00%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1                               | UACST 25-1 A 144A 4.80% 06-10-27/04-10-26                                                          | CUSIP: 90945JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    894218 | PA      | $894148.69     | 0.00%             | 2027-06-10      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_23-1                                                   | VZMT 23-1 A 4.49% 01-22-29/01-20-26                                                                | CUSIP: 92348KBG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17018000 | PA      | $17019055.12   | 0.01%             | 2029-01-22      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| VENTR 2019-36A                                                                   | VENTR 2019-36A A1AR CLO 144A FRN 04-20-32                                                          | CUSIP: 92332LAU3<br>LEI: 549300AZL7IWJJ04HD37 | Long             | ABS-O            | CORP              | KY        |   1780866 | PA      | $1782844.65    | 0.00%             | 2032-04-20      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM1954 11-01-49                                                                      | CUSIP: 3140X5E41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3817290 | PA      | $3451922.05    | 0.00%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM1589 09-01-49                                                                      | CUSIP: 3140X4XT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2424728 | PA      | $2193404.22    | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | HYATT HOTELS CORP SR UNSEC 5.75% 03-30-32                                                          | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |  23992000 | PA      | $24616295.83   | 0.02%             | 2032-03-30      | Fixed         | 5.75%                 | 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        |  30822000 | PA      | $27140620.32   | 0.02%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                              | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 9.0% 11-01-27                               | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    959000 | PA      | $1165357.62    | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 4.75% 03-15-45                                                                 | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1080814.90    | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BN12                                                                   | BANK 2018-BN12 A4 FRN 05-15-61                                                                     | CUSIP: 06541KBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5772000 | PA      | $5719780.72    | 0.00%             | 2061-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BMARK 2018-B7                                                                    | BMARK 2018-B7 A4 FRN 05-15-53                                                                      | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3036666 | PA      | $3003948.96    | 0.00%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 4.55% 03-15-35                                                                 | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6524489.25    | 0.00%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                         | ALLISON TRANSMISSION INC 144A LIFE SR UNSEC 3.75% 01-30-31                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |  25185000 | PA      | $23033294.34   | 0.02%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PLC                                                  | SEAGATE TECHNOLOGY HOLDINGS PLC                                                                    | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | US        |    393724 | NS      | $61818605.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SMURFIT WESTROCK PLC                                                             | SMURFIT WESTROCK PLC                                                                               | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |   8292449 | NS      | $368018886.62  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP SR UNSEC 2.95% 01-15-51                                                        | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $2676756.25    | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 144A LIFE SR UNSEC 4.625% 11-15-29                                     | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |  48325000 | PA      | $46467676.95   | 0.03%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BANK BANK_19-BN18                                                                | BANK 2019-BN18 A4 3.584% 05-15-62                                                                  | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3259959 | PA      | $3084400.43    | 0.00%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BANK BANK_19-BN19                                                                | BANK 19-BN19 A3 3.183% 08-15-61                                                                    | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5655487 | PA      | $5277417.69    | 0.00%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_23-3                                                   | VZMT 23-3 A 144A 4.73% 04-21-31/04-20-28                                                           | CUSIP: 92348KBP7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20266000 | PA      | $20525404.80   | 0.02%             | 2031-04-21      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_24-1                                                   | VZMT 24-1 A1A 5.00% 12-20-28                                                                       | CUSIP: 92348KCL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8584000 | PA      | $8598618.55    | 0.01%             | 2028-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL                                                                                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |  11083201 | NS      | $772166613.67  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORP                                                                       | SYSCO CORP                                                                                         | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |   8133138 | NS      | $647397784.80  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANZ SE                                                                       | ALLIANZ SE                                                                                         | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |    619243 | NS      | $245248678.34  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC                                                                                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |   4003635 | NS      | $1181472688.50 | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| VSTRG 2024-A                                                                     | VSTRG 24-A A3 144A 5.62% 12-15-28/09-15-26                                                         | CUSIP: 92891PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    579000 | PA      | $581647.77     | 0.00%             | 2028-12-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VSTRG 2024-A                                                                     | VSTRG 24-A B 144A 5.77% 07-15-30/08-16-27                                                          | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1295000 | PA      | $1310681.16    | 0.00%             | 2030-07-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC                                                                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |  38003558 | NS      | $1041677524.78 | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                                                      | TARGET CORP                                                                                        | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |   1633848 | NS      | $164201724.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM2092 12-01-49                                                                      | CUSIP: 3140X5KE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10715876 | PA      | $9750343.19    | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0332 01-01-59                                                                         | CUSIP: 3140FXLN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  53856839 | PA      | $45938537.66   | 0.03%             | 2059-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 4.75% 10-01-26                                                   | CUSIP: 44106MBA9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |  19605000 | PA      | $19305827.70   | 0.01%             | 2026-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                            | HILTON DOMESTIC OPERATING CO INC SR UNSEC 4.875% 01-15-30                                          | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |  30661000 | PA      | $30261947.09   | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                      | ASBURY AUTOMOTIVE GROUP INC 144A LIFE SR UNSEC 5.0% 02-15-32                                       | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   4555000 | PA      | $4311954.31    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | AIR LEASE CORP SR UNSEC 2.2% 01-15-27                                                              | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    934000 | PA      | $904182.98     | 0.00%             | 2027-01-15      | Fixed         | 2.20%                 | 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        |  16135000 | PA      | $16549153.18   | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN & BROWN INC SR UNSEC 4.7% 06-23-28                                                           | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1881545.63    | 0.00%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP (REIT)                                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |   2768989 | NS      | $577029617.71  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                     | AIR PRODUCTS & CHEMICALS INC                                                                       | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |    640174 | NS      | $184293291.12  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALD'S CORP SR UNSEC 4.95% 03-03-35                                                            | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |  12556000 | PA      | $12520956.20   | 0.01%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 4.8% 03-01-30                                                          | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5126000 | PA      | $5178536.37    | 0.00%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY CORP                                                                | TALEN ENERGY CORP                                                                                  | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    175287 | NS      | $66183112.59   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TOURMALINE OIL CORP                                                              | TOURMALINE OIL CORP                                                                                | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |   8796534 | NS      | $374373275.10  | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 2.871% 11-22-32/31                                                      | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1922000 | PA      | $1702486.46    | 0.00%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 144A LIFE SR UNSEC 5.625% 12-01-29                                           | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |  25020000 | PA      | $24862549.14   | 0.02%             | 2029-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 5.2% 07-15-35                                                                | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  20750000 | PA      | $20856074.00   | 0.02%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PLC                                                   | BRITISH TELECOMMUNICATIONS PLC SR UNSEC (B) 9.625% 12-15-30                                        | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   3261000 | PA      | $3986826.86    | 0.00%             | 2030-12-15      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| VOYA 2018-3A                                                                     | VOYA 2018-3A A1R2 CLO 144A FRN 10-15-31                                                            | CUSIP: 92917KAQ7<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-O            | CORP              | KY        |   4132618 | PA      | $4133427.51    | 0.00%             | 2031-10-15      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| VOYA 2018-3A                                                                     | VOYA 2018-3A BR2 CLO 144A FRN 10-15-31                                                             | CUSIP: 92917KAU8<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-O            | CORP              | KY        |   3478000 | PA      | $3486375.02    | 0.00%             | 2031-10-15      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| TC ENERGY CORP                                                                   | TC ENERGY CORP                                                                                     | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |   2668721 | NS      | $127426805.25  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | TAIWAN SEMICONDUCTOR MFG CO ADR                                                                    | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |   1471300 | NS      | $355495506.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK_20-BN26                                                                     | BANK 2020-BN26 A4 2.403% 03-15-63                                                                  | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3772000 | PA      | $3387712.41    | 0.00%             | 2063-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0167 02-01-57                                                                         | CUSIP: 3140FXFH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    715853 | PA      | $617623.07     | 0.00%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 929964 09-01-38                                                                      | CUSIP: 31412NFD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    219510 | PA      | $229636.30     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.505% 10-22-28/27                                                    | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5206884.80    | 0.00%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.14% 01-24-31/30                                                     | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4446696.15    | 0.00%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.502% 01-24-36/35                                                    | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9098000 | PA      | $9337614.03    | 0.01%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                            | JANE STREET GROUP 144A LIFE SR SEC 1ST LIEN 6.75% 05-01-33                                         | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |  20510000 | PA      | $21003491.11   | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | 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        |   4385000 | PA      | $4402754.87    | 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        |  18400000 | PA      | $18604700.00   | 0.01%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BRINK'S CO (THE)                                                                 | BRINK'S CO 144A LIFE SR UNSEC 4.625% 10-15-27                                                      | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |  12800000 | PA      | $12623001.60   | 0.01%             | 2027-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM CORPORATION                                                             | BROADCOM CORP SR UNSEC 3.875% 01-15-27                                                             | CUSIP: 11134LAH2<br>LEI: KFFV4ZWM9DJH1ND3BD89 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1124664.91    | 0.00%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SUB 5.576% 07-23-36/35                                                         | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1492718.85    | 0.00%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 3.54% 05-01-28/27                                                     | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344456.35     | 0.00%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.25% 03-01-28                                                                  | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $991097.10     | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | BAYER US FINANCE II LLC 144A LIFE SR UNSEC 4.4% 07-15-44                                           | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  13090000 | PA      | $10225554.57   | 0.01%             | 2044-07-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                                     | APOLLO GLOBAL MANAGEMENT INC                                                                       | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |   2993772 | NS      | $435054947.04  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORP                                                             | ARES MANAGEMENT CORP CL A                                                                          | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |   4955917 | NS      | $919471281.01  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 3.557% 08-15-27                                                          | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490849.00     | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.54% 08-15-47                                                           | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1081594.87    | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 5.0% 03-01-32                                                          | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   7790000 | PA      | $7865827.86    | 0.01%             | 2032-03-01      | Fixed         | 5.00%                 | 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        |  13113000 | PA      | $12950910.21   | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA                                                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |    584948 | NS      | $53287998.27   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                                                       | BRIXMOR PROPERTY GROUP INC (REIT)                                                                  | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |   1655326 | NS      | $43253668.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.994% 04-12-29/28                                                         | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2202244.05    | 0.00%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                                  | NCR ATLEOS CORP 144A LIFE SR SEC 1ST LIEN 9.5% 04-01-29                                            | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |  59983000 | PA      | $65036267.84   | 0.05%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_24-3                                                   | VZMT 24-3 A1A 5.34% 04-22-30/04-20-27                                                              | CUSIP: 92348KCQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19500000 | PA      | $19832709.00   | 0.01%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| VERD 2024-1A                                                                     | VERD 24-1 A2 144A 5.68% 12-12-31/08-14-28                                                          | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2061771 | PA      | $2089986.71    | 0.00%             | 2031-12-12      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.0 A87873 08-01-39                                                                          | CUSIP: 312934XA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    150965 | PA      | $151175.70     | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.0 A87892 08-01-39                                                                          | CUSIP: 312934XV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    373804 | PA      | $381778.87     | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4119 09-01-50                                                                      | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11756656 | PA      | $9294812.29    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                                       | FKH 20-SFR2 A 144A 1.266% 10-19-37/11-19-25                                                        | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6760882 | PA      | $6692806.61    | 0.01%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4237 01-01-51                                                                      | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11966364 | PA      | $9438206.55    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD7528 11-01-50                                                                      | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  18422106 | PA      | $14680741.90   | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUREAU VERITAS SA                                                                | BUREAU VERITAS SA                                                                                  | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |   1218228 | NS      | $37433762.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE INC                                                                   | BLACKSTONE INC                                                                                     | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |   1477751 | NS      | $255591812.96  | 0.19%             |  |  |  | No            |                  1 | 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        |   2780000 | PA      | $2789674.40    | 0.00%             | 2033-01-19      | Variable      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-2                                                                      | ACAR 2024-2 C 144A 6.24% 04-12-30                                                                  | CUSIP: 02531BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6289000 | PA      | $6349512.76    | 0.00%             | 2030-04-12      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-2                                                                      | ACAR 24-2 D 144A 6.53% 04-12-30/09-13-27                                                           | CUSIP: 02531BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7281000 | PA      | $7452241.84    | 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        |    136933 | PA      | $136970.86     | 0.00%             | 2029-05-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA0854 12-01-47                                                                      | CUSIP: 3140Q75Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4735934 | PA      | $4317116.57    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA8969 02-01-51                                                                      | CUSIP: 3140QG6F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3154891 | PA      | $2746531.63    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APID 2019-32A                                                                    | APID 2019-32A A1R CLO 144A FRN 01-20-33                                                            | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-O            | CORP              | KY        |   5391036 | PA      | $5399338.34    | 0.00%             | 2033-01-20      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-3                                                                      | ACAR 24-3 A 144A 5.76% 11-12-27                                                                    | CUSIP: 02490BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1163406 | PA      | $1164936.91    | 0.00%             | 2027-11-12      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-3                                                                      | ACAR 24-3 C 144A 5.73% 07-12-30                                                                    | CUSIP: 02490BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13560000 | PA      | $13692155.76   | 0.01%             | 2030-07-12      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-3                                                                      | ACAR 24-3 B 144A 5.66% 08-14-28                                                                    | CUSIP: 02490BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2615000 | PA      | $2624338.17    | 0.00%             | 2028-08-14      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY REIT INC                                                     | BROOKFIELD PROPERTY REIT INC 144A LIFE SR SEC 1ST LIEN 5.75% 05-15-26                              | CUSIP: 11284DAA3<br>LEI: 549300K1JD1LDRNBET48 | Long             | DBT              | CORP              | US        |   6938000 | PA      | $6925823.81    | 0.01%             | 2026-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.1% 05-01-26                                                                   | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494042.50     | 0.00%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                                    | ION TRADING TECHNOLOGIES SARL 144A LIFE SR SEC 1ST LIEN 9.5% 05-30-29                              | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |  28365000 | PA      | $29534602.41   | 0.02%             | 2029-05-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 11.5% 03-15-31                                                               | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  43790000 | PA      | $49308766.12   | 0.04%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 9.125% 01-31-30                                           | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |  29500000 | PA      | $29226977.50   | 0.02%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ3017 12-01-54                                                                      | CUSIP: 3142GTK70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10153299 | PA      | $9898532.30    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS9025 09-01-54                                                                      | CUSIP: 3140XRA39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3845446 | PA      | $3847956.65    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH SEA PLC                                                      | ITHACA ENERGY NORTH SEA PLC 144A LIFE SR UNSEC 8.125% 10-15-29                                     | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |  11310000 | PA      | $11687878.41   | 0.01%             | 2029-10-15      | Fixed         | 8.12%                 | 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        |   1100000 | PA      | $1112375.00    | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.9% 05-01-49                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $580548.80     | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.6% 05-01-34                                                                   | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5081597.00    | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                        | L3HARRIS TECHNOLOGIES INC SR UNSEC 5.4% 07-31-33                                                   | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   7430000 | PA      | $7629019.98    | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                                               | LIGHT & WONDER INTERNATIONAL INC 144A LIFE SR UNSEC 7.5% 09-01-31                                  | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   7895000 | PA      | $8235116.60    | 0.01%             | 2031-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                                 | BURLINGTON NORTHERN SANTA FE LLC SR UNSEC 3.55% 02-15-50                                           | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8500000 | PA      | $6170039.50    | 0.00%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 2.9% 03-15-30                                                        | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2122324.05    | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 3.328% 04-22-52/51                                                    | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $4345856.25    | 0.00%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                              | JAZZ SECURITIES DAC 144A LIFE SR SEC 1ST LIEN 4.375% 01-15-29                                      | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |  14125000 | PA      | $13675132.88   | 0.01%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 03-15-29                                                   | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   8175000 | PA      | $8269314.98    | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                                                    | M&T BANK CORP SR UNSEC 6.082% 03-13-32/31                                                          | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $19998374.00   | 0.01%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA9302 02-01-51                                                                      | CUSIP: 3140QHKQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9738203 | PA      | $8588043.26    | 0.01%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 995674 05-01-38                                                                      | CUSIP: 31416CCK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    369280 | PA      | $386651.83     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACAR 2024-3                                                                      | ACAR 24-3 D 144A 6.04% 07-12-30                                                                    | CUSIP: 02490BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4469000 | PA      | $4558433.63    | 0.00%             | 2030-07-12      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-B                                                                     | AFFRM 24-B A 144A 4.62% 09-15-29/03-15-27                                                          | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16219000 | PA      | $16213972.11   | 0.01%             | 2029-09-15      | Fixed         | 4.62%                 | Yes           |                  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        |  17550626 | PA      | $17096678.82   | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  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        |   6068000 | PA      | $6086926.09    | 0.00%             | 2029-12-15      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| AVCCT 2024-2A                                                                    | AVCCT 24-2 B 144A 5.73% 05-15-29/11-16-26                                                          | CUSIP: 05351KAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8495000 | PA      | $8442628.33    | 0.01%             | 2029-05-15      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| AVCCT 2024-2A                                                                    | AVCCT 24-2 C 144A 6.41% 05-15-29/11-16-26                                                          | CUSIP: 05351KAM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5620000 | PA      | $5589826.22    | 0.00%             | 2029-05-15      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 7.5% 05-15-31                                                        | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   6010000 | PA      | $6269139.18    | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | 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        |  34622000 | PA      | $33984020.41   | 0.03%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD8489 12-01-54                                                                      | CUSIP: 3132DWNE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  28897668 | PA      | $27435070.18   | 0.02%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  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        |   9451054 | PA      | $9408770.18    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 5.375% 01-01-32                                                 | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $22823015.00   | 0.02%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 5.2% 08-01-29                                                   | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   8307000 | PA      | $8333731.93    | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 7.125% 11-15-31                                                      | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  34750000 | PA      | $35904916.25   | 0.03%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 6.625% 05-15-29                                                      | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  31150000 | PA      | $31852058.70   | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.851% 07-25-28/27                                                    | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6435000 | PA      | $6488082.32    | 0.00%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO (THE)                                                              | J M SMUCKER CO SR UNSEC 5.9% 11-15-28                                                              | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   7370000 | PA      | $7704959.13    | 0.01%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 5.25% 02-03-32                                                                | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8250000 | PA      | $8426937.75    | 0.01%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                                   | OPAL BIDCO SAS 144A LIFE SR SEC 1ST LIEN 6.5% 03-31-32                                             | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |  18010000 | PA      | $18202004.61   | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  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        |  28370000 | PA      | $29274832.78   | 0.02%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                               | OSAIC HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.75% 08-01-32                                        | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20257220.00   | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JM SMUCKER CO (THE)                                                              | J M SMUCKER CO SR UNSEC 6.2% 11-15-33                                                              | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   5195000 | PA      | $5557481.13    | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO (THE)                                                              | J M SMUCKER CO SR UNSEC 6.5% 11-15-43                                                              | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    708000 | PA      | $753421.03     | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | MEDLINE BORROWER LP 144A LIFE SR SEC 1ST LIEN 6.25% 04-01-29                                       | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |  30169000 | PA      | $30799320.92   | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDCO INC                                              | MITER BRANDS ACQUISITION HOLDCO INC 144A LIFE SR SEC 1ST LIEN 6.75% 04-01-32                       | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9224000 | PA      | $9423330.64    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AVCCT 2024-2A                                                                    | AVCCT 24-2 A 144A 5.38% 05-15-29/11-16-26                                                          | CUSIP: 05351KAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15750000 | PA      | $15677613.00   | 0.01%             | 2029-05-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-4                                                                      | ACAR 24-4 D 144A 5.34% 08-12-31                                                                    | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5726000 | PA      | $5761764.60    | 0.00%             | 2031-08-12      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA4626 06-01-52                                                                      | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11478350 | PA      | $10615109.34   | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4563 03-01-52                                                                      | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     48730 | PA      | $40073.41      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ACAR 2024-4                                                                      | ACAR 24-4 C 144A 4.91% 08-12-31                                                                    | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2547000 | PA      | $2548006.07    | 0.00%             | 2031-08-12      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2024-3AL                                                                    | ACHV 24-3AL A 144A 5.01% 12-26-31                                                                  | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    508090 | PA      | $510249.26     | 0.00%             | 2031-12-26      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| B&G FOODS INC                                                                    | B&G FOODS INC SR UNSEC 5.25% 09-15-27                                                              | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |  27125000 | PA      | $24115454.13   | 0.02%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                                                       | BANGKOK BANK PCL REG S SUB 3.733% 09-25-34/29                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |   6995000 | PA      | $6515429.80    | 0.00%             | 2034-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                        | BAKER HUGHES HOLDINGS LLC SR UNSEC 4.486% 05-01-30                                                 | CUSIP: 05724BAA7<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1401239.00    | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 5.04% 05-01-27                                                                  | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4527855.00    | 0.00%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ3163 12-01-54                                                                      | CUSIP: 3142GTQR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6012044 | PA      | $5861189.46    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB9616 12-01-54                                                                      | CUSIP: 3140QVVJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2203714 | PA      | $2196745.84    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | 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        |   8550000 | PA      | $8260146.45    | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 5.15% 05-01-30                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   7095000 | PA      | $7211790.80    | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                             | MATADOR RESOURCES CO 144A LIFE SR UNSEC 6.5% 04-15-32                                              | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |  11845000 | PA      | $11890425.58   | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.652% 04-13-28/27                                                         | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2037918.00    | 0.00%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-13-31                                           | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3982000 | PA      | $4067736.44    | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.8% 05-15-34                                          | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  10585000 | PA      | $10748929.90   | 0.01%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8745 09-01-51                                                                      | CUSIP: 3140XCWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1622340 | PA      | $1331270.84    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4577 04-01-52                                                                      | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    651480 | PA      | $510779.40     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4562 03-01-52                                                                      | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    831933 | PA      | $653741.82     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8204 04-01-52                                                                      | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1256612 | PA      | $987458.49     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  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        |  34229901 | PA      | $33973176.42   | 0.03%             | 2029-11-17      | Variable      | 7.61%                 | Yes           |                  3 | On Loan: No      |
| AFFRM 2024-X2                                                                    | AFFRM 24-X2 A 144A 5.22% 12-17-29                                                                  | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1227664 | PA      | $1227953.23    | 0.00%             | 2029-12-17      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| JM SMUCKER CO (THE)                                                              | J M SMUCKER CO SR UNSEC 6.5% 11-15-53                                                              | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   3099000 | PA      | $3317773.91    | 0.00%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 6.087% 10-23-29/28                                                    | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6810017.50    | 0.01%             | 2029-10-23      | Variable      | 6.09%                 | 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        |    267436 | PA      | $246827.25     | 0.00%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QX0376 12-01-54                                                                      | CUSIP: 31425UM28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1865064 | PA      | $1859603.24    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU5233 12-01-54                                                                      | CUSIP: 3140M6Y72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5173340 | PA      | $5257592.58    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CB3607 05-01-52                                                                      | CUSIP: 3140QPAH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    335839 | PA      | $300670.80     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                                   | PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 7.0% 02-01-30                                    | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |   8695000 | PA      | $8911983.73    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP SR UNSEC 4.75% 06-15-33                                                                | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   2957000 | PA      | $2939719.29    | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.7% 04-01-53                                          | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5290000 | PA      | $5429402.08    | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | 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        |  13053000 | PA      | $11953062.85   | 0.01%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA4579 04-01-52                                                                      | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6619069 | PA      | $5679478.59    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA5288 05-01-51                                                                      | CUSIP: 3133KL2V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9994831 | PA      | $7944630.99    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | 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        |  43548000 | PA      | $45971097.82   | 0.03%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP SR UNSEC 4.875% 06-15-28                                                               | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   3841000 | PA      | $3902306.20    | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 7.0% 01-15-32                                   | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |  12880000 | PA      | $13311853.52   | 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        |  31139408 | PA      | $622788.16     | 0.00%             | 2029-01-11      | Fixed         | 12.00%                | Yes           |                  3 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.05% 06-11-27                    | CUSIP: 592179KL8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3037248.00    | 0.00%             | 2027-06-11      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.042% 07-19-30/29                                                         | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6432000 | PA      | $6544759.39    | 0.00%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 4.75% 08-15-34                                                         | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7474477.50    | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 5.4% 08-15-54                                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   9457000 | PA      | $9145212.17    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 RA6945 03-01-52                                                                      | CUSIP: 3133KNWE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     26146 | PA      | $23404.80      | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QE1079 04-01-52                                                                      | CUSIP: 3133BAFU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     53768 | PA      | $48130.71      | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.04% 01-23-28/27                                                     | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2086702.83    | 0.00%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC SR UNSEC 5.0% 02-01-29                                                           | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3039.57       | 0.00%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                       | MONDELEZ INTERNATIONAL INC SR UNSEC 4.75% 08-28-34                                                 | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1588000 | PA      | $1561878.99    | 0.00%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC SR UNSEC 4.35% 01-15-32                                                             | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    219000 | PA      | $217010.82     | 0.00%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC SR UNSEC 5.4% 02-01-34                                                           | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    890000 | PA      | $899410.86     | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                          | KODIAK GAS SERVICES LLC 144A LIFE SR UNSEC 7.25% 02-15-29                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |  16690000 | PA      | $17108268.09   | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.375% 01-23-45                                                       | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    984000 | PA      | $743668.82     | 0.00%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.95% 03-15-34                                         | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   8637000 | PA      | $9401434.96    | 0.01%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-1                           | AASET 25-1 A 144A 5.943% 02-16-50/02-17-32                                                         | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1793947 | PA      | $1824132.38    | 0.00%             | 2050-02-16      | Fixed         | 5.94%                 | 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        |  14872574 | PA      | $15033821.99   | 0.01%             | 2050-02-16      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST AFRMT_25-2-A                                                 | AFRMT 2025-2A A 144A 4.67% 07-15-33                                                                | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1269000 | PA      | $1269532.98    | 0.00%             | 2033-07-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_25-4                          | AMXCA 2025-4 A 4.3% 07-15-30                                                                       | CUSIP: 02582JKV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1740000 | PA      | $1748566.02    | 0.00%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                  | MURPHY OIL CORP SR UNSEC 6.0% 10-01-32                                                             | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |   5070000 | PA      | $4869770.49    | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                             | MATADOR RESOURCES CO 144A LIFE SR UNSEC 6.25% 04-15-33                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |  10760000 | PA      | $10686692.12   | 0.01%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST ARIVO_25-1                          | ARIVO 2025-1A A2 144A 4.92% 05-15-29                                                               | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154000 | PA      | $154206.05     | 0.00%             | 2029-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_23-2                                          | FORDR 23-2 A 144A 5.28% 02-15-36/8-15-28                                                           | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13385000 | PA      | $13733103.70   | 0.01%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SL0012 07-01-52                                                                      | CUSIP: 31427MAN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     33425 | PA      | $29920.54      | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA5131 07-01-53                                                                      | CUSIP: 31418EVZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     31550 | PA      | $28242.19      | 0.00%             | 2053-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 3.25% 01-30-31                                                       | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  10206000 | PA      | $9368220.08    | 0.01%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SERVICES HOLDING SA                                            | CONSTELLATION OIL SERVICES HOLDING SA REG S SR SEC 1ST LIEN SF 9.375% 11-07-29                     | CUSIP: N/A<br>LEI: 54930059EGCX1QIQVD73       | Long             | DBT              | CORP              | LU        |   3460000 | PA      | $3547780.20    | 0.00%             | 2029-11-07      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_23-3                                             | FCAT 23-3 C 144A 6.01% 07-16-29/06-15-27                                                           | CUSIP: 33846BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    733000 | PA      | $744360.03     | 0.00%             | 2029-07-16      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_23-3                                             | FCAT 23-3 D 144A 6.58% 08-15-29/02-15-28                                                           | CUSIP: 33846BAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    371000 | PA      | $372448.01     | 0.00%             | 2029-08-15      | Fixed         | 6.58%                 | 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        |   4500000 | PA      | $4297351.50    | 0.00%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COS INC SR UNSEC 5.0% 03-15-35                                                    | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7236957.25    | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_24-A                                          | FORDL 24-A A4 5.05% 06-15-27/26                                                                    | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1053000 | PA      | $1058062.82    | 0.00%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FORDR 2024-1                                                                     | FORDR 2024-1 A 144A FRN 08-15-36                                                                   | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30500000 | PA      | $31020421.50   | 0.02%             | 2036-08-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD FLAT_24-1A                                                   | FLAT 2024-1A A1 CLO 144A FRN 07-15-36                                                              | CUSIP: 33884EAC5<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-O            | CORP              | KY        |   7932000 | PA      | $7943858.34    | 0.01%             | 2036-07-15      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| FIRST NATIONAL MASTER NOTE TRUST FNMNT_24-1                                      | FNMNT 24-1 A 5.34% 05-15-30/05-17-27                                                               | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8016000 | PA      | $8152119.70    | 0.01%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  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        |  47935000 | PA      | $49151110.95   | 0.04%             | 2029-11-07      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                    | COMMSCOPE LLC 144A LIFE SR SEC 1ST LIEN 9.5% 12-15-31                                              | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1359718.05    | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| KROGER CO                                                                        | KROGER CO SR UNSEC 5.0% 09-15-34                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   6865000 | PA      | $6794359.15    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                    | METHANEX CORP SR UNSEC 5.125% 10-15-27                                                             | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |  57263000 | PA      | $57020204.88   | 0.04%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_24-3                              | FORDF 24-3 A1 144A 4.3% 09-15-29/27                                                                | CUSIP: 34528QJK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5275000 | PA      | $5268517.03    | 0.00%             | 2029-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FCBSL 2019-2A                                                                    | FCBSL 2019-2A A1AR CLO 144A FRN 10-20-32                                                           | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1192458 | PA      | $1191811.53    | 0.00%             | 2032-10-20      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5782 09-01-51                                                                      | CUSIP: 3133KMM77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    520177 | PA      | $434236.72     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB0290 04-01-51                                                                      | CUSIP: 3140QKKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1581568 | PA      | $1241000.75    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | 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        | 118485000 | PA      | $126007138.71  | 0.09%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.25% 01-13-30                          | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  14370000 | PA      | $14688194.91   | 0.01%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 4.95% 01-13-28                          | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  11599000 | PA      | $11697115.94   | 0.01%             | 2028-01-13      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 5.35% 03-15-35                                                            | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   4901000 | PA      | $4799421.87    | 0.00%             | 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        |   8500000 | PA      | $7883886.00    | 0.01%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC SR UNSEC 5.55% 04-01-35                                                     | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4028400.00    | 0.00%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COS INC SR UNSEC 4.85% 11-15-31                                                   | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |  11250000 | PA      | $11391986.25   | 0.01%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 6.25% 01-15-33                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |  27460000 | PA      | $27126992.58   | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FA1162 04-01-55                                                                      | CUSIP: 3140W1JG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2042891 | PA      | $2072435.13    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DD4459 04-01-55                                                                      | CUSIP: 3140B45V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1988690 | PA      | $2017450.65    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 5.297% 05-09-31/30                                                    | CUSIP: 251526DA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16000000 | PA      | $16270944.00   | 0.01%             | 2031-05-09      | Variable      | 5.30%                 | 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        |  20730000 | PA      | $21396987.75   | 0.02%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QE0777 04-01-52                                                                      | CUSIP: 3133B92J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    497706 | PA      | $445524.95     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QY3684 04-01-55                                                                      | CUSIP: 31426NCW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    686666 | PA      | $614511.71     | 0.00%             | 2055-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRST NATIONAL MASTER NOTE TRUST FNMNT_25-1                                      | FNMNT 25-1 A 4.85% 02-15-30/28                                                                     | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7565000 | PA      | $7666613.08    | 0.01%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED FASST_19-JR2                                       | FASST 2019-JR2 A1 144A 2.0% 06-25-69                                                               | CUSIP: 31739GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         0 | PA      | $0.06          | 0.00%             | 2069-06-25      | Fixed         | 2.00%                 | 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        |  13605436 | PA      | $11186770.69   | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ7514 11-01-50                                                                      | CUSIP: 3140KTK46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18656 | PA      | $15508.94      | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.516% 11-19-55/54                                                         | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9586000 | PA      | $9397376.28    | 0.01%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC                                                       | METHANEX US OPERATIONS INC 144A LIFE SR UNSEC 6.25% 03-15-32                                       | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6349024.00    | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 4.95% 08-04-31/30                                                     | CUSIP: 251526DB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17000000 | PA      | $17031892.00   | 0.01%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26                                                         | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    834000 | PA      | $831253.64     | 0.00%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA4216 12-01-50                                                                      | CUSIP: 3133KKVH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     18919 | PA      | $15649.15      | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM5313 10-01-50                                                                      | CUSIP: 3140X83X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32507 | PA      | $27028.65      | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26                                                         | CUSIP: 251526BZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  33123000 | PA      | $33016708.29   | 0.02%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | DARLING INGREDIENTS INC 144A LIFE SR UNSEC 5.25% 04-15-27                                          | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |  19295000 | PA      | $19284657.88   | 0.01%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VZMT 2024-5                                                                      | VZMT 24-5 A 144A 5% 06-21-32/06-20-29                                                              | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3127000 | PA      | $3189927.75    | 0.00%             | 2032-06-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VFET 2024-1A                                                                     | VFET 24-1 A2 144A 4.56% 05-17-27/05-15-26                                                          | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    922725 | PA      | $922799.45     | 0.00%             | 2027-05-17      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | DUKE ENERGY INDIANA LLC SR SEC 1ST LIEN 3.25% 10-01-49                                             | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1173589.76    | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 4.8% 05-15-49                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1658690.68    | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 11-15-30                                           | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |  12815000 | PA      | $11583516.95   | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                     | MPT OPERATING PARTNERSHIP LP SR UNSEC 3.5% 03-15-31                                                | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $800917.60     | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | 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        |   1163026 | PA      | $1068190.22    | 0.00%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                       | GCI 21-1 B 144A 3.04% 06-18-46/09-18-31                                                            | CUSIP: 36166VAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88050 | PA      | $79845.71      | 0.00%             | 2046-06-18      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                                  | MEG ENERGY CORP 144A LIFE SR UNSEC 5.875% 02-01-29                                                 | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $230654.12     | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS INC                                                       | MUELLER WATER PRODUCTS INC 144A LIFE SR UNSEC 4.0% 06-15-29                                        | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |   5110000 | PA      | $4887219.33    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS INC                                                   | MARRIOTT OWNERSHIP RESORTS INC 144A LIFE SR UNSEC 4.5% 06-15-29                                    | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2484551.61    | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL INC SR UNSEC 2.75% 10-15-33                                                 | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $2739717.68    | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS3298 10-01-51                                                                      | CUSIP: 3140XJUY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1507691 | PA      | $1238249.90    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QB3745 09-01-50                                                                      | CUSIP: 3133AAES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    393747 | PA      | $326640.36     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP 144A LIFE SR UNSEC 3.875% 02-15-29                                              | CUSIP: 92564RAL9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  16995000 | PA      | $16456819.34   | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | MEDLINE BORROWER LP 144A LIFE SR SEC 1ST LIEN 3.875% 04-01-29                                      | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   7795000 | PA      | $7438768.50    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 7.375% 05-13-55                                               | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   6745000 | PA      | $6967585.00    | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                               | OSAIC HOLDINGS INC 144A LIFE SR UNSEC 8.0% 08-01-33                                                | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |  15165000 | PA      | $15422789.84   | 0.01%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | MEDLINE BORROWER LP 144A LIFE SR UNSEC 5.25% 10-01-29                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |  34500000 | PA      | $33847501.50   | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 05-15-32                                           | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |  86195000 | PA      | $75317794.37   | 0.06%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ALLIANCE RESOURCE OPERATING PARTNERS LP                                          | ALLIANCE RESOURCE OPERATING PARTNERS LP 144A LIFE SR UNSEC 8.625% 06-15-29                         | CUSIP: 01879NAC9<br>LEI: 2549007036KGPSVTHP54 | Long             | DBT              | CORP              | US        |   7629000 | PA      | $8087891.98    | 0.01%             | 2029-06-15      | Fixed         | 8.62%                 | Yes           |                  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        |  16125000 | PA      | $16465995.38   | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM6856 04-01-51                                                                      | CUSIP: 3140XATN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    963786 | PA      | $797846.48     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB0844 06-01-51                                                                      | CUSIP: 3140QK5E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    843291 | PA      | $691958.52     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3                                 | GMALT 23-3 A3 5.38% 11-20-26/12-22-25                                                              | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1446779 | PA      | $1449018.71    | 0.00%             | 2026-11-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_23-3A                                            | GCAR 23-3 C 144A 6.01% 05-15-29                                                                    | CUSIP: 36267PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    905000 | PA      | $912136.83     | 0.00%             | 2029-05-15      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FS7990 02-01-54                                                                      | CUSIP: 3140XP2Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    978573 | PA      | $903471.22     | 0.00%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM5608 01-01-51                                                                      | CUSIP: 3140X9GS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5476025 | PA      | $4496085.07    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ1844 09-01-50                                                                      | CUSIP: 3140KMBN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    239967 | PA      | $197132.96     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC5575 08-01-51                                                                      | CUSIP: 3133AQFQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     79219 | PA      | $65376.86      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                             | AMENTUM HOLDINGS INC 144A LIFE SR UNSEC 7.25% 08-01-32                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |  24235000 | PA      | $25089211.05   | 0.02%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS INC 144A LIFE SR UNSEC 7.375% 08-01-33                                          | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1423468.78    | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | CHUBB INA HOLDINGS LLC SR UNSEC 3.35% 05-03-26                                                     | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    765000 | PA      | $758714.76     | 0.00%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | ASTRAZENECA PLC SR UNSEC 3.375% 11-16-25                                                           | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   4500000 | PA      | $4483890.00    | 0.00%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                        | ALIBABA GROUP HOLDING LTD SR UNSEC 4.5% 11-28-34                                                   | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |    930000 | PA      | $898625.52     | 0.00%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC SR UNSEC 8.0% 11-01-31                                                          | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4026000 | PA      | $4544661.53    | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_23-3A                                            | GCAR 23-3 D 144A 6.44% 05-15-29                                                                    | CUSIP: 36267PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    818000 | PA      | $834963.68     | 0.00%             | 2029-05-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-2                              | GMREV 23-2 A 144A 5.77% 08-11-36/11-13-28                                                          | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17961000 | PA      | $18759707.71   | 0.01%             | 2036-08-11      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 6.125% 05-15-30                                                      | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  21265000 | PA      | $21317737.20   | 0.02%             | 2030-05-15      | Fixed         | 6.12%                 | 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        |   4428000 | PA      | $4510064.12    | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_24-1                    | GMCAR 24-1 A3 4.85% 12-18-28                                                                       | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4745000 | PA      | $4765322.84    | 0.00%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                     | GCAR 24-1 B 144A 5.49% 07-17-28                                                                    | CUSIP: 36269HAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3571000 | PA      | $3581627.30    | 0.00%             | 2028-07-17      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.0% 11-01-27                                             | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |  14800000 | PA      | $15059710.40   | 0.01%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALD'S CORP SR UNSEC 4.6% 09-09-32                                                             | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1787959.40    | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 8.875% 07-15-30                                                 | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  34900000 | PA      | $39803589.60   | 0.03%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 8.5% 07-15-27                                                   | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13696995.00   | 0.01%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                     | GCAR 24-1 D 144A 5.95% 12-17-29                                                                    | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1674000 | PA      | $1701532.28    | 0.00%             | 2029-12-17      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 4.95% 01-15-42                                         | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   6817000 | PA      | $6394400.54    | 0.00%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                              | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.95% 01-15-28                                        | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    975000 | PA      | $961545.00     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP SR UNSEC 3.55% 07-15-27                                                        | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2483188.53    | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                        | ALIBABA GROUP HOLDING LTD SR UNSEC 4.0% 12-06-37                                                   | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |    239000 | PA      | $213466.67     | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                          | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 11-26-25                         | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2855677.20    | 0.00%             | 2025-11-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.123% 02-01-29/28                                                         | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2283378.75    | 0.00%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.375% 09-01-28                                                 | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10364620.00   | 0.01%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.625% 09-01-30                                                 | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  42000000 | PA      | $44364852.00   | 0.03%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | OTIS WORLDWIDE CORP SR UNSEC 2.293% 04-05-27                                                       | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1874032.24    | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | BLUE OWL CAPITAL CORP SR UNSEC 3.4% 07-15-26                                                       | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   6475000 | PA      | $6383469.40    | 0.00%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                                | OWENS & MINOR INC 144A LIFE SR UNSEC 4.5% 03-31-29                                                 | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |  64935000 | PA      | $56215528.20   | 0.04%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO                                                                     | ORGANON & CO 144A LIFE SR SEC 1ST LIEN 4.125% 04-30-28                                             | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |  28670000 | PA      | $27155478.58   | 0.02%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC SR UNSEC 4.85% 03-09-33                                                             | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   3783000 | PA      | $3838031.30    | 0.00%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.15% 03-28-33                    | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   3578000 | PA      | $3642962.17    | 0.00%             | 2033-03-28      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | BLUE OWL CAPITAL CORP SR UNSEC 2.625% 01-15-27                                                     | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |  20600000 | PA      | $19860439.40   | 0.01%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | BLUE OWL CAPITAL CORP SR UNSEC 2.875% 06-11-28                                                     | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1646829.72    | 0.00%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 3.875% 09-15-28                                                      | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   9644000 | PA      | $9204629.00    | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OXFORD FINANCE LLC                                                               | OXFORD FINANCE LLC 144A LIFE SR UNSEC 6.375% 02-01-27                                              | CUSIP: 69145LAC8<br>LEI: 549300LDNS0EYYWL5V49 | Long             | DBT              | CORP              | US        |  13940000 | PA      | $13918560.28   | 0.01%             | 2027-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL INC SR UNSEC 4.9% 04-15-29                                                  | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2504000 | PA      | $2535905.97    | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                    | MEDTRONIC GLOBAL HOLDINGS SCA SR UNSEC 4.25% 03-30-28                                              | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |   5455000 | PA      | $5454361.77    | 0.00%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QD7089 02-01-52                                                                      | CUSIP: 3133B42W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5058475 | PA      | $4556436.57    | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2286 12-01-51                                                                      | CUSIP: 3140QMRG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    895244 | PA      | $745450.18     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                                      | BLUE OWL CREDIT INCOME CORP SR UNSEC 4.7% 02-08-27                                                 | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |  17775000 | PA      | $17648513.10   | 0.01%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | BLUE OWL CAPITAL CORP SR UNSEC 3.125% 04-13-27                                                     | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |  14490000 | PA      | $13988993.76   | 0.01%             | 2027-04-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA6593 08-01-50                                                                      | CUSIP: 3140QEKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    642251 | PA      | $537131.35     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 4.5 BM6736 11-01-59                                                                         | CUSIP: 3140JBPW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  18207589 | PA      | $17461295.94   | 0.01%             | 2059-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QD9838 04-01-52                                                                      | CUSIP: 3133B74X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     33376 | PA      | $29876.79      | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QE8971 07-01-52                                                                      | CUSIP: 3133BJ6G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     31224 | PA      | $27950.21      | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC SR UNSEC 5.65% 11-01-28                                                                  | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515974.50     | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 7.875% 03-15-30                                                      | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  26250000 | PA      | $27656790.00   | 0.02%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                             | ARAMARK SERVICES INC 144A LIFE SR UNSEC 5.0% 02-01-28                                              | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |  39000000 | PA      | $38657307.00   | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                   | AMERICAN ELECTRIC POWER CO INC SR UNSEC 4.3% 12-01-28                                              | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2269806.12    | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BX 2024-FNX                                                                      | BX 2024-FNX A 144A FRN 11-15-26                                                                    | CUSIP: 05593TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12373048 | PA      | $12424074.08   | 0.01%             | 2026-11-15      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| BRAVO 2024-NQM7                                                                  | BRAVO 2024-NQM7 A1 144A 5.554% 10-27-64                                                            | CUSIP: 105698AC8<br>LEI: 254900T3YTF92WA96N66 | Long             | ABS-CBDO         | CORP              | US        |   5499073 | PA      | $5503258.13    | 0.00%             | 2064-10-27      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.25% 02-15-32                                         | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   8961000 | PA      | $9139574.81    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP SR UNSEC 5.0% 01-31-35                                                                 | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1721000 | PA      | $1717847.13    | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QX3576 01-01-55                                                                      | CUSIP: 31425X6N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    380468 | PA      | $386016.98     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA7177 04-01-52                                                                      | CUSIP: 3133KN6N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    266670 | PA      | $218803.18     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | 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        |   1950000 | PA      | $1999140.00    | 0.00%             | 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        |   6395000 | PA      | $6512450.57    | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.5% 09-15-31                                              | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  58500000 | PA      | $58450392.00   | 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        |  14000000 | PA      | $14209468.00   | 0.01%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | CISCO SYSTEMS INC SR UNSEC 5.1% 02-24-35                                                           | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |  17098000 | PA      | $17393521.83   | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | CHEVRON USA INC SR UNSEC 4.687% 04-15-30                                                           | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  14181000 | PA      | $14392878.32   | 0.01%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 4.786% 03-04-29/28                                                          | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11059719.00   | 0.01%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                                | CHORD ENERGY CORP 144A LIFE SR UNSEC 6.75% 03-15-33                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |  19230000 | PA      | $19631291.64   | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 144A LIFE SR UNSEC 4.625% 06-01-30                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1369480.77    | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DAVITA INC 144A LIFE SR UNSEC 3.75% 02-15-31                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |  20865000 | PA      | $18938513.69   | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | 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        |   4935000 | PA      | $4957409.84    | 0.00%             | 2041-11-15      | Variable      | 6.23%                 | Yes           |                  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        |   2652101 | PA      | $2711478.57    | 0.00%             | 2042-12-25      | Variable      | 6.75%                 | 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        |   8114000 | PA      | $8331414.63    | 0.01%             | 2040-10-12      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                          | CAS 2024-R01 1M2 144A FRN 01-25-44                                                                 | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1614000 | PA      | $1633510.03    | 0.00%             | 2044-01-25      | Variable      | 6.15%                 | 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        |   2985000 | PA      | $3080102.10    | 0.00%             | 2044-01-25      | Variable      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                          | CAS 2024-R01 1M1 144A FRN 01-25-44                                                                 | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2036071 | PA      | $2036279.12    | 0.00%             | 2044-01-25      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 3.6% 11-15-50                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |  10215000 | PA      | $6748161.80    | 0.01%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SUB 3.729% 01-14-32/31                                                            | CUSIP: 251526CF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11110716.00   | 0.01%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | EQUITABLE HOLDINGS INC SR UNSEC 5.0% 04-20-48                                                      | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    849000 | PA      | $746777.00     | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 5.55% 01-23-49                                         | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2051529.50    | 0.00%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP SR UNSEC 5.05% 06-15-35                                                                   | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |  12097000 | PA      | $12097435.49   | 0.01%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  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        |   2890000 | PA      | $2925130.84    | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7740 06-01-51                                                                      | CUSIP: 3140XBS68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3339629 | PA      | $2740242.19    | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV9644 05-01-52                                                                      | CUSIP: 3140MPWE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    710326 | PA      | $584825.93     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC SR UNSEC 5.8% 02-14-39                                                            | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |  16525000 | PA      | $16710724.48   | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                              | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.375% 08-15-31                                       | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2191818.63    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.75% 04-15-33                                                   | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  30235000 | PA      | $30523502.37   | 0.02%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 5.2% 03-30-35                                                 | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   4698000 | PA      | $4757984.06    | 0.00%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS2805 09-01-52                                                                      | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    916940 | PA      | $752929.19     | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM9672 12-01-51                                                                      | CUSIP: 3140XDXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2459501 | PA      | $2018682.55    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV4040 03-01-52                                                                      | CUSIP: 3140MHP29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    403600 | PA      | $334049.83     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4824 10-01-52                                                                      | CUSIP: 31418ELE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     72390 | PA      | $59396.21      | 0.00%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC4006 06-01-51                                                                      | CUSIP: 3133ANNX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    497557 | PA      | $408260.63     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD6848 02-01-52                                                                      | CUSIP: 3133B4TD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1355220 | PA      | $1111968.88    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.164% 04-20-29/28                                                         | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10134000 | PA      | $10298910.58   | 0.01%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.449% 07-20-29/28                                                         | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2232933.30    | 0.00%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 5.333% 03-27-36/35                                                          | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3532000 | PA      | $3549882.52    | 0.00%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                             | CAPSTONE COPPER CORP 144A LIFE SR UNSEC 6.75% 03-31-33                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |   8275000 | PA      | $8439035.33    | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R02                                                                     | CAS 2024-R02 1M2 144A FRN 02-25-44                                                                 | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3432000 | PA      | $3471251.78    | 0.00%             | 2044-02-25      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| CAS 2023-R08                                                                     | CAS 2023-R08 1M1 144A FRN 10-25-43                                                                 | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1837019 | PA      | $1843888.00    | 0.00%             | 2043-10-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                         | CONSUMERS ENERGY CO SR SEC 1ST LIEN 4.5% 01-15-31                                                  | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3495509.50    | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                         | CONSUMERS ENERGY CO SR SEC 1ST LIEN 5.05% 05-15-35                                                 | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   4283000 | PA      | $4301451.16    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC SR UNSEC 4.8% 05-01-30                                                    | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    331000 | PA      | $332925.43     | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  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        |    362000 | PA      | $364187.20     | 0.00%             | 2036-07-03      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2                                  | CHASE 2024-RPL2 A1A 144A FRN 08-25-64                                                              | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3411038 | PA      | $3010431.81    | 0.00%             | 2064-08-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2                                  | CHASE 2024-RPL2 A1B 144A FRN 08-25-64                                                              | CUSIP: 161930AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5370590 | PA      | $4712687.01    | 0.00%             | 2064-08-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BV0291 01-01-52                                                                      | CUSIP: 3140MDKD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1191221 | PA      | $933206.45     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD8510 02-01-55                                                                      | CUSIP: 3132DWN33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1513509 | PA      | $1354470.83    | 0.00%             | 2055-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 4.885% 07-03-31/30                                              | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  10191000 | PA      | $10217680.04   | 0.01%             | 2031-07-03      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 144A LIFE SR UNSEC 5.75% 08-01-32                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |  56810000 | PA      | $57265616.20   | 0.04%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                                     | CAS 2024-R04 1B1 144A FRN 05-25-44                                                                 | CUSIP: 20753GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    889000 | PA      | $904465.04     | 0.00%             | 2044-05-25      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                                     | CAS 2024-R04 1M1 144A FRN 05-25-44                                                                 | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    863107 | PA      | $863431.11     | 0.00%             | 2044-05-25      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7408 05-01-51                                                                      | CUSIP: 3140XBGS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1242554 | PA      | $1019575.36    | 0.00%             | 2051-05-01      | 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        |   1261132 | PA      | $987980.70     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | 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        |  54467000 | PA      | $54467000.00   | 0.04%             | 2027-08-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                              | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 2.75% 12-15-29                                        | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   4851000 | PA      | $4491768.90    | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 7.125% 02-15-31                       | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |  33860000 | PA      | $33834435.70   | 0.03%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CRH AMERICA INC                                                                  | CRH AMERICA INC 144A LIFE SR UNSEC 5.125% 05-18-45                                                 | CUSIP: 12626PAN3<br>LEI: 549300RN11MJ182CNF63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $323771.70     | 0.00%             | 2045-05-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QY3449 05-01-55                                                                      | CUSIP: 31426MZP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  16136516 | PA      | $16367025.75   | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL1413 04-01-55                                                                      | CUSIP: 31427NSB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9364399 | PA      | $9500360.73    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 6.25% 02-01-33                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |  13335000 | PA      | $13426584.78   | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                               | PERUVIAN GOVERNMENT INTERNATIONAL BOND 5.875% 08-08-54                                             | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   3665000 | PA      | $3540280.05    | 0.00%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.9% 10-01-54                                          | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    418000 | PA      | $392235.32     | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 6.125% 09-15-32                                      | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |  11310000 | PA      | $11499295.47   | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | 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        |  65526000 | PA      | $65637590.78   | 0.05%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ARD FINANCE SA                                                                   | ARD FINANCE SA 144A LIFE SR SEC 1ST LIEN PIK 6.5% 06-30-27                                         | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |  17714484 | PA      | $1317514.75    | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                       | MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 5.85% 09-15-54                                               | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2377503.15    | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MERCER INTERNATIONAL INC                                                         | MERCER INTERNATIONAL INC 144A LIFE SR UNSEC 12.875% 10-01-28                                       | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $277710.68     | 0.00%             | 2028-10-01      | Fixed         | 12.88%                | Yes           |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                      | PUBLIC STORAGE OPERATING CO SR UNSEC 1.85% 05-01-28                                                | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   8037000 | PA      | $7531906.70    | 0.01%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                                   | PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 4.875% 05-15-29                                  | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |  22600000 | PA      | $21759551.20   | 0.02%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | DUKE ENERGY INDIANA LLC SR SEC 1ST LIEN 4.9% 07-15-43                                              | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |  12285000 | PA      | $11230504.74   | 0.01%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC 144A LIFE SR UNSEC 4.125% 06-15-29                                                | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8935000 | PA      | $8610525.48    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP INC                                                      | PENSKE AUTOMOTIVE GROUP INC SUB 3.75% 06-15-29                                                     | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |   7275000 | PA      | $6891534.75    | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.0% 06-15-28                                          | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   9085000 | PA      | $8653008.25    | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.375% 12-14-28                        | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $3564460.13    | 0.00%             | 2028-12-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP (THE)                                                      | DUN & BRADSTREET CORP 144A LIFE SR UNSEC 5.0% 12-15-29                                             | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |  16480000 | PA      | $16867494.24   | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 2.9% 06-15-52                                                           | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   7169000 | PA      | $4230641.97    | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 4.25% 08-01-29                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |  12645000 | PA      | $12168283.50   | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                      | PUBLIC STORAGE SR UNSEC 1.95% 11-09-28                                                             | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   8107000 | PA      | $7536502.30    | 0.01%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                    | PARKLAND CORP 144A LIFE SR UNSEC 4.625% 05-01-30                                                   | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |   5545000 | PA      | $5322423.70    | 0.00%             | 2030-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL1418 10-01-54                                                                      | CUSIP: 31427NSG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    635610 | PA      | $644838.32     | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QY0236 04-01-55                                                                      | CUSIP: 31426JHN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  13008041 | PA      | $13193861.19   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB1394 08-01-51                                                                      | CUSIP: 3140QLRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  19384211 | PA      | $15905482.06   | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS0030 04-01-51                                                                      | CUSIP: 3140XFA84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1850476 | PA      | $1518956.09    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                         | ALBERTSONS COS INC 144A LIFE SR UNSEC 4.625% 01-15-27                                              | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    310000 | PA      | $307838.06     | 0.00%             | 2027-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FINANCING (UK) PLC                                          | ALLWYN ENTERTAINMENT FINANCING UK PLC 144A LIFE SR SEC 1ST LIEN 7.875% 04-30-29                    | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |  23527000 | PA      | $24506311.38   | 0.02%             | 2029-04-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL1416 04-01-55                                                                      | CUSIP: 31427NSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  14197859 | PA      | $14411721.77   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC3877 10-01-54                                                                      | CUSIP: 3140ARJX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1499127 | PA      | $1521614.39    | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                              | PRESTIGE BRANDS INC 144A LIFE SR UNSEC 5.125% 01-15-28                                             | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |   8162000 | PA      | $8100034.10    | 0.01%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HOLDINGS INC 144A LIFE SR UNSEC 4.625% 04-15-30                                               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |  62941000 | PA      | $60184687.73   | 0.04%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QX1087 12-01-54                                                                      | CUSIP: 31425VF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    367598 | PA      | $372870.38     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD0566 04-01-51                                                                      | CUSIP: 3132DMTX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    293995 | PA      | $241237.99     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                                | DEVON ENERGY CORP SR UNSEC 4.5% 01-15-30                                                           | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   3138000 | PA      | $3108609.49    | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 2.552% 01-07-28/27                                                    | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  76161000 | PA      | $73895895.70   | 0.06%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                          | DARLING INGREDIENTS INC 144A LIFE SR UNSEC 6.0% 06-15-30                                           | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |  47150000 | PA      | $47499711.55   | 0.04%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DNB BANK ASA                                                                     | DNB BANK ASA 144A LIFE SR NON PREF 5.896% 10-09-26/25                                              | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  14750000 | PA      | $14784706.75   | 0.01%             | 2026-10-09      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC SR UNSEC 7.25% 08-15-30                                                                    | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |  14815000 | PA      | $15542209.09   | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                                   | ANYWHERE REAL ESTATE GROUP LLC 144A LIFE SR SEC 2ND LIEN 7.0% 04-15-30                             | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |  28400000 | PA      | $27223870.80   | 0.02%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  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        | 100060000 | PA      | $104294639.26  | 0.08%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 6.72% 01-18-29/28                                                     | CUSIP: 251526CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20135000 | PA      | $21089076.84   | 0.02%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC HOLDINGS LLC 144A LIFE SR UNSEC 5.5% 04-15-27                                                  | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |  28125000 | PA      | $27246178.13   | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                                       | COMMSCOPE TECHNOLOGIES LLC 144A LIFE SR UNSEC 5.0% 03-15-27                                        | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |  58864000 | PA      | $57696373.70   | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PG&E CORP                                                                        | PG&E CORP SUB (H) 7.375% 03-15-55/30                                                               | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |  41205000 | PA      | $39865095.81   | 0.03%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                                     | PERRIGO FINANCE UNLIMITED CO SR UNSEC 6.125% 09-30-32                                              | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |  12895000 | PA      | $13042015.90   | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5793 08-01-55                                                                      | CUSIP: 31418FNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    105396 | PA      | $106901.58     | 0.00%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL0924 03-01-55                                                                      | CUSIP: 31427NA25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1307508 | PA      | $1326185.24    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.125% 01-19-28                        | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1122879.33    | 0.00%             | 2028-01-19      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO                                                         | DIAMOND FOREIGN ASSET CO 144A LIFE SR SEC 2ND LIEN 8.5% 10-01-30                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   4545000 | PA      | $4741357.64    | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB7617 12-01-53                                                                      | CUSIP: 3140QTPB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7715308 | PA      | $7827326.41    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD4977 11-01-53                                                                      | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9429684 | PA      | $9213046.80    | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  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        |   4700000 | PA      | $4699906.00    | 0.00%             | 2037-01-20      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| VFET 2025-1A                                                                     | VFET 25-1 A2 144A 4.41% 11-15-27                                                                   | CUSIP: 92887TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3263000 | PA      | $3261361.97    | 0.00%             | 2027-11-15      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.4% 03-01-32                                          | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    458000 | PA      | $435415.10     | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 08-15-42                                         | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   9685000 | PA      | $7027251.99    | 0.01%             | 2042-08-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD SR UNSEC 4.95% 06-01-47                                             | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    534000 | PA      | $458903.58     | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD SR UNSEC 3.85% 06-01-27                                             | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $197599.60     | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                             | RLJ LODGING TRUST LP 144A LIFE SR SEC 1ST LIEN 4.0% 09-15-29                                       | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |   6265000 | PA      | $5852449.75    | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                                              | ROCKET MORTGAGE LLC 144A LIFE SR UNSEC 2.875% 10-15-26                                             | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |  12990000 | PA      | $12676551.30   | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL LP                                                             | PEBBLEBROOK HOTEL LP 144A LIFE SR UNSEC 6.375% 10-15-29                                            | CUSIP: 70510LAA7<br>LEI: 549300DXEFK267TXZ832 | Long             | DBT              | CORP              | US        |  29400000 | PA      | $29342934.60   | 0.02%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.9% 11-01-34                                             | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  10955000 | PA      | $10817262.79   | 0.01%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK AS                                                                   | DANSKE BANK A/S 144A LIFE SR UNSEC 6.259% 09-22-26/25                                              | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3000000 | PA      | $3005379.00    | 0.00%             | 2026-09-22      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28                                                    | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23447000 | PA      | $24961793.44   | 0.02%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DD2501 02-01-55                                                                      | CUSIP: 3140B2X74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    784331 | PA      | $796394.82     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QX1233 12-01-54                                                                      | CUSIP: 31425VLP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    499950 | PA      | $507097.82     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                             | RANGE RESOURCES CORP SR UNSEC 8.25% 01-15-29                                                       | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |  11472000 | PA      | $11771488.03   | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                                   | ANYWHERE REAL ESTATE GROUP LLC 144A LIFE SR UNSEC 5.25% 04-15-30                                   | CUSIP: 75606DAQ4<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |  27230000 | PA      | $22891689.17   | 0.02%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.625% 11-01-29                                           | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  10794000 | PA      | $10856875.05   | 0.01%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.75% 11-01-31                                            | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  10044000 | PA      | $10059005.74   | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                    | AIB GROUP PLC 144A LIFE SR UNSEC 6.608% 09-13-29/28                                                | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    450000 | PA      | $475051.05     | 0.00%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 6.338% 10-30-26/25                                                    | CUSIP: 025816DL0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  11161000 | PA      | $11205532.39   | 0.01%             | 2026-10-30      | Variable      | 6.34%                 | 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        |  15815260 | PA      | $16334648.72   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8408 03-01-54                                                                      | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2357539 | PA      | $2348450.33    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                  | PENNYMAC FINANCIAL SERVICES INC 144A LIFE SR UNSEC 6.875% 02-15-33                                 | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |  24030000 | PA      | $24508821.78   | 0.02%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 03-01-55                                         | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    313000 | PA      | $300233.98     | 0.00%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                             | RANGE RESOURCES CORP 144A LIFE SR UNSEC 4.75% 02-15-30                                             | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   4415000 | PA      | $4295525.69    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                               | RYAN SPECIALTY LLC 144A LIFE SR SEC 1ST LIEN 4.375% 02-01-30                                       | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |  30295000 | PA      | $29106103.02   | 0.02%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                        | ENDO FINANCE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.5% 04-15-31                                  | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  39665000 | PA      | $42246477.53   | 0.03%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                                            | EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 8.625% 05-15-32                                   | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |  14780000 | PA      | $15749937.50   | 0.01%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 6.489% 10-30-31/30                                                    | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   8383000 | PA      | $9099159.69    | 0.01%             | 2031-10-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                                 | ARETEC GROUP INC 144A LIFE SR SEC 1ST LIEN 10.0% 08-15-30                                          | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |  17750000 | PA      | $19377124.75   | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  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        |  10860000 | PA      | $11991079.86   | 0.01%             | 2031-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA                                                                          | ENI SPA 144A LIFE SR UNSEC 5.95% 05-15-54                                                          | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1780000 | PA      | $1717806.80    | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.7% 03-01-35                                          | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  17180000 | PA      | $17251125.20   | 0.01%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | PAYCHEX INC SR UNSEC 5.6% 04-15-35                                                                 | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    814000 | PA      | $836976.78     | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RQ0041 08-01-55                                                                      | CUSIP: 3142J6BK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  12405000 | PA      | $12582205.43   | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QX9672 04-01-55                                                                      | CUSIP: 31426GXA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    475676 | PA      | $482715.22     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS DUTCH HOLDING B BV                                        | AXALTA COATING SYSTEMS DUTCH HOLDING B BV 144A LIFE SR UNSEC 7.25% 02-15-31                        | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |   7585000 | PA      | $7897395.81    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC/AVIS BUDGET FINANCE INC                               | AVIS BUDGET CAR RENTAL LLC 144A LIFE SR UNSEC 8.0% 02-15-31                                        | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6846830.50    | 0.01%             | 2031-02-15      | Fixed         | 8.00%                 | 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        |   4948000 | PA      | $3165804.62    | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PAYPAL HOLDINGS INC SR UNSEC 2.3% 06-01-30                                                         | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    674000 | PA      | $611690.72     | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 5.45% 06-15-29                                                       | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |  10832000 | PA      | $10767267.97   | 0.01%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP SR SEC 1ST LIEN 10.75% 11-30-29                                                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  67760235 | PA      | $71456894.62   | 0.05%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GSAR 2025-1A                                                                     | GSAR 25-1 A2 144A 4.71% 04-15-30/4-17-28                                                           | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1391436 | PA      | $1392361.60    | 0.00%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| GOST 2024-1A                                                                     | GOST 2024-1A AR CLO 144A FRN 07-20-35                                                              | CUSIP: 381929AN8<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-O            | CORP              | US        |   4964000 | PA      | $4965737.40    | 0.00%             | 2035-07-20      | Variable      | 5.42%                 | 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        |   3001000 | PA      | $3003610.87    | 0.00%             | 2035-07-20      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| GCI 2020-1                                                                       | GCI 20-1 A 144A 2.82% 10-18-45/30                                                                  | CUSIP: 36166VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2648137 | PA      | $2491113.16    | 0.00%             | 2045-10-18      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                                  | PLAINS ALL AMERICAN PIPELINE LP SR UNSEC 3.8% 09-15-30                                             | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    450000 | PA      | $429108.30     | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.1% 08-01-27                                          | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $712432.50     | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                                  | FAIR ISAAC CORP 144A LIFE SR UNSEC 6.0% 05-15-33                                                   | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |  33225000 | PA      | $33464087.10   | 0.03%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                             | FLUTTER TREASURY DAC 144A LIFE 5.875% 06-04-31                                                     | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |  10635000 | PA      | $10711784.70   | 0.01%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                            | AMERICAN AIRLINES INC 144A LIFE SR SEC 1ST LIEN 8.5% 05-15-29                                      | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11890000 | PA      | $12433967.50   | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                                     | AMS-OSRAM AG 144A LIFE SR UNSEC 12.25% 03-30-29                                                    | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |  36330000 | PA      | $39199888.35   | 0.03%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 08-01-40                                          | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $841817.25     | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50                                          | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5563000 | PA      | $3653083.03    | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.5% 02-01-31                                          | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  14481000 | PA      | $12651702.16   | 0.01%             | 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        |  55565000 | PA      | $54258055.64   | 0.04%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAS 2024-R04                                                                     | CAS 2024-R04 1M2 144A FRN 05-25-44                                                                 | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1464000 | PA      | $1473477.94    | 0.00%             | 2044-05-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CONE 2024-DFW1                                                                   | CONE 2024-DFW1 A 144A FRN 08-15-41                                                                 | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12536000 | PA      | $12546931.39   | 0.01%             | 2041-08-15      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 7.0% 01-15-31                          | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |  32120000 | PA      | $33055559.24   | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                                     | ANTERO MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 6.625% 02-01-32                                    | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2500095.78    | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | Yes           |                  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        |  64770000 | PA      | $62184122.52   | 0.05%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.55% 07-01-30                                         | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  64744000 | PA      | $63534258.36   | 0.05%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB8163 03-01-54                                                                      | CUSIP: 3140QUB96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3560483 | PA      | $3644649.68    | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB8151 03-01-54                                                                      | CUSIP: 3140QUBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1237032 | PA      | $1233648.92    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 3.668% 07-24-28/27                                                          | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $688664.90     | 0.00%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 5.0% 02-01-28                                                       | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7395000 | PA      | $7261490.67    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CALI 2024-SUN                                                                    | CALI 2024-SUN A 144A FRN 07-15-41                                                                  | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4768000 | PA      | $4783219.46    | 0.00%             | 2041-07-15      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| CALI 2024-SUN                                                                    | CALI 2024-SUN B 144A FRN 07-15-41                                                                  | CUSIP: 12988DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5091000 | PA      | $5110630.90    | 0.00%             | 2041-07-15      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AE0967 06-01-39                                                                      | CUSIP: 31419BCD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     62109 | PA      | $58150.83      | 0.00%             | 2039-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 BN1085 01-01-34                                                                      | CUSIP: 3140JHF32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4721 | PA      | $4683.89       | 0.00%             | 2034-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 AL8347 03-01-29                                                                      | CUSIP: 3138ETHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4791 | PA      | $4757.53       | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGCI J38387 01-01-33                                                                               | CUSIP: 31307VJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20997 | PA      | $20303.33      | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 AI6180 07-01-26                                                                      | CUSIP: 3138AK2N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8094 | PA      | $8054.52       | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 BJ6249 09-01-33                                                                      | CUSIP: 3140H75K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     79666 | PA      | $78670.55      | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO SR UNSEC 4.346% 12-08-26                                                             | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4968275.00    | 0.00%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSEC 3.9% 07-15-27                                                            | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |  45859000 | PA      | $45313415.48   | 0.03%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO IL BOE GO 12A SF 5.0% 12-01-42                                                             | CUSIP: 167505PL4<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    190000 | PA      | $176703.42     | 0.00%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB8148 03-01-54                                                                      | CUSIP: 3140QUBS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2370084 | PA      | $2370747.31    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB8168 03-01-54                                                                      | CUSIP: 3140QUCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32873 | PA      | $33429.91      | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_25-4                                                   | VZMT 25-4 A 144A 4.76% 03-21-33                                                                    | CUSIP: 92348KEC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14830000 | PA      | $14984439.62   | 0.01%             | 2033-03-21      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| VERD 2025-1A                                                                     | VERD 25-1 A2 144A 4.85% 03-13-28                                                                   | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1081000 | PA      | $1082412.87    | 0.00%             | 2028-03-13      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26                                                         | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28555000 | PA      | $27549892.56   | 0.02%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26                                                         | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3369000 | PA      | $3239367.62    | 0.00%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS4191 03-01-53                                                                      | CUSIP: 3140XKUR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1538997 | PA      | $1542103.85    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1216 04-01-54                                                                      | CUSIP: 3142GRK66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    396366 | PA      | $397166.35     | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.9% 06-15-32                                          | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  10213000 | PA      | $10518869.14   | 0.01%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.45% 06-15-27                                         | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4214000 | PA      | $4269224.47    | 0.00%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.3% 02-15-31                                                           | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2336352.20    | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 07-01-28                                         | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  11090000 | PA      | $10768345.64   | 0.01%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.95% 07-01-50                                         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  13370000 | PA      | $11064664.38   | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                           | CTP NV                                                                                             | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | EC               | CORP              | NL        |   9500000 | NS      | $201235551.27  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | CENOVUS ENERGY INC                                                                                 | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |   6150950 | NS      | $93622643.98   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.45% 02-15-34                                                          | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |  17945000 | PA      | $18102359.71   | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.8% 01-15-55                                                           | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |  19436000 | PA      | $18502508.36   | 0.01%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP SR UNSEC 5.15% 02-27-33                                                                   | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   9542000 | PA      | $9746017.50    | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP SR UNSEC 5.375% 02-27-53                                                                  | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3947000 | PA      | $3756892.75    | 0.00%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING CO                                               | CLEVELAND ELECTRIC ILLUMINATING CO 144A LIFE SR UNSEC 3.5% 04-01-28                                | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2420807.50    | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COLBUN SA                                                                        | COLBUN SA 144A LIFE SR UNSEC 3.95% 10-11-27                                                        | CUSIP: 192714AC7<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |    550000 | PA      | $543549.60     | 0.00%             | 2027-10-11      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1215 04-01-54                                                                      | CUSIP: 3142GRK58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    295763 | PA      | $294953.97     | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FARM 2024-1                                                                      | FARM 2024-1 A1 144A FRN 10-01-53                                                                   | CUSIP: 30335JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2901761 | PA      | $2846424.56    | 0.00%             | 2053-10-01      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 AD8191 09-01-25                                                                      | CUSIP: 31418WC57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1070 | PA      | $1066.11       | 0.00%             | 2025-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 MA3611 03-01-34                                                                      | CUSIP: 31418DAM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     35684 | PA      | $35397.74      | 0.00%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP SR UNSEC 5.0% 03-15-34                                                                 | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3444865.65    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.38% 03-01-32                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   6685000 | PA      | $6860481.25    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA4112 09-01-49                                                                      | CUSIP: 3140QBSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  28279316 | PA      | $25939457.11   | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA3814 07-01-49                                                                      | CUSIP: 3140QBGY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  25683883 | PA      | $23558824.61   | 0.02%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA 144A LIFE SR NON PREF 5.497% 05-20-30/29                                            | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  18600000 | PA      | $19108003.20   | 0.01%             | 2030-05-20      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.2% 02-22-34                                                     | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  10525000 | PA      | $10753876.65   | 0.01%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 3.869% 01-12-29/28                                                 | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7429000 | PA      | $7310886.33    | 0.01%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP SR UNSEC 3.8% 03-01-28                                                                    | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1284602.80    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QA5125 12-01-49                                                                      | CUSIP: 31346YVS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  15472245 | PA      | $14116334.79   | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 256308 07-01-36                                                                      | CUSIP: 31371MU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    101014 | PA      | $105670.72     | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 880426 04-01-36                                                                      | CUSIP: 31409WD73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     49466 | PA      | $50784.38      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 1.5 FS0305 01-01-42                                                                      | CUSIP: 3140XFKT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  33129601 | PA      | $27082256.01   | 0.02%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP                                                                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |  22527182 | NS      | $1398938002.20 | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                                                     | CHEVRON CORP                                                                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   5785543 | NS      | $877319740.52  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.1% 02-22-31                                                     | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4811991.53    | 0.00%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.55% 02-22-54                                                    | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1451905.50    | 0.00%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | DOMINION ENERGY INC                                                                                | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |   9713059 | NS      | $567728298.55  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                              | DIEBOLD NIXDORF INC (NEW)                                                                          | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |   4521627 | NS      | $254522383.83  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                                           | RB GLOBAL HOLDINGS INC 144A LIFE SR UNSEC 7.75% 03-15-31                                           | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |  11040000 | PA      | $11583631.68   | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                          | RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 7.25% 07-15-28                                          | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |  15445000 | PA      | $15939023.77   | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           |                  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        |   7000000 | PA      | $6766662.00    | 0.01%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 5.834% 02-20-31                                                          | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2643000 | PA      | $2768814.73    | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G08353 07-01-39                                                                          | CUSIP: 3128MJMB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    151818 | PA      | $150256.64     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD7554 04-01-52                                                                      | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1803363 | PA      | $1504924.29    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | 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        |  13290000 | PA      | $13639048.56   | 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        |   1595000 | PA      | $1646477.03    | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2                                 | WLAKE 21-2 D 144A 1.23% 12-15-26                                                                   | CUSIP: 96042RAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    301765 | PA      | $301391.37     | 0.00%             | 2026-12-15      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-1A                                | WLAKE 22-1A D 144A 3.49% 3-15-27/1-15-25                                                           | CUSIP: 96042WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1907784 | PA      | $1903480.25    | 0.00%             | 2027-03-15      | Fixed         | 3.49%                 | Yes           |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC                                                               | SALLY HOLDINGS LLC SR UNSEC 6.75% 03-01-32                                                         | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |  34980000 | PA      | $35944503.54   | 0.03%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                              | STATION CASINOS LLC 144A LIFE SR UNSEC 6.625% 03-15-32                                             | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   9665000 | PA      | $9862736.24    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                                              | ROCKET MORTGAGE LLC 144A LIFE SR UNSEC 3.625% 03-01-29                                             | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   6645000 | PA      | $6282249.45    | 0.00%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RADIOLOGY PARTNERS INC 144A LIFE SR SEC 2ND LIEN PIK 9.781% 02-15-30                               | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |  36469039 | PA      | $36058762.31   | 0.03%             | 2030-02-15      | Fixed         | 9.78%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 6.0% 02-01-33                                       | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15256920.00   | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                               | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 4.203% 09-09-29                                              | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   6953000 | PA      | $6931758.59    | 0.01%             | 2029-09-09      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8828 02-01-51                                                                      | CUSIP: 3140QGY27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  35332110 | PA      | $29479063.62   | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD7551 01-01-52                                                                      | CUSIP: 3132DVL86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  52358485 | PA      | $45511303.82   | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION NATL 0.0% 12-01-31                                                      | CUSIP: 167501UM5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    350000 | PA      | $268939.65     | 0.00%             | 2031-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 6.138% 12-01-39                                                         | CUSIP: 167505KH8<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |  54555000 | PA      | $50518366.44   | 0.04%             | 2039-12-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 11-17-27                                           | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5947000 | PA      | $6042877.53    | 0.00%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 11-17-29                                           | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2975018.10    | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 3.815% 11-02-27                                                  | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   7965000 | PA      | $7692859.85    | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 8.75% 05-15-30                      | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22025000 | PA      | $23073015.58   | 0.02%             | 2030-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                                 | WLAKE 23-3 C 144A 6.02% 09-15-28                                                                   | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3579000 | PA      | $3624356.67    | 0.00%             | 2028-09-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.9% 01-07-35                                             | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  32462000 | PA      | $32782464.86   | 0.02%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME GROUP INC SR UNSEC 3.75% 06-15-28                                                              | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |   5875000 | PA      | $5816203.00    | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC SR UNSEC 4.4% 11-15-25                                                    | CUSIP: 21036PBB3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1928068.07    | 0.00%             | 2025-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 6.519% 12-01-40                                                         | CUSIP: 167505NH5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |  11385000 | PA      | $10648128.65   | 0.01%             | 2040-12-01      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 6.319% 11-01-29                                                         | CUSIP: 167505NG7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |  28045000 | PA      | $27494897.33   | 0.02%             | 2029-11-01      | Fixed         | 6.32%                 | 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        |   3703000 | PA      | $3640334.13    | 0.00%             | 2034-09-09      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                               | RYAN SPECIALTY LLC 144A LIFE SR SEC 1ST LIEN 5.875% 08-01-32                                       | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |  14970000 | PA      | $15024550.68   | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                           | DBS GROUP HOLDINGS LTD                                                                             | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |   6105477 | NS      | $224100772.07  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                                                 | DEUTSCHE POST AG                                                                                   | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |   2315862 | NS      | $104182803.50  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                    | COMMSCOPE LLC 144A LIFE SR UNSEC 8.25% 03-01-27                                                    | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |  63998000 | PA      | $64317030.03   | 0.05%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 5.375% 06-01-29                                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1272746.72    | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  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        |   4111000 | PA      | $4204496.47    | 0.00%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 4.937% 04-23-28/27                                                | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  19100000 | PA      | $19219986.20   | 0.01%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS0647 02-01-52                                                                      | CUSIP: 3140XFWH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  54313021 | PA      | $47342271.04   | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS1194 02-01-52                                                                      | CUSIP: 3140XGKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10559111 | PA      | $9231640.43    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                | CLEAN HARBORS INC 144A LIFE SR UNSEC 5.125% 07-15-29                                               | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2534513.28    | 0.00%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.75% 03-01-30                                                      | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21307000 | PA      | $20261444.20   | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.35% 12-01-53                                                          | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |  13392000 | PA      | $11967720.62   | 0.01%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 01-15-33                                         | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1455731.47    | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 02-15-28                                           | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  18750000 | PA      | $18987843.75   | 0.01%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-15-30                                           | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  10323000 | PA      | $10573384.37   | 0.01%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | DANAHER CORP                                                                                       | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |    367786 | NS      | $72512687.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLLYFRONTIER CORP                                                               | HOLLYFRONTIER CORP                                                                                 | CUSIP: 403949100<br>LEI: 549300J3U2WK73C9ZK26 | Long             | EC               | CORP              | US        |   1022000 | NS      | $44906680.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 03-06-26                                                   | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2197348.44    | 0.00%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 8.625% 03-15-31                     | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10275000 | PA      | $10894870.20   | 0.01%             | 2031-03-15      | Fixed         | 8.62%                 | Yes           |                  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        |   8064000 | PA      | $8014503.17    | 0.01%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.15% 01-01-26                                         | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  42725000 | PA      | $42433316.43   | 0.03%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LINDE INC                                                                        | LINDE INC SR UNSEC 1.1% 08-10-30                                                                   | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |   3657000 | PA      | $3142196.80    | 0.00%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                                   | PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 5.875% 10-01-28                                  | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |   5010000 | PA      | $4994584.23    | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 BD3903 175K MAX 01-20-48                                                                  | CUSIP: 3617BKKQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4233448 | PA      | $3921345.70    | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB8337 04-01-54                                                                      | CUSIP: 3140QUHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  16413903 | PA      | $16374214.66   | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K755                             | FHMS K755 A2 (MF) 5.203% 02-25-31                                                                  | CUSIP: 3137HCH39<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  21362000 | PA      | $22164634.43   | 0.02%             | 2031-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 1.75% 11-01-30                                            | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   8486000 | PA      | $7375615.39    | 0.01%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.5% 06-02-41                                                         | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2456000 | PA      | $1946981.72    | 0.00%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA SR UNSEC 4.522% 10-18-28/27                                                   | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3001815.00    | 0.00%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                      | RIO TINTO FINANCE USA PLC SR UNSEC 5.75% 03-14-55                                                  | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   6838000 | PA      | $6850342.59    | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINO'S PIZZA GROUP PLC                                                         | DOMINO'S PIZZA GROUP PLC                                                                           | CUSIP: N/A<br>LEI: 213800Q6ZKHAOV48JL75       | Long             | EC               | CORP              | GB        |  30671123 | NS      | $97161779.68   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DOW INC                                                                          | DOW INC                                                                                            | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |   2498988 | NS      | $58201430.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                      | RIO TINTO FINANCE USA PLC SR UNSEC 5.25% 03-14-35                                                  | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   2899000 | PA      | $2943792.45    | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA SR UNSEC 4.971% 05-02-31/30                                                   | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   8250000 | PA      | $8363462.25    | 0.01%             | 2031-05-02      | Variable      | 4.97%                 | No            |                  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        |  11481000 | PA      | $8909118.23    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABORATORIES INTERNATIONAL INC 144A LIFE SR UNSEC 4.25% 05-01-28                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |  27840000 | PA      | $27008280.00   | 0.02%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.625% 09-30-31                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   5495000 | PA      | $5537899.47    | 0.00%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 5.0% 08-01-27                                               | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9899070.00    | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSEC 4.0% 10-01-27                                                          | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1881883.50    | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                    | SERVICE CORP INTERNATIONAL SR UNSEC 4.625% 12-15-27                                                | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3774113.61    | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                           | SPIRIT AEROSYSTEMS INC SR UNSEC 4.6% 06-15-28                                                      | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    485000 | PA      | $477552.83     | 0.00%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.7% 08-01-25                                        | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450000.00     | 0.00%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | DARDEN RESTAURANTS INC                                                                             | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |   5361414 | NS      | $1081236361.38 | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE ENERGY CO                                                                                      | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |   4801978 | NS      | $664641774.98  | 0.50%             |  |  |  | No            |                  1 | 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        |   1786130 | PA      | $1698474.17    | 0.00%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RA8544 02-01-53                                                                      | CUSIP: 3133KQP59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  17611677 | PA      | $17561694.81   | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP SR UNSEC 5.875% 03-15-28                                                                 | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |  12700000 | PA      | $12676492.30   | 0.01%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 5.4% 08-08-28                                                             | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |    500000 | PA      | $506606.50     | 0.00%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.2% 03-01-29                                        | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   6337000 | PA      | $6205538.94    | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE (LUXEMBOURG) SA                                                 | SWISS RE FINANCE LUXEMBOURG SA 144A LIFE SUB (H) 5.0% 04-02-49/29                                  | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |   1400000 | PA      | $1400499.80    | 0.00%             | 2049-04-02      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                          | RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 6.5% 06-15-33                                           | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |  17660000 | PA      | $18098462.48   | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RADIOLOGY PARTNERS INC 144A LIFE SR SEC 1ST LIEN 8.5% 07-15-32                                     | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |  65015000 | PA      | $65773074.90   | 0.05%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 5.5% 07-01-29                                               | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   9130000 | PA      | $9024137.65    | 0.01%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP SR UNSEC 6.0% 04-15-27                                                                   | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |  12160000 | PA      | $12162188.80   | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA8046 12-01-50                                                                      | CUSIP: 3140QF5G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7368743 | PA      | $6494316.43    | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA7599 11-01-50                                                                      | CUSIP: 3140QFNR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8277302 | PA      | $6925130.26    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_23-3                                               | COLT 2023-3 A1 144A 7.18% 09-25-68                                                                 | CUSIP: 19688RAA7<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-CBDO         | CORP              | US        |   1012953 | PA      | $1025939.36    | 0.00%             | 2068-09-25      | Variable      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R02                                                                     | CAS 2025-R02 1M1 144A FRN 02-25-45                                                                 | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2037434 | PA      | $2039365.95    | 0.00%             | 2045-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-A                                                | BHG 21-A A 144A 1.42% 11-17-33                                                                     | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190021 | PA      | $186962.49     | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| CIM 2025-R1                                                                      | CIM 25-R1 A1 144A 5.0% 02-25-99                                                                    | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5976392 | PA      | $5903049.64    | 0.00%             | 2099-02-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-8INV                                             | FSMT 2021-8INV A3 144A FRN 09-25-51                                                                | CUSIP: 33852HAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5543605 | PA      | $4466233.09    | 0.00%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM4897 11-01-50                                                                      | CUSIP: 3140X8NP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4477883 | PA      | $3946501.72    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0548 07-01-61                                                                         | CUSIP: 3140FXTE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4536027 | PA      | $3794781.63    | 0.00%             | 2061-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29                                       | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   9116000 | PA      | $8449164.60    | 0.01%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 5.375% 11-15-29                                                      | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |  15380000 | PA      | $15093455.22   | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                                      | BBIRD 21-1 B 144A 3.446% 07-15-46/07-17-28                                                         | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    958878 | PA      | $905978.99     | 0.00%             | 2046-07-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                                      | BBIRD 21-1 A 144A 2.443% 07-15-46/07-17-28                                                         | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6319947 | PA      | $5913611.94    | 0.00%             | 2046-07-15      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                  | SEALED AIR CORP 144A LIFE SR UNSEC 4.0% 12-01-27                                                   | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |  19239000 | PA      | $18696190.85   | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                                               | LIGHT & WONDER INTERNATIONAL INC 144A LIFE SR UNSEC 7.0% 05-15-28                                  | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |  15145000 | PA      | $15170443.60   | 0.01%             | 2028-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RA7938 09-01-52                                                                      | CUSIP: 3133KPZB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2331265 | PA      | $2284684.23    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM9416 07-01-45                                                                      | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  22478755 | PA      | $20725793.94   | 0.02%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AE4483 09-01-40                                                                      | CUSIP: 31419E6V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    897842 | PA      | $861541.50     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-11INV                                            | FSMT 2021-11IN A4 144A FRN 11-25-51                                                                | CUSIP: 33851TAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6185304 | PA      | $4991249.40    | 0.00%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                               | BAYTEX ENERGY CORP 144A LIFE SR UNSEC 7.375% 03-15-32                                              | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |   9285000 | PA      | $8987118.63    | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.125% 03-26-29                                                 | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   6670000 | PA      | $6825444.35    | 0.01%             | 2029-03-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | GENERAL MOTORS CO SR UNSEC 5.625% 04-15-30                                                         | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $16420912.00   | 0.01%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP/MA                                                            | GLOBAL PARTNERS LP 144A LIFE SR UNSEC 7.125% 07-01-33                                              | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5730000 | PA      | $5823003.63    | 0.00%             | 2033-07-01      | Fixed         | 7.12%                 | 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        |   1507000 | PA      | $1510402.81    | 0.00%             | 2028-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1                         | BLAST 24-1 C 5.65% 04-16-29/01-15-27                                                               | CUSIP: 107933AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    987000 | PA      | $992529.17     | 0.00%             | 2029-04-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                                               | LIGHT & WONDER INTERNATIONAL INC 144A LIFE SR UNSEC 7.25% 11-15-29                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   3107000 | PA      | $3196671.13    | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 02-01-50                                       | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3895000 | PA      | $2659178.82    | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2375 12-01-51                                                                      | CUSIP: 3140QMT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3982849 | PA      | $3309042.65    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA6483 12-01-51                                                                      | CUSIP: 3133KNFY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3360202 | PA      | $2791746.56    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BALLYROCK LTD BALLY_19-2A                                                        | BALLY 2019-2A A1RR CLO 144A FRN 02-20-36                                                           | CUSIP: 05875MAX0<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-O            | CORP              | US        |  19810000 | PA      | $19859009.94   | 0.01%             | 2036-02-20      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| BAAT 2024-1A                                                                     | BAAT 24-1 A3 144A 5.35% 11-15-28                                                                   | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5108000 | PA      | $5147719.81    | 0.00%             | 2028-11-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST INC 144A LIFE SR UNSEC 7.25% 04-01-29                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |  17565000 | PA      | $18392135.85   | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 144A LIFE SR UNSEC 6.25% 07-01-33                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |  14590000 | PA      | $14787344.34   | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           |                  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        |   1223751 | PA      | $1244478.40    | 0.00%             | 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        |    321029 | PA      | $332141.39     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA5192 05-20-48                                                                           | CUSIP: 36179TXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3146397 | PA      | $2947443.76    | 0.00%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_19-GC38                                        | GSMS 19-GC38 A4 3.968% 02-10-52/01-12-29                                                           | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $232551.36     | 0.00%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.25% 06-01-30                                       | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    354000 | PA      | $312355.79     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 4.125% 07-01-30                                             | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |  68223000 | PA      | $62296058.65   | 0.05%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | SIMON PROPERTY GROUP LP SR UNSEC 2.65% 07-15-30                                                    | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3081902.85    | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 5.5% 12-15-27                                                    | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |  27165000 | PA      | $26812262.48   | 0.02%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_20-GC47                                        | GSMS 20-GC47 A5 2.3772% 05-12-53/02-12-30                                                          | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6571000 | PA      | $5909379.15    | 0.00%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 783687 12-20-41                                                                           | CUSIP: 3622A2CY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    256436 | PA      | $247162.35     | 0.00%             | 2041-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.25% 03-26-31                                                  | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   5564000 | PA      | $5727692.88    | 0.00%             | 2031-03-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.5% 03-26-54                                                   | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1175000 | PA      | $1156014.35    | 0.00%             | 2054-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST INC 144A LIFE SR UNSEC 6.5% 10-15-30                                       | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |  21170000 | PA      | $21843481.21   | 0.02%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                               | SIEMENS FUNDING BV 144A LIFE SR UNSEC 5.8% 05-28-55                                                | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |  11564000 | PA      | $11993544.78   | 0.01%             | 2055-05-28      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                            | SCRIPPS ESCROW II INC 144A LIFE SR SEC 1ST LIEN 3.875% 01-15-29                                    | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12000000 | PA      | $10662840.00   | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 3.8% 01-08-26                                                             | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |   7075000 | PA      | $7047846.15    | 0.01%             | 2026-01-08      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.0 MA7051 12-20-50                                                                           | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  49162768 | PA      | $39732414.63   | 0.03%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 MA7534 08-20-51                                                                           | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  33428003 | PA      | $28147548.82   | 0.02%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS LP                                                                 | SUPERIOR PLUS LP 144A LIFE SR UNSEC 4.5% 03-15-29                                                  | CUSIP: 86828LAC6<br>LEI: 549300K5Y13GU6TPZJ49 | Long             | DBT              | CORP              | CA        |   9082000 | PA      | $8672065.77    | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                              | SOUTHWESTERN ELECTRIC POWER CO SR UNSEC 1.65% 03-15-26                                             | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4813534.60    | 0.00%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q02849 08-01-41                                                                          | CUSIP: 3132GGEW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    198143 | PA      | $194336.82     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA5968 06-01-50                                                                      | CUSIP: 3140QDT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14696295 | PA      | $12243792.19   | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                                    | SYNAPTICS INC 144A LIFE SR UNSEC 4.0% 06-15-29                                                     | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3496907.00    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                          | SENSATA TECHNOLOGIES BV 144A LIFE SR UNSEC 4.0% 04-15-29                                           | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | US        |  19310000 | PA      | $18370471.95   | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  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        |   3402474 | PA      | $2843889.73    | 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        |   4009255 | PA      | $3345185.67    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                              | DEUTSCHE TELEKOM AG                                                                                | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |   8371039 | NS      | $300031683.83  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC                                                                                   | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113913 | NS      | $11702282.49   | 0.01%             |  |  |  | No            |                  1 | 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        |   1926455 | PA      | $1605280.12    | 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        |   1528637 | PA      | $1275282.55    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q02676 08-01-41                                                                          | CUSIP: 3132GF6M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    146692 | PA      | $142830.27     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD7552 01-01-52                                                                      | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    121696 | PA      | $101565.53     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | 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        |   2150000 | PA      | $1713801.55    | 0.00%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                           | SCIH SALT HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 4.875% 05-01-28                                   | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  64170000 | PA      | $62363550.33   | 0.05%             | 2028-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA5971 09-01-51                                                                      | CUSIP: 3133KMT47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  22764825 | PA      | $19811157.13   | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT9483 12-01-51                                                                      | CUSIP: 3140LYRD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1920031 | PA      | $1602010.82    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                           | SCIH SALT HOLDINGS INC 144A LIFE SR UNSEC 6.625% 05-01-29                                          | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  38225000 | PA      | $37820503.05   | 0.03%             | 2029-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNERS LP                                                     | SUBURBAN PROPANE PARTNERS LP 144A LIFE SR UNSEC 5.0% 06-01-31                                      | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |   6125000 | PA      | $5757659.25    | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | Yes           |                  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        |   9242727 | PA      | $7929751.59    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G07189 03-01-42                                                                          | CUSIP: 3128M9KA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    328920 | PA      | $325470.11     | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BM1179 04-01-47                                                                      | CUSIP: 3140J5JZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1494172 | PA      | $1327696.19    | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 AS8310 11-01-46                                                                      | CUSIP: 3138WJGU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1220861 | PA      | $1086138.70    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA SR UNSEC 4.498% 08-06-29/28                                                   | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3002853.00    | 0.00%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | REYNOLDS AMERICAN INC SR UNSEC 5.85% 08-15-45                                                      | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3781233.30    | 0.00%             | 2045-08-15      | Fixed         | 5.85%                 | 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        |    671840 | PA      | $698208.14     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB9071 08-01-54                                                                      | CUSIP: 3140QVCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1513654 | PA      | $1574928.73    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                               | SIEMENS FUNDING BV 144A LIFE SR UNSEC 5.9% 05-28-65                                                | CUSIP: 82622RAG1<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |  10833000 | PA      | $11327363.96   | 0.01%             | 2065-05-28      | Fixed         | 5.90%                 | 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        |  25505000 | PA      | $26920527.50   | 0.02%             | 2030-07-15      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_22-SFR1                                                 | FKH 22-SFR1 A 144A 4.145% 05-17-39/05-19-27                                                        | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4143355 | PA      | $4101660.85    | 0.00%             | 2039-05-17      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD7553 03-01-52                                                                      | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5137399 | PA      | $4472439.86    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.0% 12-01-46                                                           | CUSIP: 167505TK2<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    390000 | PA      | $347300.85     | 0.00%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.0% 12-01-30                                                           | CUSIP: 167505SL1<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    220000 | PA      | $223887.84     | 0.00%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | REYNOLDS AMERICAN INC SR UNSEC 5.7% 08-15-35                                                       | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $3195886.50    | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | COOPERATIEVE RABOBANK UA SUB 4.375% 08-04-25                                                       | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   7500000 | PA      | $7499790.00    | 0.01%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY MEDIA INC 144A LIFE SR SEC 2ND LIEN 9.625% 07-15-32                                           | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |  25861000 | PA      | $26106446.75   | 0.02%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO AKA GE AEROSPACE                                             | GENERAL ELECTRIC CO SR UNSEC 4.9% 01-29-36                                                         | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    726000 | PA      | $723927.27     | 0.00%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | DUKE ENERGY CORP                                                                                   | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    182442 | NS      | $22192244.88   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES LLC                                                             | ASCENT RESOURCES LLC CL A PP (PHYSICAL) (NOT LISTED OR TRADING)                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |   1102146 | NS      | $54479076.78   | 0.04%             |  |  |  | No            |                  3 | 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        |    963808 | PA      | $833075.13     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM5166 12-01-50                                                                      | CUSIP: 3140X8W45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1582168 | PA      | $1361903.58    | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G07221 06-01-42                                                                          | CUSIP: 3128M9LA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    525577 | PA      | $519848.05     | 0.00%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD0803 01-01-52                                                                      | CUSIP: 3132DM3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    337608 | PA      | $291812.37     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 21-2A C 144A 2.52% 12-27-27/12-28-26                                                         | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1850000 | PA      | $1778151.55    | 0.00%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                       | HERTZ 22-2A A 144A 2.33% 06-26-28/06-25-27                                                         | CUSIP: 42806MAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8300000 | PA      | $7968340.30    | 0.01%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO AKA GE AEROSPACE                                             | GENERAL ELECTRIC CO SR UNSEC 4.3% 07-29-30                                                         | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1886000 | PA      | $1877827.96    | 0.00%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | GENERAL MOTORS CO SR UNSEC 6.6% 04-01-36                                                           | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   5110000 | PA      | $5399011.38    | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS4203 01-01-52                                                                      | CUSIP: 3140XKU57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2781762 | PA      | $2282538.69    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8368 10-01-53                                                                      | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9647935 | PA      | $9798809.79    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                    | SERVICE CORP INTERNATIONAL SR UNSEC 4.0% 05-15-31                                                  | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   4805000 | PA      | $4461014.86    | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | 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        |  68675000 | PA      | $65406962.78   | 0.05%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-4                                       | HERTZ 22-4A A 144A 3.73% 09-25-26/25                                                               | CUSIP: 42806MBA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5113333 | PA      | $5106885.37    | 0.00%             | 2026-09-25      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-5                                       | HERTZ 22-5A A 144A 3.89% 09-25-28/09-27-27                                                         | CUSIP: 42806MBJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7264000 | PA      | $7151713.09    | 0.01%             | 2028-09-25      | Fixed         | 3.89%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 4.5 AB2470 03-01-41                                                                      | CUSIP: 31416XW89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9234 | PA      | $9122.09       | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | 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        |   2069241 | PA      | $1624877.49    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-1                                       | HERTZ 23-1 A 144A 5.49% 06-25-27/26                                                                | CUSIP: 42806MBS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    533000 | PA      | $535069.64     | 0.00%             | 2027-06-25      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1                                    | HAROT 23-1 A3 5.04% 04-21-27/26                                                                    | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1279084 | PA      | $1281661.31    | 0.00%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO SR UNSEC 6.5% 07-15-28                                                                | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2995935.08    | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                     | SUN COMMUNITIES OPERATING LP SR UNSEC 2.7% 07-15-31                                                | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   1941000 | PA      | $1715087.01    | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | 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        |   1614015 | PA      | $1266948.73    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI3422 05-01-41                                                                      | CUSIP: 3138AGYU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     36072 | PA      | $36324.05      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-4                                       | HERTZ 23-4 A 144A 6.15% 03-25-30/03-26-29                                                          | CUSIP: 42806MCE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8275000 | PA      | $8601903.88    | 0.01%             | 2030-03-25      | Fixed         | 6.15%                 | 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        |   3583000 | PA      | $3428085.41    | 0.00%             | 2028-06-26      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5166 10-01-53                                                                      | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5939528 | PA      | $6033092.89    | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QF0103 09-01-52                                                                      | CUSIP: 3133BMDG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  85064101 | PA      | $83173635.97   | 0.06%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTERA INFRASTRUCTURE LP                                                         | ALTERA INFRASTRUCTURE LP (NEW) (DRS) (NOT LISTED OR TRADING)                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     80900 | NS      | $2498188.91    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AIMBRIDGE TOPCO LLC                                                              | AIMBRIDGE TOPCO LLC (DRS) (NOT LISTED OR TRADING)                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    297303 | NS      | $22380969.84   | 0.02%             |  |  |  | No            |                  3 | 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        |    807641 | PA      | $633086.19     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BV4172 03-01-52                                                                      | CUSIP: 3140MHT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    856798 | PA      | $671222.51     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-1                                       | HERTZ 23-1 1D 144A 9.13% 06-25-27/26                                                               | CUSIP: 42806MCJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1008000 | PA      | $1017597.17    | 0.00%             | 2027-06-25      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_24-A                               | HALST 24-A A4 144A 5.07% 02-15-28/06-15-26                                                         | CUSIP: 448988AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1603000 | PA      | $1610202.28    | 0.00%             | 2028-02-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI4836 06-01-41                                                                      | CUSIP: 3138AJLS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34364 | PA      | $34490.86      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA5155 05-01-51                                                                      | CUSIP: 3133KLWQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     52122 | PA      | $40834.87      | 0.00%             | 2051-05-01      | 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        |    205628 | PA      | $204946.51     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8396 01-01-54                                                                      | CUSIP: 3132DWKH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     81319 | PA      | $82572.11      | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5139 09-01-53                                                                      | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    754831 | PA      | $767589.14     | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BV1089 02-01-52                                                                      | CUSIP: 3140MEF76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42195 | PA      | $38997.88      | 0.00%             | 2052-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FM7341 03-01-48                                                                      | CUSIP: 3140XBEP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     22889 | PA      | $21526.43      | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-A                                            | HART 24-A A3 4.99% 02-15-29                                                                        | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5082000 | PA      | $5119403.52    | 0.00%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| HARBOR PARK CLO LTD HARB_18-1A                                                   | HARB 2018-1A CR CLO 144A FRN 01-20-31                                                              | CUSIP: 41154XAU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2834000 | PA      | $2838732.78    | 0.00%             | 2031-01-20      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA5000 04-01-53                                                                      | CUSIP: 31418ERW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1871384 | PA      | $1675180.73    | 0.00%             | 2053-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC6761 09-01-51                                                                      | CUSIP: 3133ARQN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    108514 | PA      | $89038.66      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                           | HERTZ 24-1 A 144A 5.44% 01-25-29/28                                                                | CUSIP: 42806MCK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10453000 | PA      | $10587937.78   | 0.01%             | 2029-01-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HORZN 2024-1                                                                     | HORZN 24-1 A 144A 5.375% 09-15-49/31                                                               | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5588806 | PA      | $5592265.07    | 0.00%             | 2049-09-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA4977 04-01-53                                                                      | CUSIP: 31418EQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4406299 | PA      | $4186380.84    | 0.00%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8323 05-01-53                                                                      | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2936654 | PA      | $2871387.21    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | 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        |   9810862 | PA      | $9682938.66    | 0.01%             | 2054-07-30      | Fixed         | 5.57%                 | 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        |   3985187 | PA      | $3987876.77    | 0.00%             | 2049-09-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                  | STANDARD BUILDING SOLUTIONS INC 144A LIFE SR UNSEC 6.25% 08-01-33                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |  10880000 | PA      | $10992020.48   | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL SR UNSEC 5.019% 07-29-29/28                                                    | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2874000 | PA      | $2872833.16    | 0.00%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 MA6217 10-20-49                                                                           | CUSIP: 36179U4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26849 | PA      | $22746.90      | 0.00%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 MA7987 04-20-52                                                                           | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    863046 | PA      | $726706.69     | 0.00%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5010 05-01-53                                                                      | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     86643 | PA      | $86382.53      | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | 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        |   7757667 | PA      | $10776167.47   | 0.01%             | 2050-10-25      | Variable      | 15.81%                | Yes           |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.0% 12-01-36                                                           | CUSIP: 167505TJ5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    100000 | PA      | $97064.80      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.0% 12-01-44                                                           | CUSIP: 167505TH9<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    140000 | PA      | $127107.26     | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | SHERWIN-WILLIAMS CO SR UNSEC 5.15% 08-15-35                                                        | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    774000 | PA      | $772643.95     | 0.00%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | SHERWIN-WILLIAMS CO SR UNSEC 4.5% 08-15-30                                                         | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1594977.60    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP SR UNSEC 4.5% 05-15-29                                                                   | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |  12580000 | PA      | $12203543.50   | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 3.125% 09-01-26                                             | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1017493.36    | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2212 08-01-54                                                                      | CUSIP: 3142GSN61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3621063 | PA      | $3707359.93    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD4693 01-01-54                                                                      | CUSIP: 3132DSGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    492600 | PA      | $510225.34     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A SR UNSEC 3.875% 09-01-31                                                  | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        | 151340000 | PA      | $133651078.12  | 0.10%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                             | SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.625% 11-15-29                                            | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |  53085000 | PA      | $51094737.18   | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | GENERAL MOTORS CO SR UNSEC 6.75% 04-01-46                                                          | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  12230000 | PA      | $12761381.27   | 0.01%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | GEORGIA POWER CO SR UNSEC 3.7% 01-30-50                                                            | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $896899.20     | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.6% 02-01-45                                        | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $5583568.00    | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1                                                            | SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.25% 10-28-25                                            | CUSIP: 806213AD6<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              | CORP              | AU        |   9115000 | PA      | $9081639.10    | 0.01%             | 2025-10-28      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8150 07-20-52                                                                           | CUSIP: 36179XBT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20784 | PA      | $19314.56      | 0.00%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8346 10-20-52                                                                           | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2665206 | PA      | $2477209.96    | 0.00%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                             | SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.875% 11-15-31                                            | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |  46860000 | PA      | $44201819.64   | 0.03%             | 2031-11-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL SR UNSEC 2.875% 10-28-31                                                       | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $9589272.00    | 0.01%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REDE DOR FINANCE SARL                                                            | REDE D'OR FINANCE SARL REG S SR UNSEC 4.95% 01-17-28                                               | CUSIP: N/A<br>LEI: 549300FDE772OLJUCP79       | Long             | DBT              | CORP              | LU        |    200000 | PA      | $198230.00     | 0.00%             | 2028-01-17      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                     | ROCKIES EXPRESS PIPELINE LLC 144A LIFE SR UNSEC 4.95% 07-15-29                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |  11768000 | PA      | $11549574.15   | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  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        |   1640650 | PA      | $1523658.78    | 0.00%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2                               | GNMA 21-2 AH 1.5% 06-16-63                                                                         | CUSIP: 38380RNG1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4543894 | PA      | $3361713.48    | 0.00%             | 2063-06-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 5.625% 08-01-33                                                              | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  13460000 | PA      | $12140448.90   | 0.01%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP SR UNSEC 4.75% 02-01-32                                                         | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    650000 | PA      | $631808.45     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_23-SHIP                  | GSMS 2023-SHIP B 144A FRN 09-15-38                                                                 | CUSIP: 36270GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2632000 | PA      | $2623369.67    | 0.00%             | 2038-09-15      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA8799 04-20-53                                                                           | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  24256302 | PA      | $23129062.66   | 0.02%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 5.876% 01-14-31/30                                                   | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  14300000 | PA      | $14824838.60   | 0.01%             | 2031-01-14      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                     | BANK OF NEW YORK MELLON CORP SR UNSEC 4.942% 02-11-31/30                                           | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2266809.98    | 0.00%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA9015 07-20-53                                                                           | CUSIP: 36179YAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4685357 | PA      | $4467230.29    | 0.00%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-70P                             | GSMS 2024-70P A 144A FRN 03-10-41                                                                  | CUSIP: 36269JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3831000 | PA      | $3828613.29    | 0.00%             | 2041-03-10      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX     | BBVA BANCOMER SA INST DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEX 144A LIFE SUB 7.625% 02-11-35/30 | CUSIP: 072912AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3295000 | PA      | $3393335.98    | 0.00%             | 2035-02-11      | Variable      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 5.625% 08-15-35                                                          | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  12972000 | PA      | $13185142.93   | 0.01%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.0% 12-01-26                                                           | CUSIP: 167505SJ6<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    110000 | PA      | $111710.94     | 0.00%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.0% 12-01-31                                                           | CUSIP: 167505SX5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101008.90     | 0.00%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-3A                                                                    | SFAST 24-3 A3 144A 4.55% 06-20-30/04-20-28                                                         | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5178000 | PA      | $5192974.78    | 0.00%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2024-3A                                                                    | SFAST 24-3 A2 144A 4.71% 05-22-28/07-20-26                                                         | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2455107 | PA      | $2456027.88    | 0.00%             | 2028-05-22      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                | GENESIS ENERGY LP SR UNSEC 7.75% 02-01-28                                                          | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |  15880000 | PA      | $16050249.48   | 0.01%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | GENERAL DYNAMICS CORP SR UNSEC 3.625% 04-01-30                                                     | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   5433000 | PA      | $5276420.94    | 0.00%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5                                                                     | SDART 24-5 C 4.78% 01-15-31                                                                        | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2657000 | PA      | $2658070.77    | 0.00%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5                                                                     | SDART 24-5 D 5.14% 02-17-32                                                                        | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5140000 | PA      | $5160431.50    | 0.00%             | 2032-02-17      | Fixed         | 5.14%                 | 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        |   1983750 | PA      | $2017275.33    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA7091 03-01-52                                                                      | CUSIP: 3133KN2Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     83699 | PA      | $68674.89      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC 144A LIFE SR UNSEC 4.5% 07-01-28                                                       | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |  14275000 | PA      | $14053837.43   | 0.01%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY MEDIA INC 144A LIFE SR UNSEC 4.75% 10-15-30                                                   | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |  18529000 | PA      | $13873588.75   | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GSMBS 2024-RPL2                                                                  | GSMBS 2024-RPL2 A1 144A 3.75% 07-25-61                                                             | CUSIP: 36269MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1213769 | PA      | $1179725.67    | 0.00%             | 2061-07-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GWT 2024-WLF2                                                                    | GWT 2024-WLF2 A 144A FRN 05-15-41                                                                  | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19885000 | PA      | $20004210.58   | 0.01%             | 2041-05-15      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE1102 04-01-52                                                                      | CUSIP: 3133BAGK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    170206 | PA      | $139653.94     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BP8762 07-01-50                                                                      | CUSIP: 3140KGWY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3397596 | PA      | $2793190.52    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | 1261229 BC LTD 144A LIFE SR SEC 1ST LIEN 10.0% 04-15-32                                            | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  45005000 | PA      | $45847223.57   | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSEC 2.272% 12-01-28                                                  | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   5534000 | PA      | $5149331.66    | 0.00%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5498 10-01-54                                                                      | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6408138 | PA      | $6501177.79    | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS5034 02-01-52                                                                      | CUSIP: 3140XLSY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2380034 | PA      | $1953372.55    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                               | SCFET 25-1 B 144A 5.23% 09-20-34                                                                   | CUSIP: 78437DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    817000 | PA      | $832353.88     | 0.00%             | 2034-09-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                               | SCFET 25-1 C 144A 5.37% 09-20-34                                                                   | CUSIP: 78437DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    712000 | PA      | $721070.88     | 0.00%             | 2034-09-20      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.0% 12-01-26                                                           | CUSIP: 167505US3<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    100000 | PA      | $101542.30     | 0.00%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AG 5.0% 12-01-29                                                        | CUSIP: 167505UE4<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    300000 | PA      | $313642.20     | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DSG TOPCO INC                                                                    | DSG TOPCO INC (DRS) (NOT LISTED OR TRADING)                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     36863 | NS      | $536061.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDO INC                                                                         | ENDO INC 1L 7.5 ESCROW (NOT LISTED OR TRADING)                                                     | CUSIP: 698ESCAA8<br>LEI: N/A                  | Long             | EC               | CORP              | US        |  79502000 | NS      | $7.95          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 3.21% 04-22-42/41                                                 | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $5604097.50    | 0.00%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                                      | GAP INC 144A LIFE SR UNSEC 3.625% 10-01-29                                                         | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |   2507000 | PA      | $2316538.20    | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GAP INC/THE                                                                      | GAP INC 144A LIFE SR UNSEC 3.875% 10-01-31                                                         | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1492420.55    | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY MEDIA INC 144A LIFE SR UNSEC 5.375% 11-15-31                                                  | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |  61198000 | PA      | $45223363.66   | 0.03%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| REDE DOR FINANCE SARL                                                            | REDE D'OR FINANCE SARL REG S SR UNSEC 4.5% 01-22-30                                                | CUSIP: N/A<br>LEI: 549300FDE772OLJUCP79       | Long             | DBT              | CORP              | LU        |    400000 | PA      | $380852.40     | 0.00%             | 2030-01-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                                   | ANYWHERE REAL ESTATE GROUP LLC 144A LIFE SR UNSEC 5.75% 01-15-29                                   | CUSIP: 75606DAL5<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |  54930000 | PA      | $49105222.80   | 0.04%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2024-NQM2                                                                   | GCAT 2024-NQM2 A1 144A 6.085% 06-25-59                                                             | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1253541 | PA      | $1261370.96    | 0.00%             | 2059-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                | JPMCC 22-OPO B 144A 3.3765% 01-05-39/01-08-27                                                      | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1165000 | PA      | $1042587.63    | 0.00%             | 2039-01-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ACR III LSC HOLDINGS LLC                                                         | ACR III LSC HOLDINGS LLC PFD SER B 144A (DRS) (NOT LISTED OR TRADING)                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3260 | NS      | $4682599.38    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_23-A                 | WFNMT 23-A A 5.02% 03-15-30/05-15-26                                                               | CUSIP: 981464HL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17652000 | PA      | $17727868.30   | 0.01%             | 2030-03-15      | Fixed         | 5.02%                 | No            |                  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        |   3453000 | PA      | $3462450.86    | 0.00%             | 2039-11-15      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2                                          | LMAT 2021-GS2 A1 144A 5.75% 04-25-61                                                               | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    819238 | PA      | $819321.27     | 0.00%             | 2061-04-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                            | AESOP 2021-1A D 144A 3.71% 08-20-27                                                                | CUSIP: 05377REL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4890875.00    | 0.00%             | 2027-08-20      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                            | AESOP 2021-1A C 144A 2.13% 08-20-27                                                                | CUSIP: 05377REK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    551000 | PA      | $535229.83     | 0.00%             | 2027-08-20      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                               | SCFET 25-1 D 144A 5.88% 11-20-35                                                                   | CUSIP: 78437DAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    303000 | PA      | $309080.30     | 0.00%             | 2035-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                                    | SYNIT 25-A1 A 4.78% 02-18-31/02-15-28                                                              | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6813000 | PA      | $6889544.06    | 0.01%             | 2031-02-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSEC 1.915% 02-01-27                                                  | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   9739000 | PA      | $9376563.12    | 0.01%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC SR UNSEC 3.5% 06-01-31                                                                   | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |  20105000 | PA      | $18446196.77   | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  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        |   2060532 | PA      | $2076697.38    | 0.00%             | 2054-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| SCCU 2025-1A                                                                     | SCCU 2025-1A A2 144A 4.67% 11-15-28                                                                | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1561000 | PA      | $1560859.51    | 0.00%             | 2028-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BP5502 06-01-50                                                                      | CUSIP: 3140KDDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2313207 | PA      | $1901652.83    | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FP0015 09-01-50                                                                      | CUSIP: 3140XTAR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     83023 | PA      | $68227.49      | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BP5474 06-01-50                                                                      | CUSIP: 3140KDCL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5871837 | PA      | $4827237.06    | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FP0058 08-01-50                                                                      | CUSIP: 3140XTB42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1894254 | PA      | $1557456.01    | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8463 09-01-54                                                                      | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    820726 | PA      | $832684.54     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB0517 05-01-51                                                                      | CUSIP: 3140QKSF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    286735 | PA      | $235273.44     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM5713 02-01-51                                                                      | CUSIP: 3140X9K38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2054894 | PA      | $1699479.34    | 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        |  11593593 | PA      | $9512728.82    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                            | AESOP 2021-1A A 144A 1.38% 08-20-27                                                                | CUSIP: 05377REH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  29959000 | PA      | $29166494.57   | 0.02%             | 2027-08-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                            | AESOP 2021-1A B 144A 1.63% 08-20-27                                                                | CUSIP: 05377REJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1699000 | PA      | $1651057.62    | 0.00%             | 2027-08-20      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AG 5.0% 12-01-28                                                        | CUSIP: 167505UD6<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    650000 | PA      | $683610.85     | 0.00%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.796% 03-31-25/03-31-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-153673.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 14.5956% 03-27-25/01-02-29                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $3405757.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.797% 03-31-25/03-31-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-80788.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 14.585% 03-27-25/01-02-29                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $401569.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.6065% 05-12-25/05-12-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-32816.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2                              | AMCAR 21-2 D 1.29% 06-18-27/04-21-25                                                               | CUSIP: 03066RAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7972000 | PA      | $7837432.64    | 0.01%             | 2027-06-18      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-1A                                       | AESOP 2020-1A D 144A 3.34% 08-20-26                                                                | CUSIP: 05377REQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1416667 | PA      | $1414266.87    | 0.00%             | 2026-08-20      | Fixed         | 3.34%                 | 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        |  23958381 | PA      | $20673519.19   | 0.02%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 20-1 B1 144A 2.28% 07-15-60/25                                                                | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5326555 | PA      | $4160960.75    | 0.00%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 13.31% 05-08-25/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | FR        |         1 | NC      | $-415013.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | NATIONAL BANK OF CANADA                                                                            | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |   2181865 | NS      | $226957420.94  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF GREECE SA                                                       | NATIONAL BANK OF GREECE SA                                                                         | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |   8041354 | NS      | $112605268.44  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDO INC                                                                         | ENDO INC (NOT LISTED OR TRADING)                                                                   | CUSIP: 29290D117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1154586 | NS      | $27236683.74   | 0.02%             |  |  |  | No            |                  1 | 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        |   5777711 | PA      | $4897609.47    | 0.00%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 20-1 B2 144A 2.6% 07-15-60/27                                                                 | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    566655 | PA      | $437272.18     | 0.00%             | 2060-07-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                                       | SEACO 20-1A A 144A 2.17% 10-17-40/03-18-30                                                         | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5668402 | PA      | $5397027.48    | 0.00%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE VII SRL                                                        | SEACO 20-2A A 144A 2.26% 11-19-40/03-18-30                                                         | CUSIP: 37959PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10459277 | PA      | $9917779.27    | 0.01%             | 2040-11-19      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| CLIF FUNDING VII LLC CLIF_21-1                                                   | CLIF 21-1A A 144A 1.64% 02-18-46/31                                                                | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10794122 | PA      | $9880572.24    | 0.01%             | 2046-02-18      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| CLIF FUNDING VII LLC CLIF_21-1                                                   | CLIF 21-1A B 144A 2.38% 02-18-46/31                                                                | CUSIP: 12565KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    419209 | PA      | $383338.94     | 0.00%             | 2046-02-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1                              | AMCAR 23-1 B 5.57% 03-20-28                                                                        | CUSIP: 03067BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5578000 | PA      | $5618485.12    | 0.00%             | 2028-03-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-4                                        | AESOP 23-4 A 144A 5.49% 06-20-29/28                                                                | CUSIP: 05377RGY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12400000 | PA      | $12696546.00   | 0.01%             | 2029-06-20      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                          | RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 4.5% 02-15-29                                           | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |  22335000 | PA      | $21738767.18   | 0.02%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.5% 04-01-28                                       | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2023726.00    | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                             | RLJ LODGING TRUST LP 144A LIFE SR SEC 1ST LIEN 3.75% 07-01-26                                      | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2090065.60    | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP SR UNSEC 1.9% 09-01-31                                                                    | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $5332493.75    | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8761 09-01-51                                                                      | CUSIP: 3140XCWX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1959580 | PA      | $1608373.95    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ9058 12-01-50                                                                      | CUSIP: 3140KVB41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2086830 | PA      | $1713581.40    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | 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        |   3750000 | PA      | $3680625.00    | 0.00%             | 2026-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                        | INVITATION HOMES OPERATING PARTNERSHIP LP SR UNSEC 2.0% 08-15-31                                   | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2802528.30    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.625% 02-01-36                                      | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  16750000 | PA      | $16444882.00   | 0.01%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE                                                                  | SOUTHERN CO SR UNSEC 4.25% 07-01-36                                                                | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1186194.10    | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC                                | IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 144A LIFE SR UNSEC 5.0% 07-15-32                 | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  45895000 | PA      | $43850423.65   | 0.03%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A SR NON PREF 8.248% 11-21-33/32                                            | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   8332000 | PA      | $9686391.60    | 0.01%             | 2033-11-21      | Variable      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6                                        | AESOP 23-6 A 144A 5.81% 12-20-29/28                                                                | CUSIP: 05377RHG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23741000 | PA      | $24576730.68   | 0.02%             | 2029-12-20      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-5                                        | AESOP 23-5 A 144A 5.78% 04-20-28/27                                                                | CUSIP: 05377RHC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10793000 | PA      | $10971613.36   | 0.01%             | 2028-04-20      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.5% 09-01-40                                        | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  12607000 | PA      | $10840255.02   | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.75% 04-01-35                                       | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3154160.10    | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1                                                            | SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.75% 03-23-27                                            | CUSIP: 80622GAC8<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $2467857.50    | 0.00%             | 2027-03-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                              | SANCHEZ ENERGY CORP 144A LIFE SR SEC 1ST LIEN 7.25% 02-15-26                                       | CUSIP: 799ESCAK4<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   5374000 | PA      | $20152.50      | 0.00%             | 2026-02-15      | Fixed         | 7.25%                 | Yes           |                  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        |  12919328 | PA      | $12642208.56   | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM3920 08-01-50                                                                      | CUSIP: 3140X7LA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8164333 | PA      | $6711849.38    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | 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        |   1364649 | PA      | $1072080.82    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | 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        |  11130000 | PA      | $11690662.62   | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 7.875% 06-15-32                                                              | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  40160000 | PA      | $41865635.36   | 0.03%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                         | SENSATA TECHNOLOGIES INC 144A LIFE SR UNSEC 3.75% 02-15-31                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |  26288000 | PA      | $24010407.68   | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                    | SERVICE CORP INTERNATIONAL SR UNSEC 3.375% 08-15-30                                                | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2020144.24    | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 7.5% 07-17-30                                               | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |  39440000 | PA      | $40714582.48   | 0.03%             | 2030-07-17      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 7.75% 07-17-32                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |  41940000 | PA      | $43443045.72   | 0.03%             | 2032-07-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 8.125% 07-17-35                                             | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |  43015000 | PA      | $45183171.08   | 0.03%             | 2035-07-17      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                              | NUSTAR LOGISTICS LP SR UNSEC 5.625% 04-28-27                                                       | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   6754000 | PA      | $6792997.60    | 0.01%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 5.25% 06-01-27                                              | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |  13410000 | PA      | $13368348.54   | 0.01%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | NORTHROP GRUMMAN CORP SR UNSEC 3.25% 01-15-28                                                      | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   7495000 | PA      | $7308044.72    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                               | NEXTERA ENERGY INC                                                                                 | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |   3718769 | NS      | $264255725.14  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                                                                     | NEWMONT CORP                                                                                       | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |   4638953 | NS      | $288078981.30  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 6.75% 06-15-26                                                               | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15160635.00   | 0.01%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                              | NUSTAR LOGISTICS LP SR UNSEC 6.0% 06-01-26                                                         | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   9165000 | PA      | $9200615.19    | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-8                                        | AESOP 23-8 A 144A 6.02% 02-20-30/29                                                                | CUSIP: 05377RHM9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3150000 | PA      | $3292650.90    | 0.00%             | 2030-02-20      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1                                        | AESOP 24-1 B 144A 5.85% 06-20-30/29                                                                | CUSIP: 05377RHZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1507000 | PA      | $1547161.55    | 0.00%             | 2030-06-20      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                | NEXSTAR MEDIA INC 144A LIFE SR UNSEC 5.625% 07-15-27                                               | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |  10315000 | PA      | $10301425.46   | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | NOVELIS CORP 144A LIFE SR UNSEC 4.75% 01-30-30                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   7523000 | PA      | $7211592.94    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| VISA INC                                                                         | VISA INC SR UNSEC 3.15% 12-14-25                                                                   | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6717843.00    | 0.01%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                       | BAUSCH HEALTH AMERICAS INC 144A LIFE SR UNSEC 9.25% 04-01-26                                       | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |   6535000 | PA      | $6550422.60    | 0.00%             | 2026-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 5.0% 03-15-27                                                                | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |  19710000 | PA      | $19508268.15   | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 3.05% 05-15-50                                                      | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1126242.33    | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                       | BAUSCH HEALTH AMERICAS INC 144A LIFE SR UNSEC 8.5% 01-31-27                                        | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |  34120000 | PA      | $33852840.40   | 0.03%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.625% 11-13-25                         | CUSIP: 928668AT9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2073910.63    | 0.00%             | 2025-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                        | NORTHERN STATES POWER CO SR SEC 1ST LIEN 2.6% 06-01-51                                             | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    572000 | PA      | $345185.98     | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                           | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 1.832% 10-15-27                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    749000 | PA      | $705255.40     | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_25-3                         | BLAST 2025-3 A2 5.04% 02-15-28                                                                     | CUSIP: 107920AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1198000 | PA      | $1198215.64    | 0.00%             | 2028-02-15      | Fixed         | 5.04%                 | No            |                  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        |    353550 | PA      | $346558.76     | 0.00%             | 2041-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| NESTLE SA                                                                        | NESTLE SA                                                                                          | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |  15690597 | NS      | $1368377711.96 | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC                                                                                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |  72501199 | NS      | $1018478440.78 | 0.76%             |  |  |  | No            |                  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        |  10408059 | PA      | $9609740.00    | 0.01%             | 2037-05-11      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                               | CLAF 21-1 C 144A 6.171% 05-11-37/11-10-28                                                          | CUSIP: 12567UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12735836 | PA      | $11994813.93   | 0.01%             | 2037-05-11      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 4.345% 09-17-27                                             | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |  17914000 | PA      | $17487109.38   | 0.01%             | 2027-09-17      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 3.522% 09-17-25                                             | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $798395.20     | 0.00%             | 2025-09-17      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO LTD 144A LIFE SR UNSEC 4.81% 09-17-30                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    952000 | PA      | $875708.62     | 0.00%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                | NEXSTAR MEDIA INC 144A LIFE SR UNSEC 4.75% 11-01-28                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        | 107725000 | PA      | $104791971.43  | 0.08%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 4.875% 03-15-28                                                              | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   3085000 | PA      | $3013233.65    | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                         | NORTHERN OIL & GAS INC 144A LIFE SR UNSEC 8.125% 03-01-28                                          | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |  43345000 | PA      | $43805107.18   | 0.03%             | 2028-03-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC 144A LIFE SR SEC 1ST LIEN 5.625% 04-15-27                                               | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |  95464000 | PA      | $95093504.22   | 0.07%             | 2027-04-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | VALERO ENERGY CORP SR UNSEC 4.0% 04-01-29                                                          | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4907250.00    | 0.00%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 2.0% 03-09-26                                    | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |  16020000 | PA      | $15717830.76   | 0.01%             | 2026-03-09      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 6.95% 09-15-26                                   | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1889352.66    | 0.00%             | 2026-09-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 1.494% 08-10-27/26                                                 | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6000000 | PA      | $5811384.00    | 0.00%             | 2027-08-10      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC 144A LIFE SR UNSEC 4.625% 06-01-30                                                    | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |  20951000 | PA      | $20206610.97   | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 3.5% 02-14-53                                                          | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1671000 | PA      | $1175775.76    | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 4.751% 05-12-28/27                                                 | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1407000 | PA      | $1412013.14    | 0.00%             | 2028-05-12      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                               | CLAF 21-1 B 144A 3.464% 05-11-37/11-10-28                                                          | CUSIP: 12567UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6394418 | PA      | $5909087.77    | 0.00%             | 2037-05-11      | Fixed         | 3.46%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                                       | CRVNA 21-N4 C 1.72% 09-11-28/11-10-26                                                              | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156963 | PA      | $152127.73     | 0.00%             | 2028-09-11      | Fixed         | 1.72%                 | 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        |  38826000 | PA      | $38651088.87   | 0.03%             | 2030-06-30      | Fixed         | 7.38%                 | 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        |  18225000 | PA      | $18738252.45   | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 6.246% 09-22-29/28                                                 | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5269000 | PA      | $5522475.78    | 0.00%             | 2029-09-22      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| USI INC                                                                          | USI INC 144A LIFE SR UNSEC 7.5% 01-15-32                                                           | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |   9555000 | PA      | $10100179.64   | 0.01%             | 2032-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 5.428% 02-08-30/29                                                 | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1325000 | PA      | $1358784.85    | 0.00%             | 2030-02-08      | Variable      | 5.43%                 | Yes           |                  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        |  15130000 | PA      | $13294065.28   | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE INC CL B                                                                                      | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |   2080914 | NS      | $155423466.66  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO NORDISK AS                                                                  | NOVO NORDISK AS CL B                                                                               | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |   4424844 | NS      | $204243087.91  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                 | VAIL RESORTS INC 144A LIFE SR UNSEC 6.5% 05-15-32                                                  | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |  22380000 | PA      | $23015838.18   | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 7.0% 01-15-30                                     | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |  16110000 | PA      | $16348508.55   | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.95% 08-15-29                          | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4276000 | PA      | $4284107.30    | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| VARANASI AURANGABAD NH-2 TOLLWAY PVT LTD                                         | VARANASI AURANGABAD NH-2 TOLLWAY PVT LTD 144A LIFE SR SEC 1ST LIEN SF 5.9% 02-28-34                | CUSIP: 92213HAA0<br>LEI: 335800WU93PC1E28MY29 | Long             | DBT              | CORP              | IN        |    975000 | PA      | $1002788.48    | 0.00%             | 2034-02-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 5.25% 04-02-35                                                 | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  10570000 | PA      | $10616455.15   | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | 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        |  22745000 | PA      | $24577541.91   | 0.02%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORPORATION                                                                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |    818000 | NS      | $227404000.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NETEASE INC                                                                      | NETEASE INC ADR                                                                                    | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | CN        |   1198161 | NS      | $156120378.30  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 7.75% 05-01-35                        | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |  14885000 | PA      | $16330214.42   | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                               | VOYAGER PARENT LLC 144A LIFE SR SEC 1ST LIEN 9.25% 07-01-32                                        | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |  29555000 | PA      | $31283051.30   | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                 | VAIL RESORTS INC 144A LIFE SR UNSEC 5.625% 07-15-30                                                | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |  10760000 | PA      | $10825905.00   | 0.01%             | 2030-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.5% 01-15-34                         | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |  15050000 | PA      | $15492108.80   | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.625% 12-01-29                                              | CUSIP: 92564RAB1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137265.80     | 0.00%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.25% 12-01-26                                               | CUSIP: 92564RAA3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3631023.78    | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.75% 01-15-36                        | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |  30550000 | PA      | $31446062.05   | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | 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        |  10186000 | PA      | $6697661.70    | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC                                                                                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |  60328983 | NS      | $418771974.23  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | PAYCHEX INC                                                                                        | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |   1142527 | NS      | $164900921.91  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                                       | CRVNA 21-N4 A2 1.8% 09-11-28/10-13-26                                                              | CUSIP: 14687HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1075634 | PA      | $1050353.72    | 0.00%             | 2028-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-3                                     | CAALT 23-3 A 144A 6.39% 08-15-33/07-15-26                                                          | CUSIP: 224936AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3687000 | PA      | $3714512.39    | 0.00%             | 2033-08-15      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                              | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.4% 03-30-32                                              | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3072738.98    | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.355% 03-15-32                                                | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5696000 | PA      | $4898582.78    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP 144A LIFE SR UNSEC 4.125% 08-15-30                                              | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  14885000 | PA      | $14228720.35   | 0.01%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC 144A LIFE SR UNSEC 6.5% 07-15-28                                                        | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |  27508000 | PA      | $25957098.96   | 0.02%             | 2028-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                             | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 5.75% 07-17-54                                             | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |  11250000 | PA      | $10594878.75   | 0.01%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP                                                                                   | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |  23663438 | NS      | $1010665436.98 | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.875% 11-20-50                                                | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $785355.50     | 0.00%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 1.25% 11-24-25                          | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3214789.50    | 0.00%             | 2025-11-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                                           | ABU DHABI GOVERNMENT INTERNATIONAL BOND 144A LIFE 3.875% 04-16-50                                  | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   5350000 | PA      | $4199739.30    | 0.00%             | 2050-04-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI (EMIRATE OF)                                                           | ABU DHABI GOVERNMENT INTERNATIONAL BOND 144A LIFE 1.7% 03-02-31                                    | CUSIP: 29135LAM2<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1700000 | PA      | $1499320.10    | 0.00%             | 2031-03-02      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                                | CPS 24-A B 144A 5.65% 05-15-28/01-15-26                                                            | CUSIP: 22411CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    371000 | PA      | $371786.52     | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                                | CPS 24-A C 144A 5.74% 04-15-30/11-16-26                                                            | CUSIP: 22411CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    549000 | PA      | $552805.67     | 0.00%             | 2030-04-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.5% 02-02-34                                               | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   9656000 | PA      | $9820152.00    | 0.01%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                            | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.375% 09-26-30                                    | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   2225000 | PA      | $2254761.60    | 0.00%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 4.75% 04-27-32                                                | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   7815000 | PA      | $7427727.68    | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 3.771% 05-24-61                                               | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5180000 | PA      | $3043250.00    | 0.00%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| PACCAR INC                                                                       | PACCAR INC                                                                                         | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |   3795216 | NS      | $374815532.16  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                              | PUBLIC SERVICE ENTERPRISE GROUP INC                                                                | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |   1750000 | NS      | $157132500.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                                             | MOROCCO GOVERNMENT INTERNATIONAL BOND 144A LIFE 3.0% 12-15-32                                      | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   6000000 | PA      | $5110572.00    | 0.00%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                                             | MOROCCO GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.0% 12-15-50                                      | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   6000000 | PA      | $4140654.00    | 0.00%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 3.5% 02-12-34                                                 | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  17988000 | PA      | $15109920.00   | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 4.875% 05-19-33                                               | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3912000 | PA      | $3681192.00    | 0.00%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                  | PANAMA GOVERNMENT INTERNATIONAL BOND 2.252% 09-29-32                                               | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   8741000 | PA      | $6720168.21    | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                               | PERUVIAN GOVERNMENT INTERNATIONAL BOND 1.862% 12-01-32                                             | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   8550000 | PA      | $6890274.00    | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                               | PERUVIAN GOVERNMENT INTERNATIONAL BOND 2.78% 12-01-60                                              | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |  12800000 | PA      | $6825984.00    | 0.01%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                  | PANAMA GOVERNMENT INTERNATIONAL BOND 7.5% 03-01-31                                                 | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   4015000 | PA      | $4310504.00    | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PEPSICO INC                                                                                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    484503 | NS      | $66822653.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PERNOD RICARD SA                                                                 | PERNOD RICARD SA                                                                                   | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |   1000000 | NS      | $102821231.33  | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 01-15-30                                 | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24989200 | PA      | $23617720.00   | 0.02%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-25                                 | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6690222 | PA      | $6676630.20    | 0.00%             | 2025-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                                    | VALVOLINE INC 144A LIFE SR UNSEC 3.625% 06-15-31                                                   | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |  28499000 | PA      | $25681075.88   | 0.02%             | 2031-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| VM FUND                                                                          | VM FUND I LLC 144A LIFE SR SEC 1ST LIEN SF 8.625% 01-15-28                                         | CUSIP: 91842WAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11535686 | PA      | $11362650.71   | 0.01%             | 2028-01-15      | Fixed         | 8.62%                 | Yes           |                  3 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.375% 11-15-40                                                        | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12006000 | PA      | $7604146.57    | 0.01%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.75% 08-15-41                                                         | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2773000 | PA      | $1825448.43    | 0.00%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.0% 11-15-41                                                          | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11924000 | PA      | $8129746.24    | 0.01%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 11-15-52                                                          | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4747000 | PA      | $4089687.18    | 0.00%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLAST 2025-1A                                                                    | CLAST 25-1 B 144A 6.504% 02-15-50/02-17-32                                                         | CUSIP: 14856VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4567506 | PA      | $4595472.49    | 0.00%             | 2050-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CLAST 2025-1A                                                                    | CLAST 25-1 A 144A 5.783% 02-15-50/02-17-32                                                         | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9559648 | PA      | $9652854.67    | 0.01%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.55% 03-21-31                                                 | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4318000 | PA      | $3868461.66    | 0.00%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 3.4% 03-22-41                                                  | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $6557274.00    | 0.00%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA2                                                                  | STACR 2025-DNA2 M1 144A FRN 05-25-45                                                               | CUSIP: 35564NHZ9<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-CBDO         | CORP              | US        |   2566448 | PA      | $2571229.63    | 0.00%             | 2045-05-25      | Variable      | 5.55%                 | 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        |   1419196 | PA      | $1421346.13    | 0.00%             | 2045-05-25      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 11-15-32                                                        | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1433000 | PA      | $1429589.17    | 0.00%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                             | FIESTA PURCHASER INC TL 1ST LIEN (TSFR3M+325)(FLR 0.0) FRN 02-12-31                                | CUSIP: 31659LAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4935243 | PA      | $4950226.88    | 0.00%             | 2031-02-12      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.987% 10-30-56                                                | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3235000 | PA      | $1941737.58    | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 3.875% 08-15-29                        | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |  20300000 | PA      | $19177572.40   | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY TELEVISION INC TL-B 1ST LIEN (TSFR3M+525)(FLR 0.0) FRN 06-04-29                               | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    738727 | PA      | $740310.28     | 0.00%             | 2029-06-04      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY TELEVISION INC TL-D (TSFR3M+300)(FLR 0.00) FRN 12-01-28                                       | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |  18233320 | PA      | $18217037.70   | 0.01%             | 2028-12-01      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD TL 1ST LIEN (TSFR3M+250)(FLR 0.00) FRN 06-20-30                              | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |  35487255 | PA      | $35575972.90   | 0.03%             | 2030-06-20      | Variable      | 6.83%                 | 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        |  33024821 | PA      | $33128023.43   | 0.02%             | 2032-03-07      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-1                                                        | CLIF 20-1A A 144A 2.08% 09-18-45                                                                   | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |   1661758 | PA      | $1539470.63    | 0.00%             | 2045-09-18      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                     | GCAR 24-4 D 144A 5.65% 07-15-30/01-16-29                                                           | CUSIP: 36270YAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5534000 | PA      | $5634032.58    | 0.00%             | 2030-07-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| KASEYA INC                                                                       | KASEYA INC TL 2ND LIEN (TSFR3M+500)(FLR 0.0) FRN 03-20-33                                          | CUSIP: N/A<br>LEI: 254900MISXMLRZ63NH46       | Long             | LON              | CORP              | US        |  16750000 | PA      | $16858171.50   | 0.01%             | 2033-03-20      | Variable      | 9.36%                 | No            |                  2 | On Loan: No      |
| LIGADO NETWORKS LLC                                                              | LIGADO NETWORKS LLC TL 1ST LIEN PIK DIP (FUNDED) 17.50% 10-04-25                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  16159204 | PA      | $16159204.00   | 0.01%             | 2025-10-04      | Fixed         | 17.50%                | No            |                  3 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | MEDLINE BORROWER LP TL 1ST LIEN (TSFR3M+225)(FLR 0.50) FRN 10-23-28                                | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |  12807843 | PA      | $12829859.83   | 0.01%             | 2028-10-23      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| MI WINDOWS AND DOORS LLC                                                         | MI WINDOWS AND DOORS LLC TL-B3 1ST LIEN (TSFR3M+275)(FLR 0.0) FRN 03-28-31                         | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |   8241750 | PA      | $8266862.61    | 0.01%             | 2031-03-28      | Variable      | 7.11%                 | 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        |   2606000 | PA      | $2631452.80    | 0.00%             | 2029-12-17      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_24-1                                   | GFORT 24-1 A1 144A 5.13% 03-15-29/27                                                               | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4075000 | PA      | $4117714.15    | 0.00%             | 2029-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-2A                                                                     | GCAR 2024-2A B 144A 5.77% 11-15-28                                                                 | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3757000 | PA      | $3789028.43    | 0.00%             | 2028-11-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                            | MERCURY AGGREGATOR LP TL-2 1ST LIEN 3.5% 04-03-26                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    640482 | PA      | $244536.03     | 0.00%             | 2026-04-03      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                            | MERCURY AGGREGATOR LP TL-1 1ST LIEN 13.5% 04-03-26/08-03-25                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1120846 | PA      | $427939.00     | 0.00%             | 2026-04-03      | Variable      | 13.50%                | No            |                  3 | On Loan: No      |
| GCAR 2024-4A                                                                     | GCAR 24-4 A2 144A 4.76% 10-15-27/02-17-26                                                          | CUSIP: 36270YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1070294 | PA      | $1070201.83    | 0.00%             | 2027-10-15      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                     | GCAR 24-4 B 144A 4.89% 04-16-29/05-17-27                                                           | CUSIP: 36270YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1830000 | PA      | $1835965.80    | 0.00%             | 2029-04-16      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| PGE WILDFIRE RECOVERY FUNDING LLC PCG_22-A                                       | PG&E 22-A A2 4.263% 06-01-36                                                                       | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4926000 | PA      | $4639474.28    | 0.00%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_22-D                                                    | PFSFC 22-D B 144A 4.9% 08-16-27/08-15-25                                                           | CUSIP: 69335PEQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    431000 | PA      | $430919.40     | 0.00%             | 2027-08-16      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                          | NEW FORTRESS ENERGY INC TL-B 1ST LIEN (TSFR3M+550) (FLR 0.75) FRN 10-30-28                         | CUSIP: 64439HAC3<br>LEI: 254900EICTYTCHA5X705 | Long             | LON              | CORP              | US        |   1673855 | PA      | $790896.43     | 0.00%             | 2028-10-30      | Variable      | 9.81%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                               | OSAIC HOLDINGS INC TL-B4 (TSFR3M+350) (FLR 0.00) FRN 08-17-28                                      | CUSIP: 00775KAK4<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |  25210080 | PA      | $25279407.40   | 0.02%             | 2028-08-17      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_23-B                                                    | PFSFC 23-B A 144A 5.27% 05-15-28/26                                                                | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13351000 | PA      | $13425298.32   | 0.01%             | 2028-05-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| PART 2024-1A                                                                     | PART 24-1 D 144A 6.21% 02-15-30/11-15-27                                                           | CUSIP: 74113QAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    845000 | PA      | $861507.92     | 0.00%             | 2030-02-15      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                               | OSAIC HOLDINGS INC TL-B 1ST LIEN (TSFR1M+300)(FLR 0) FRN 07-17-32                                  | CUSIP: N/A<br>LEI: 549300XL60BDV6UW5C86       | Long             | LON              | CORP              | US        |  36855000 | PA      | $36920270.21   | 0.03%             | 2032-07-17      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                                     | PERATON CORP TL-B 1ST LIEN (TSFR3M+375)(FLR 0.75) 02-01-28                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   4437159 | PA      | $3964047.19    | 0.00%             | 2028-02-01      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| PART 2024-1A                                                                     | PART 24-1 C 144A 5.73% 03-15-29/12-15-26                                                           | CUSIP: 74113QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1492000 | PA      | $1504438.80    | 0.00%             | 2029-03-15      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-1                                                                     | PKAIR 24-1 A1 144A 5.842% 09-15-39                                                                 | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2469022 | PA      | $2507696.66    | 0.00%             | 2039-09-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC TL-B3 1ST LIEN (TSFR3M + 225)(FLR 0.0) FRN 02-10-32                          | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   5416425 | PA      | $5420184.00    | 0.00%             | 2032-02-10      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                           | RADIOLOGY PARTNERS INC TL-B 1ST LIEN (TSFR1M+450)(FLR 0.0) FRN 06-26-32                            | CUSIP: N/A<br>LEI: 549300SFTAG2177WUZ08       | Long             | LON              | CORP              | US        |  50000000 | PA      | $50119800.00   | 0.04%             | 2032-06-26      | Variable      | 8.82%                 | No            |                  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        |   1814393 | PA      | $1821277.18    | 0.00%             | 2039-09-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-1A                                                                     | PEAC 24-1A A2 144A 5.79% 06-21-27/12-21-26                                                         | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2643896 | PA      | $2661496.10    | 0.00%             | 2027-06-21      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                                      | SURGERY CENTER HOLDINGS INC TL-B 1ST LIEN (TSFR3M+275) FRN 12-19-30                                | CUSIP: 86880NBB8<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |   3861125 | PA      | $3878920.93    | 0.00%             | 2030-12-19      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMM TL 1ST LIEN (TSFR3M+425) (FLR 0.50) 8.57878% 06-24-29                               | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    575000 | PA      | $577515.63     | 0.00%             | 2029-06-24      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| PILOT 2024-1A                                                                    | PILOT 24-1 A2A 144A 4.84% 01-20-27                                                                 | CUSIP: 73328AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1193755 | PA      | $1194389.20    | 0.00%             | 2027-01-20      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-2                                                                     | PKAIR 24-2 A 144A 5.052% 10-15-39/05-15-30                                                         | CUSIP: 69381EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2222871 | PA      | $2206877.90    | 0.00%             | 2039-10-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC TL-B (TSFR3M+250)(FLR 0.5) FRN 05-17-30                                    | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |  16777600 | PA      | $16832127.20   | 0.01%             | 2030-05-17      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| VENATOR MATERIALS LLC                                                            | VENATOR MATERIAL LLC PIK TL 1ST LIEN (TSFR3M+800)(FLR 1.00) FRN 07-16-26                           | CUSIP: L9632YAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9285605 | PA      | $5107082.52    | 0.00%             | 2026-07-16      | Variable      | 12.39%                | No            |                  3 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 4.125% 08-15-31                        | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |  40865000 | PA      | $37775687.73   | 0.03%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                              | VIAVI SOLUTIONS INC 144A LIFE SR UNSEC 3.75% 10-01-29                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4328203.83    | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | 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        |   2814000 | PA      | $2820292.10    | 0.00%             | 2033-01-15      | Variable      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                    | PSTAT 2024-2A A1N CLO 144A FRN 01-15-33                                                            | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12531574 | PA      | $12510571.23   | 0.01%             | 2033-01-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                    | PSTAT 2024-2A B CLO 144A FRN 01-15-33                                                              | CUSIP: 69703RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2997393.00    | 0.00%             | 2033-01-15      | Variable      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                    | PSTAT 2024-2A A2 CLO 144A FRN 01-15-33                                                             | CUSIP: 69703RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9460000 | PA      | $9459432.40    | 0.01%             | 2033-01-15      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC TL 1ST LIEN (TSFR1M+461.448)(FLR 0.5) FRN 05-30-30                                      | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |   4500000 | PA      | $4429125.00    | 0.00%             | 2030-05-30      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                               | VOYAGER PARENT LLC TL-B 1ST LIEN (TSFR3M+475)(FLR 0.0) FRN 07-01-32                                | CUSIP: N/A<br>LEI: 2549002DYVI4ACSV4V71       | Long             | LON              | CORP              | US        |  16760000 | PA      | $16792732.28   | 0.01%             | 2032-07-01      | Variable      | 9.04%                 | No            |                  2 | On Loan: No      |
| PEAC 2025-1A                                                                     | PEAC 25-1 A2 144A 4.94% 10-20-28                                                                   | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1952000 | PA      | $1958822.24    | 0.00%             | 2028-10-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2025-1A                                                                     | PEAC 25-1 A1 144A 4.592% 02-20-26                                                                  | CUSIP: 69392HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    496866 | PA      | $496912.64     | 0.00%             | 2026-02-20      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC TL 1ST LIEN (TSFR3M+450)(FLR 0.5) FRN 03-02-29                                          | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |  24324163 | PA      | $24004908.36   | 0.02%             | 2029-03-02      | Variable      | 8.97%                 | 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        |   1135000 | PA      | $1107807.67    | 0.00%             | 2029-10-26      | Variable      | 10.96%                | No            |                  2 | On Loan: No      |
| RRAM 2020-8A                                                                     | RRAM 2020-8A A1R CLO 144A FRN 07-15-37                                                             | CUSIP: 74980FAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6482000 | PA      | $6499008.77    | 0.00%             | 2037-07-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| RACE POINT CLO LTD RACEP_15-9A                                                   | RACEP 2015-9A A1A2 CLO 144A FRN 10-15-30                                                           | CUSIP: 74982WAA4<br>LEI: 549300C3570PBQ31OI09 | Long             | ABS-O            | CORP              | KY        |   1354632 | PA      | $1354597.88    | 0.00%             | 2030-10-15      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| X CORP                                                                           | X CORP TL-B3 1ST LIEN 9.5% 10-26-29                                                                | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6175000 | PA      | $6003643.75    | 0.00%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_20-1                                                  | ARRW 20-1 A1A 144A 1.662% 03-25-55/02-25-26                                                        | CUSIP: 04285CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    188894 | PA      | $179979.21     | 0.00%             | 2055-03-25      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                  | SBA TOWER TRUST 144A LIFE 1.631% 11-15-26                                                          | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23592000 | PA      | $22715321.28   | 0.02%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-2                                                 | SEACO 21-2A A 144A 1.95% 08-17-41                                                                  | CUSIP: 37959PAG2<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | BM        |  15523836 | PA      | $14457674.24   | 0.01%             | 2041-08-17      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_21-1R                                                 | ARRW 2021-1R A1 144A FRN 10-25-48                                                                  | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1861879 | PA      | $1669912.21    | 0.00%             | 2048-10-25      | Variable      | 1.18%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST AMSR_21-SFR3                                                          | AMSR 2021-SFR3 A 144A 1.476% 10-17-38                                                              | CUSIP: 00180UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11194968 | PA      | $10760827.14   | 0.01%             | 2038-10-17      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| SDART 2021-3                                                                     | SDART 21-3 D 1.33% 09-15-27/06-16-25                                                               | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680958 | PA      | $678283.43     | 0.00%             | 2027-09-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1                                    | SPSS 21-1 A 144A 1.95% 09-15-75                                                                    | CUSIP: 78472VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2045395 | PA      | $1976101.36    | 0.00%             | 2075-09-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| ARES1 2024-IND                                                                   | ARES1 2024-IND A 144A FRN 07-15-41                                                                 | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1566000 | PA      | $1573604.50    | 0.00%             | 2041-07-15      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| ATLX 2024-RPL1                                                                   | ATLX 2024-RPL1 A1 144A 3.85% 04-25-64                                                              | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3274120 | PA      | $3152915.78    | 0.00%             | 2064-04-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                 | SALTT 21-1A A 144A 2.675% 02-28-33/02-15-28                                                        | CUSIP: 78433XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2476601 | PA      | $2361100.11    | 0.00%             | 2033-02-28      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                 | SALTT 21-1A AA 144A 2.301% 02-28-33/12-15-27                                                       | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2519290 | PA      | $2399125.32    | 0.00%             | 2033-02-28      | Fixed         | 2.30%                 | 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        |   7871000 | PA      | $7960249.27    | 0.01%             | 2029-11-10      | Variable      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| AOMT 2024-7                                                                      | AOMT 2024-7 A1 144A 5.621% 05-25-69                                                                | CUSIP: 03466CAA2<br>LEI: 254900Q2UY574S9NQF08 | Long             | ABS-CBDO         | CORP              | US        |  13974746 | PA      | $13966347.29   | 0.01%             | 2069-05-25      | Variable      | 5.62%                 | 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        |   3048782 | PA      | $2993714.84    | 0.00%             | 2041-10-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                                 | WLAKE 23-3 B 144A 5.92% 09-15-28                                                                   | CUSIP: 96041CAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5588000 | PA      | $5618320.49    | 0.00%             | 2028-09-15      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                  | BANK5 24-5YR9 A3 5.61360% 08-15-57/08-17-29                                                        | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7320000 | PA      | $7554444.96    | 0.01%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8                                                                  | BANK5 24-5YR8 A3 5.884% 08-15-57/07-17-29                                                          | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2190000 | PA      | $2278828.59    | 0.00%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                                 | WLAKE 23-3 D 144A 6.47% 03-15-29                                                                   | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1993000 | PA      | $2047141.84    | 0.00%             | 2029-03-15      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                                    | WLAKE 24-1 D 144A 6.02% 10-15-29                                                                   | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2813000 | PA      | $2860449.68    | 0.00%             | 2029-10-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                                    | WLAKE 24-1 C 144A 5.65% 02-15-29                                                                   | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2094000 | PA      | $2111650.33    | 0.00%             | 2029-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| WINDR 2015-1A                                                                    | WINDR 2015-1A BR3 CLO 144A FRN 10-20-30                                                            | CUSIP: 97316XAE2<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-O            | CORP              | KY        |   8000000 | PA      | $8013520.00    | 0.01%             | 2030-10-20      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| WINDR 2015-1A                                                                    | WINDR 2015-1A A1R3 CLO 144A FRN 10-20-30                                                           | CUSIP: 97316XAA0<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-O            | CORP              | KY        |    524632 | PA      | $524656.93     | 0.00%             | 2030-10-20      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                 | WFLF 24-1 A1 144A 5.49% 02-18-39/08-18-27                                                          | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   6084132 | PA      | $6135883.49    | 0.00%             | 2039-02-18      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                 | BMARK 2024-V9 AS FRN 08-15-57                                                                      | CUSIP: 081919AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    930000 | PA      | $961136.40     | 0.00%             | 2057-08-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                  | BANK 2024-BNK48 AS FRN 10-15-34                                                                    | CUSIP: 06541GAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1531813 | PA      | $1522721.69    | 0.00%             | 2034-10-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-2A                                                                    | WLAKE 24-2 D 144A 5.91% 04-15-30                                                                   | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2826000 | PA      | $2866197.02    | 0.00%             | 2030-04-15      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-2A                                                                    | WLAKE 24-2 C 144A 5.68% 03-15-30                                                                   | CUSIP: 96042YAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8092880.00    | 0.01%             | 2030-03-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V10                                                                   | BMARK 24-V10 A3 5.2774% 09-15-57/09-17-29                                                          | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    982770 | PA      | $1002191.50    | 0.00%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-NQM1                                    | BRAVO 2024-NQM1 A1 144A 5.943% 12-01-63                                                            | CUSIP: 10570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    889318 | PA      | $891431.56     | 0.00%             | 2063-12-01      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| WOSAT 2024-A                                                                     | WOSAT 24A A3 4.98% 02-15-30/07-15-27                                                               | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7476000 | PA      | $7502457.56    | 0.01%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| WOSAT 2024-A                                                                     | WOSAT 24 A2A 5.37% 02-15-28/05-15-26                                                               | CUSIP: 98164LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3025467 | PA      | $3030952.35    | 0.00%             | 2028-02-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BX 2024-FNX                                                                      | BX 2024-FNX B 144A FRN 11-15-26                                                                    | CUSIP: 05593TAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3362671 | PA      | $3374403.69    | 0.00%             | 2026-11-15      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8224 07-01-52                                                                      | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    318106 | PA      | $261446.67     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WEF 2024-1A                                                                      | WEF 24-1 A2 144A 4.99% 09-20-32                                                                    | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1346780 | PA      | $1346009.84    | 0.00%             | 2032-09-20      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-2                                         | WFLF 24-2 A1 144A 4.87% 06-21-39                                                                   | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6313236 | PA      | $6344429.98    | 0.00%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4768 09-01-52                                                                      | CUSIP: 31418EJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     29907 | PA      | $24585.37      | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE2352 05-01-52                                                                      | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    588225 | PA      | $482641.84     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5759 09-01-51                                                                      | CUSIP: 3133KMMG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4231073 | PA      | $3471751.89    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4598 05-01-52                                                                      | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1348769 | PA      | $1108975.03    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0957 03-01-52                                                                      | CUSIP: 3133BAB26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    169353 | PA      | $139518.50     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA5659 05-01-50                                                                      | CUSIP: 3140QDJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1951605 | PA      | $1604419.99    | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3354 04-01-52                                                                      | CUSIP: 3140QNWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    302442 | PA      | $248155.72     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB1134 07-01-51                                                                      | CUSIP: 3140QLHL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3328260 | PA      | $2730973.93    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS0392 01-01-52                                                                      | CUSIP: 3140XFNJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2478406 | PA      | $2033614.10    | 0.00%             | 2052-01-01      | 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        |   5308053 | PA      | $4355501.40    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                                              | PROCTER & GAMBLE CO                                                                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |   2911194 | NS      | $438047361.18  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS1629 04-01-52                                                                      | CUSIP: 3140XGY37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1499900 | PA      | $1230689.10    | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BW7323 06-01-52                                                                      | CUSIP: 3140N0D51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1432626 | PA      | $1180592.44    | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8219 06-01-52                                                                      | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    830352 | PA      | $682976.94     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BW1192 09-01-52                                                                      | CUSIP: 3140MSKE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    740419 | PA      | $703248.15     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA9390 03-01-51                                                                      | CUSIP: 3140QHNG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4842542 | PA      | $3973557.33    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8480 01-01-51                                                                      | CUSIP: 3140QGM61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  30055311 | PA      | $25169369.61   | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD8256 10-01-52                                                                      | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7973532 | PA      | $7372606.46    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5559 07-01-51                                                                      | CUSIP: 3133KME84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3767509 | PA      | $3091407.06    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD8273 11-01-52                                                                      | CUSIP: 3132DWFN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  29666663 | PA      | $26556291.09   | 0.02%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 MA4803 11-01-52                                                                      | CUSIP: 31418EKR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8925138 | PA      | $7989390.97    | 0.01%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2555 01-01-52                                                                      | CUSIP: 3140QMZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1343173 | PA      | $1102117.94    | 0.00%             | 2052-01-01      | 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        |    139722 | PA      | $132864.01     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD1099 05-01-52                                                                      | CUSIP: 3132DNGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    129369 | PA      | $107101.87     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD3226 12-01-51                                                                      | CUSIP: 3133B0SP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    656628 | PA      | $538780.85     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3744 03-01-52                                                                      | CUSIP: 3140QPES2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1934232 | PA      | $1589180.44    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA4785 10-01-52                                                                      | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42216 | PA      | $41312.70      | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM6871 04-01-51                                                                      | CUSIP: 3140XAT51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5868739 | PA      | $4815593.61    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QA4396 11-01-49                                                                      | CUSIP: 31339U3D0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     15807 | PA      | $13113.22      | 0.00%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8220 06-01-52                                                                      | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8115225 | PA      | $6954033.72    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC3428 06-01-51                                                                      | CUSIP: 3133AMYZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1663026 | PA      | $1364549.62    | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5767 09-01-51                                                                      | CUSIP: 3133KMMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1776386 | PA      | $1457586.85    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS1630 09-01-51                                                                      | CUSIP: 3140XGY45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3296918 | PA      | $2705220.09    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA4842 12-01-52                                                                      | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3545746 | PA      | $3546327.22    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QC6456 09-01-51                                                                      | CUSIP: 3133ARE50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4272591 | PA      | $3661354.02    | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | 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        |   1367174 | PA      | $1299569.89    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BN9135 04-01-51                                                                      | CUSIP: 3140JSEH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    570183 | PA      | $467870.61     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD7556 08-01-52                                                                      | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9312402 | PA      | $8069485.04    | 0.01%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD8820 03-01-52                                                                      | CUSIP: 3133B6YR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    169845 | PA      | $133058.47     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-2                                              | TPMT 2016-2 M1 144A FRN 08-25-55                                                                   | CUSIP: 89172PAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    952394 | PA      | $937239.09     | 0.00%             | 2055-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_23-1                                              | TPMT 23-1 A1 144A 3.75% 01-25-63                                                                   | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5544775 | PA      | $5339257.84    | 0.00%             | 2063-01-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BT1364 05-01-51                                                                      | CUSIP: 3140LPQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1450676 | PA      | $1253904.91    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8130 12-01-50                                                                      | CUSIP: 3140QGA80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14024902 | PA      | $11624932.67   | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | SIMON PROPERTY GROUP LP SR UNSEC 3.5% 09-01-25                                                     | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3246850.75    | 0.00%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.35% 07-15-35                                       | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  17439000 | PA      | $17030160.08   | 0.01%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 2.49% 01-06-28/27                                              | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5088762.00    | 0.00%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.75% 02-01-32                                       | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1953000 | PA      | $1693971.66    | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD3095 07-01-51                                                                      | CUSIP: 3132DQNL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4784878 | PA      | $3929179.39    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TCN 2024-SFR1                                                                    | TCN 24-SFR1 B 144A 4.75% 04-17-41/04-19-29                                                         | CUSIP: 89616UAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    891000 | PA      | $880640.34     | 0.00%             | 2041-04-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR1                                                                    | TCN 24-SFR1 A 144A 4.65% 04-17-41/04-19-29                                                         | CUSIP: 89616UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2709000 | PA      | $2692960.01    | 0.00%             | 2041-04-17      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM9530 07-01-51                                                                      | CUSIP: 3140XDSU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2612193 | PA      | $2143427.24    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0762 09-01-63                                                                         | CUSIP: 3140FXZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    686414 | PA      | $574251.42     | 0.00%             | 2063-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD6404 09-01-54                                                                      | CUSIP: 3132DUDH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9170864 | PA      | $9486910.47    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5530 11-01-54                                                                      | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  48222098 | PA      | $46971119.97   | 0.04%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD2880 10-01-51                                                                      | CUSIP: 3132DQFV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4271877 | PA      | $3691231.00    | 0.00%             | 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        |   2079606 | PA      | $1797522.27    | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ2860 11-01-54                                                                      | CUSIP: 3142GTFA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11685393 | PA      | $11382250.71   | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2917 11-01-54                                                                      | CUSIP: 3142GTG34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4073679 | PA      | $4058125.40    | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2845 11-01-54                                                                      | CUSIP: 3142GTET9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2498041 | PA      | $2538726.90    | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2913 11-01-54                                                                      | CUSIP: 3142GTGX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9190112 | PA      | $9163185.01    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA SR NON PREF 5.147% 08-18-25                                                     | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3400000 | PA      | $3399779.00    | 0.00%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 6.75% 12-01-27                                                       | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $26130750.00   | 0.02%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2922 11-01-54                                                                      | CUSIP: 3142GTG83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1498029 | PA      | $1520649.15    | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8493 12-01-54                                                                      | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6075105 | PA      | $6047924.82    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 2.0 SC0149 03-01-41                                                                      | CUSIP: 3132D9EW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  24540863 | PA      | $20969799.66   | 0.02%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5038 06-01-53                                                                      | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    171619 | PA      | $167815.59     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5039 06-01-53                                                                      | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    311887 | PA      | $310949.55     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8601 01-01-51                                                                      | CUSIP: 3140QGRX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  41373686 | PA      | $34293530.88   | 0.03%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA7737 11-01-50                                                                      | CUSIP: 3140QFS34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  16716562 | PA      | $13907795.27   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB6491 06-01-53                                                                      | CUSIP: 3140QSF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2164375 | PA      | $2252679.26    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB6468 06-01-53                                                                      | CUSIP: 3140QSFJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    571200 | PA      | $594155.35     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB6490 06-01-53                                                                      | CUSIP: 3140QSF89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    780954 | PA      | $808619.51     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9290 06-01-53                                                                      | CUSIP: 3133KRKB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    454637 | PA      | $474745.78     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9291 06-01-53                                                                      | CUSIP: 3133KRKC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    286262 | PA      | $296323.27     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST INC 144A LIFE SR UNSEC 4.375% 01-15-27                                     | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |  33055000 | PA      | $32516434.89   | 0.02%             | 2027-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                          | SBA COMMUNICATIONS CORP SR UNSEC 3.125% 02-01-29                                                   | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2024412.53    | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP SR UNSEC 6.875% 03-15-28                                                                 | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |  19100000 | PA      | $19510535.40   | 0.01%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 5.975% 01-18-27/26                                                   | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2008000 | PA      | $2018995.81    | 0.00%             | 2027-01-18      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                                     | SCIENTIFIC GAMES HOLDINGS LP 144A LIFE SR UNSEC 6.625% 03-01-30                                    | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |   5755000 | PA      | $5548067.47    | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 2.3% 03-08-27                                                             | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |   1477000 | PA      | $1424771.80    | 0.00%             | 2027-03-08      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                   | SYNCHRONY BANK SR UNSEC 5.4% 08-22-25                                                              | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8998407.00    | 0.01%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                   | SYNCHRONY BANK SR UNSEC 5.625% 08-23-27                                                            | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9154647.00    | 0.01%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.95% 11-01-32                                       | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3057000 | PA      | $3167272.10    | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                           | SPIRIT AEROSYSTEMS INC 144A LIFE SR SEC 1ST LIEN 9.375% 11-30-29                                   | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2184538.72    | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                   | TRANSOCEAN INC 144A LIFE SR UNSEC 8.25% 05-15-29                                                   | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |   9080000 | PA      | $8584377.28    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP SR SEC 1ST LIEN 6.75% 05-15-31                                               | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  14510000 | PA      | $14941164.65   | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TOTALENERGIES CAPITAL SA SR UNSEC 5.275% 09-10-54                                                  | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   7500000 | PA      | $6965512.50    | 0.01%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER INTERNATIONAL LTD                                               | TRITON CONTAINER INTERNATIONAL LTD 144A LIFE SR UNSEC 3.15% 06-15-31                               | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |   7222000 | PA      | $6269179.87    | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.75% 05-09-27                             | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  47053000 | PA      | $46760095.08   | 0.03%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 5.125% 05-09-29                            | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        | 126860000 | PA      | $126914169.22  | 0.09%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                              | TRAVEL + LEISURE CO 144A LIFE SR SEC 1ST LIEN 4.5% 12-01-29                                        | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |  18020000 | PA      | $17316102.76   | 0.01%             | 2029-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | TOYOTA MOTOR CREDIT CORP SR UNSEC 1.9% 01-13-27                                                    | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8219585.00    | 0.01%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1                                      | TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 144A LIFE SR UNSEC SF 9.75% 12-01-33                   | CUSIP: 89469TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8603018 | PA      | $8603018.00    | 0.01%             | 2033-12-01      | Fixed         | 9.75%                 | Yes           |                  3 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC                                                | TAKE-TWO INTERACTIVE SOFTWARE INC SR UNSEC 4.0% 04-14-32                                           | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   3752000 | PA      | $3554442.19    | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9292 06-01-53                                                                      | CUSIP: 3133KRKD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    886749 | PA      | $921573.07     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9294 06-01-53                                                                      | CUSIP: 3133KRKF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1028432 | PA      | $1068820.90    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-3                                                 | TPMT 2024-3 A1A 144A FRN 07-25-65                                                                  | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2287980 | PA      | $2316352.78    | 0.00%             | 2065-07-25      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_24-SFR3                                             | TCN 24-SFR3 B 144A 5.0% 08-17-41/29                                                                | CUSIP: 89616YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2609000 | PA      | $2594595.71    | 0.00%             | 2041-08-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 3.4% 10-15-52                                                            | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3839000 | PA      | $2562643.83    | 0.00%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 1ST LIEN 6.5% 03-31-29                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |  48410000 | PA      | $48922419.85   | 0.04%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9295 06-01-53                                                                      | CUSIP: 3133KRKG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    250214 | PA      | $264208.85     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8342 07-01-53                                                                      | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5346638 | PA      | $5333763.01    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP SR SEC 1ST LIEN 4.25% 06-01-29                                               | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  17140000 | PA      | $16554497.60   | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP SR SEC 1ST LIEN 4.625% 06-15-28                                              | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   5630000 | PA      | $5538850.30    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | TENET HEALTHCARE CORP SR UNSEC 6.125% 10-01-28                                                     | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $17512005.00   | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 4.95% 03-15-28                                                           | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5224000 | PA      | $5289592.54    | 0.00%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8331 06-01-53                                                                      | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1394825 | PA      | $1392178.96    | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5072 07-01-53                                                                      | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1172647 | PA      | $1168941.61    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.75% 08-15-28                                             | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  11790000 | PA      | $12044805.48   | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 7.875% 09-15-29                            | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |  11406000 | PA      | $12452158.32   | 0.01%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-3                                                                     | BLAST 24-3 D 5.83% 05-15-30/4-17-28                                                                | CUSIP: 10805NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4610000 | PA      | $4691140.61    | 0.00%             | 2030-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-3                                                                     | BLAST 24-3 A3 5.34% 04-17-28/02-17-26                                                              | CUSIP: 10805NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3945000 | PA      | $3954183.96    | 0.00%             | 2028-04-17      | Fixed         | 5.34%                 | 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        |  10623770 | PA      | $9182963.84    | 0.01%             | 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        |   1301774 | PA      | $1125428.16    | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0849 02-01-52                                                                      | CUSIP: 3133B95J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    456709 | PA      | $374771.62     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM3720 07-01-50                                                                      | CUSIP: 3140X7D22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1832754 | PA      | $1506239.37    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8341 07-01-53                                                                      | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     76473 | PA      | $74730.79      | 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        |    344183 | PA      | $298060.19     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | 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        |   2010000 | PA      | $2276132.04    | 0.00%             | 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        |  13294000 | PA      | $14135443.73   | 0.01%             | 2030-06-01      | Fixed         | 8.62%                 | Yes           |                  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        |    346767 | PA      | $300370.38     | 0.00%             | 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        |   1719343 | PA      | $1687153.38    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 4.8% 07-15-28                                                            | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7339370.75    | 0.01%             | 2028-07-15      | Fixed         | 4.80%                 | 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        |    984000 | PA      | $1021061.38    | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                                               | BAYTEX ENERGY CORP 144A LIFE SR UNSEC 8.5% 04-30-30                                                | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |   8155000 | PA      | $8305932.74    | 0.01%             | 2030-04-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 5.288% 04-25-34/33                                                   | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12134000 | PA      | $12365674.46   | 0.01%             | 2034-04-25      | Variable      | 5.29%                 | 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        |   2647787 | PA      | $2598760.20    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8329 06-01-53                                                                      | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    882658 | PA      | $861310.66     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP SR UNSEC 7.161% 10-30-29/28                                                  | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3163000 | PA      | $3414948.77    | 0.00%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                          | UKG INC 144A LIFE SR UNSEC 6.875% 02-01-31                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |  13825000 | PA      | $14202284.25   | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FS4947 01-01-53                                                                      | CUSIP: 3140XLP93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    672789 | PA      | $622154.91     | 0.00%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA6349 07-01-50                                                                      | CUSIP: 3140QEBT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2578949 | PA      | $2220052.05    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA7381 10-01-50                                                                      | CUSIP: 3140QFFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2359434 | PA      | $2030592.51    | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA5267 05-01-51                                                                      | CUSIP: 3133KLZ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1689000 | PA      | $1459402.08    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                               | UNITED RENTALS NORTH AMERICA INC 144A LIFE SR UNSEC 6.125% 03-15-34                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |  29140000 | PA      | $29913754.42   | 0.02%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 5.617% 09-13-30/29                                                 | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4107000 | PA      | $4251993.53    | 0.00%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA3506 09-01-50                                                                      | CUSIP: 3133KJ3P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2714416 | PA      | $2348971.51    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA5901 09-01-51                                                                      | CUSIP: 3133KMRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1650277 | PA      | $1426420.17    | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_24-SFR3                                             | TCN 24-SFR3 A 144A 4.5% 08-17-41/29                                                                | CUSIP: 89616YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5974993 | PA      | $5912554.08    | 0.00%             | 2041-08-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR4                                                                    | TCN 24-SFR4 A 144A 4.3% 11-17-41/11-19-29                                                          | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13425032 | PA      | $13172788.95   | 0.01%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 9.875% 02-01-32                                   | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |  15640000 | PA      | $16884459.16   | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 6.45% 11-16-30                          | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   6880000 | PA      | $7334176.32    | 0.01%             | 2030-11-16      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 6.5% 01-15-34                                                        | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  33896000 | PA      | $36297836.66   | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP SR UNSEC 6.0% 06-15-29                                                                   | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |  24810000 | PA      | $25282109.49   | 0.02%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-3                                              | TPMT 2016-3 M2 144A FRN 04-25-56                                                                   | CUSIP: 89172YAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    987585 | PA      | $980172.51     | 0.00%             | 2056-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.0 UMBS TBA 08-01-55                                                                         | CUSIP: 01F060683<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  69512000 | PA      | $70483638.74   | 0.05%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 6.625% 03-15-32                                          | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |  20920000 | PA      | $21611615.20   | 0.02%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 5.707% 04-22-28/27                                                       | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7575000 | PA      | $7724666.85    | 0.01%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.5 UMBS TBA 08-01-55                                                                         | CUSIP: 01F062689<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        | 608378497 | PA      | $627584397.77  | 0.47%             | 2055-08-01      | Fixed         | 6.50%                 | 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        |   2500000 | PA      | $2139910.00    | 0.00%             | 2055-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 6.421% 08-02-33                                                          | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2828000 | PA      | $3067582.50    | 0.00%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 6.343% 08-02-30                                                          | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1837000 | PA      | $1970165.97    | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.5 UMBS TBA 08-01-55                                                                         | CUSIP: 01F022683<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  13258134 | PA      | $10865544.62   | 0.01%             | 2055-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 5.5 UMBS TBA 08-01-55                                                                         | CUSIP: 01F052680<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  25848000 | PA      | $25715192.98   | 0.02%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                         | WYNN RESORTS FINANCE LLC 144A LIFE SR UNSEC 6.25% 03-15-33                                         | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3505000 | PA      | $3517877.37    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | 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        |   9164101 | PA      | $9713947.06    | 0.01%             | 2030-06-23      | Variable      | 12.88%                | Yes           |                  2 | On Loan: No      |
| B&G FOODS INC                                                                    | B&G FOODS INC 144A LIFE SR SEC 1ST LIEN 8.0% 09-15-28                                              | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |  16935000 | PA      | $15855427.62   | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 5.872% 09-15-34/33                                                   | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2829000 | PA      | $2981321.85    | 0.00%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.0 UMBS TBA 08-01-55                                                                         | CUSIP: 01F020687<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4935000 | PA      | $3861903.99    | 0.00%             | 2055-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.5 UMBS TBA 08-01-55                                                                         | CUSIP: 01F042681<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10061 | PA      | $9545.15       | 0.00%             | 2055-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA3055 07-01-50                                                                      | CUSIP: 3133KJMC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    197028 | PA      | $161974.49     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD3226 03-01-52                                                                      | CUSIP: 3132DQSP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2978344 | PA      | $2443743.00    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 5.819% 09-15-29/28                                                   | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6625000 | PA      | $6883792.38    | 0.01%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                               | BAUSCH + LOMB CORP 144A LIFE SR SEC 1ST LIEN 8.375% 10-01-28                                       | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |  17435000 | PA      | $18199524.75   | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM5944 01-01-51                                                                      | CUSIP: 3140X9TA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2733460 | PA      | $2242902.39    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM4021 08-01-50                                                                      | CUSIP: 3140X7PF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    359589 | PA      | $295617.08     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 6.714% 10-19-29/28                                                   | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3500000 | PA      | $3705464.00    | 0.00%             | 2029-10-19      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                        | COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.2% 06-24-29                              | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3059643.00    | 0.00%             | 2029-06-24      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA6740 08-01-50                                                                      | CUSIP: 3140QEP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1437927 | PA      | $1237667.95    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1785 06-01-54                                                                      | CUSIP: 3142GR6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2831815 | PA      | $2893206.02    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                        | COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.35% 06-24-26                             | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2518322.50    | 0.00%             | 2026-06-24      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 5.884% 07-26-35/34                                             | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  13869000 | PA      | $14327523.01   | 0.01%             | 2035-07-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD7187 02-01-52                                                                      | CUSIP: 3133B46Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    783593 | PA      | $642950.20     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC4225 07-01-51                                                                      | CUSIP: 3133ANVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    468370 | PA      | $386618.15     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                                                        | CALIFORNIA RESOURCES CORP 144A LIFE SR UNSEC 7.125% 02-01-26                                       | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |  13137000 | PA      | $13196681.39   | 0.01%             | 2026-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 144A LIFE SR UNSEC 1.247% 01-26-27/26                                           | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   4900000 | PA      | $4819718.40    | 0.00%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA2854 06-01-50                                                                      | CUSIP: 3133KJE32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    252241 | PA      | $207365.38     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 CB9737 01-01-55                                                                      | CUSIP: 3140QVZB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3026527 | PA      | $2952461.84    | 0.00%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB9840 01-01-55                                                                      | CUSIP: 3140QV5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15718363 | PA      | $16221664.62   | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CB9770 12-01-54                                                                      | CUSIP: 3140QV2C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    772182 | PA      | $733814.94     | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 1.305% 02-02-27/26                                                 | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  20134000 | PA      | $19803963.47   | 0.01%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A LIFE SR UNSEC 7.75% 04-15-28                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |  24680000 | PA      | $23328745.32   | 0.02%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB8755 06-01-54                                                                      | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     65445 | PA      | $66781.82      | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8153 06-01-54                                                                      | CUSIP: 3140XQBX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2268400 | PA      | $2317036.57    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB9836 01-01-55                                                                      | CUSIP: 3140QV4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10710035 | PA      | $11110311.73   | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CB9768 12-01-54                                                                      | CUSIP: 3140QV2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    289040 | PA      | $274611.34     | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BU5361 12-01-54                                                                      | CUSIP: 3140M65X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1769550 | PA      | $1726245.14    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QX1743 12-01-54                                                                      | CUSIP: 31425V5D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1513770 | PA      | $1476841.29    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8447 07-01-54                                                                      | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1516720 | PA      | $1539117.27    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5421 07-01-54                                                                      | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  16387305 | PA      | $16627690.04   | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5587 01-01-55                                                                      | CUSIP: 31418FF51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10695637 | PA      | $10852542.11   | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 RJ3264 02-01-55                                                                      | CUSIP: 3142GTTW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2597829 | PA      | $2465734.45    | 0.00%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.625% 03-01-29                                            | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  33580000 | PA      | $31680580.88   | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.875% 03-01-31                                            | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $5951878.00    | 0.00%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8507 02-01-55                                                                      | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7598117 | PA      | $7709079.86    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | 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        |   5012180 | PA      | $4988582.60    | 0.00%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5303 04-01-54                                                                      | CUSIP: 3132DS3L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1660698 | PA      | $1697188.10    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 DB5160 05-01-54                                                                      | CUSIP: 3140AEWW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1186443 | PA      | $1182968.85    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8516 03-01-55                                                                      | CUSIP: 3132DWN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3334859 | PA      | $3383121.39    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8026 12-01-50                                                                      | CUSIP: 3140QF4L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    541938 | PA      | $447046.10     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 2.5% 03-01-31                                                                | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  21973000 | PA      | $18460550.03   | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | CHESAPEAKE ENERGY CORP SR UNSEC 4.875% 04-15-32                                                    | CUSIP: 165ESCAS3<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |  28085000 | PA      | $109531.50     | 0.00%             | 2032-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB1050 07-01-51                                                                      | CUSIP: 3140QLEY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    460391 | PA      | $379801.31     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM5975 02-01-51                                                                      | CUSIP: 3140X9T96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    349653 | PA      | $287967.72     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BU4699 07-01-54                                                                      | CUSIP: 3140M6GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10241383 | PA      | $10211396.56   | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4700 07-01-54                                                                      | CUSIP: 3140M6GJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2005761 | PA      | $2038426.46    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | 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        |    154779 | PA      | $142851.39     | 0.00%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA5643 03-01-55                                                                      | CUSIP: 31418FHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1985713 | PA      | $1832686.11    | 0.00%             | 2055-03-01      | Fixed         | 4.00%                 | 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        |   1470000 | PA      | $1485582.00    | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                           | COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 6.75% 03-01-29                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |  22880000 | PA      | $22639737.12   | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5615 02-01-55                                                                      | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  51561429 | PA      | $52314432.26   | 0.04%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5647 03-01-55                                                                      | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  16598810 | PA      | $16837334.92   | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  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        |  34569000 | PA      | $22936635.21   | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | 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        |  54625000 | PA      | $50794640.38   | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  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        |  15854538 | PA      | $15444460.22   | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5674 04-01-55                                                                      | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  35483112 | PA      | $36002052.12   | 0.03%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                         | COTY INC 144A LIFE SR SEC 1ST LIEN 5.0% 04-15-26                                                   | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    561000 | PA      | $560799.16     | 0.00%             | 2026-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                          | CENTRAL GARDEN & PET CO 144A LIFE SR UNSEC 4.125% 04-30-31                                         | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |  33145000 | PA      | $30750472.62   | 0.02%             | 2031-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ2664 10-01-54                                                                      | CUSIP: 3142GS6A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2476138 | PA      | $2414643.20    | 0.00%             | 2054-10-01      | 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        |   1941541 | PA      | $1969276.20    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  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        |  81159000 | PA      | $72142803.21   | 0.05%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC SR UNSEC 7.0% 03-15-27                                                        | CUSIP: 185899AM3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1296093.50    | 0.00%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC7823 12-01-54                                                                      | CUSIP: 3140AVVR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1210604 | PA      | $1228392.99    | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB4021 06-01-52                                                                      | CUSIP: 3140QPPF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    642511 | PA      | $594657.75     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 3.091% 05-14-32/31                                                 | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9783000 | PA      | $8890761.05    | 0.01%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC SR UNSEC 4.5% 05-01-32                                                            | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  84299000 | PA      | $76552259.10   | 0.06%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB3379 04-01-52                                                                      | CUSIP: 3140QNXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    313557 | PA      | $290203.28     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5699 05-01-55                                                                      | CUSIP: 31418FKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12990959 | PA      | $12652895.39   | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDINGS INC 144A LIFE SR UNSEC 7.5% 06-01-29                                | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2188718.40    | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | 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        |   6135000 | PA      | $6095110.23    | 0.00%             | 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        |  18845000 | PA      | $17804473.33   | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 5.875% 07-01-29                                 | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    650000 | PA      | $650946.40     | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8532 05-01-55                                                                      | CUSIP: 3132DWPR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11907636 | PA      | $11597763.36   | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RQ0013 06-01-55                                                                      | CUSIP: 3142J6AP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  23976052 | PA      | $23863173.09   | 0.02%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                                    | CORELOGIC INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-28                                              | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |  81186000 | PA      | $76595012.89   | 0.06%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                      | COMMONWEALTH EDISON CO SR SEC 1ST LIEN 3.85% 03-15-52                                              | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   3848000 | PA      | $2895473.78    | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | 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        |  37907964 | PA      | $38449478.95   | 0.03%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNW 2002-W1 2A FRN 02-25-42                                                                        | CUSIP: 31392CMS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    161450 | PA      | $161075.02     | 0.00%             | 2042-02-25      | Variable      | 4.43%                 | 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        |   7531000 | PA      | $6213918.47    | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.5% 04-01-63                                 | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8889000 | PA      | $7281059.90    | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_17-GS7                                         | GSMS 17-GS7 A4 3.43% 08-10-50/07-12-27                                                             | CUSIP: 36254CAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $911725.74     | 0.00%             | 2050-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 BE3194 150K MAX 01-20-48                                                                  | CUSIP: 3617BWRP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    924174 | PA      | $856606.46     | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.665% 07-15-27                                                  | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  34028000 | PA      | $34899525.14   | 0.03%             | 2027-07-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.83% 07-15-29                                                   | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  18697000 | PA      | $19436260.68   | 0.01%             | 2029-07-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 6.442% 08-11-28/27                                                 | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6152000 | PA      | $6367965.96    | 0.00%             | 2028-08-11      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 144A LIFE SR UNSEC 7.375% 01-15-31                                              | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |  25699000 | PA      | $26511448.19   | 0.02%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 5.0 UMBS TBA 08-01-55                                                                         | CUSIP: 01F050684<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15793000 | PA      | $15373411.58   | 0.01%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.0 UMBS TBA 09-01-55                                                                         | CUSIP: 01F040693<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2467765 | PA      | $2275304.01    | 0.00%             | 2055-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 5.61% 09-29-26/25                                                           | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  14295000 | PA      | $14312782.98   | 0.01%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                             | CHART INDUSTRIES INC 144A LIFE SR SEC 1ST LIEN 7.5% 01-01-30                                       | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |  11063000 | PA      | $11602664.20   | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QI8872 07-01-54                                                                      | CUSIP: 3133WF2D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5100755 | PA      | $5085819.54    | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QI8874 07-01-54                                                                      | CUSIP: 3133WF2F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    815716 | PA      | $829500.28     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.5 UMBS TBA 09-01-55                                                                         | CUSIP: 01F022691<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  43279342 | PA      | $35482611.82   | 0.03%             | 2055-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 7.0 UMBS TBA 09-01-55                                                                         | CUSIP: 01F070690<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  41852000 | PA      | $43916810.27   | 0.03%             | 2055-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 6.208% 01-18-29/28                                              | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3400000 | PA      | $3523076.60    | 0.00%             | 2029-01-18      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP 144A LIFE SR UNSEC 7.375% 02-01-31                                              | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  14441000 | PA      | $15105993.61   | 0.01%             | 2031-02-01      | Fixed         | 7.38%                 | Yes           |                  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        |   3285197 | PA      | $3370385.28    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB8842 07-01-54                                                                      | CUSIP: 3140QUZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10464322 | PA      | $10433682.49   | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-1                                            | VERUS 2023-1 A1 144A 5.85% 12-25-67                                                                | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1446415 | PA      | $1444447.69    | 0.00%             | 2067-12-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| 3I GROUP PLC                                                                     | 3I GROUP PLC                                                                                       | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |   4110000 | NS      | $224719730.78  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                              | IMPERIAL BRANDS PLC                                                                                | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |   1999525 | NS      | $77948527.56   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV                                                                                       | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |  12445797 | NS      | $289202066.66  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1963 07-01-54                                                                      | CUSIP: 3142GSFD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2735942 | PA      | $2725394.64    | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8318 07-01-54                                                                      | CUSIP: 3140XQG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1086056 | PA      | $1111937.71    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES INC                                                             | INVITATION HOMES INC (REIT)                                                                        | CUSIP: 46187W107<br>LEI: 984500FE452E665C9F85 | Long             | EC               | CORP              | US        |    553255 | NS      | $16957265.75   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INWIDO AB                                                                        | INWIDO AB                                                                                          | CUSIP: N/A<br>LEI: 529900A9NKQW5UTHBG13       | Long             | EC               | CORP              | SE        |   2500000 | NS      | $46489331.41   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8432 05-01-54                                                                      | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    370045 | PA      | $375618.70     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FARM 2024-2                                                                      | FARM 2024-2 A1 144A FRN 08-01-54                                                                   | CUSIP: 307910AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4541012 | PA      | $4523088.30    | 0.00%             | 2054-08-01      | Variable      | 5.19%                 | Yes           |                  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        |   2382746 | PA      | $2421553.46    | 0.00%             | 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        |   1559083 | PA      | $1588243.91    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | INTERNATIONAL PAPER CO                                                                             | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |   8310980 | NS      | $388455205.20  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | IRON MOUNTAIN INC (REIT)                                                                           | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |   2117169 | NS      | $206127573.84  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ISLANDSBANKI HF                                                                  | ISLANDSBANKI HF                                                                                    | CUSIP: N/A<br>LEI: 549300PZMFIQR79Q0T97       | Long             | EC               | CORP              | IS        | 100744765 | NS      | $102561024.94  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HOLDING SA                                                         | ITAU UNIBANCO HOLDING SA PREF                                                                      | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | EC               | CORP              | BR        |  45000000 | NS      | $282558419.87  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL SA                                                    | INDUSTRIA DE DISENO TEXTIL SA                                                                      | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |  20282221 | NS      | $969648280.12  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                               | JOHNSON CONTROLS INTERNATIONAL PLC                                                                 | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | US        |   2779737 | NS      | $291872385.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8454 08-01-54                                                                      | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5222056 | PA      | $5297874.91    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5445 08-01-54                                                                      | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  78998323 | PA      | $80164891.35   | 0.06%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | JOHNSON & JOHNSON                                                                                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    924187 | NS      | $152250566.38  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO                                                                                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |   6901108 | NS      | $2044384233.92 | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8658 09-01-51                                                                      | CUSIP: 3140XCTQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $820506.29     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB6878 06-01-54                                                                      | CUSIP: 3140AGUC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1282931 | PA      | $1302253.54    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                | CLEAN HARBORS INC 144A LIFE SR UNSEC 6.375% 02-01-31                                               | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |  17399000 | PA      | $17793209.14   | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 7.0% 02-15-30                                  | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |  35305000 | PA      | $36440302.89   | 0.03%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB6901 07-01-54                                                                      | CUSIP: 3140AGU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    904240 | PA      | $917858.73     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 DB5213 07-01-54                                                                      | CUSIP: 3140AEYK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1223057 | PA      | $1218530.59    | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER INC                                                                               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |  23198831 | NS      | $757441832.15  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO INC                                                                     | KKR & CO INC                                                                                       | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |    164019 | NS      | $24041905.02   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO INC                                                                     | KKR & CO INC CV PFD CL D 6.250% 03-01-28                                                           | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |   5207215 | NS      | $299154501.75  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | KIMBERLY-CLARK CORP                                                                                | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |   2980456 | NS      | $371424426.72  | 0.28%             |  |  |  | No            |                  1 | 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        |  26270000 | PA      | $27301018.69   | 0.02%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                         | CONSUMERS ENERGY CO SR SEC 1ST LIEN 4.625% 05-15-33                                                | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   5826000 | PA      | $5745857.54    | 0.00%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                     | COCA-COLA CO                                                                                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |   8954694 | NS      | $607934175.66  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA FEMSA SAB DE CV                                                        | COCA COLA FEMSA SAB DE CV ADR                                                                      | CUSIP: 191241108<br>LEI: 5493008KEVFYPMGTXO33 | Long             | EC               | CORP              | MX        |     60363 | NS      | $5012543.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINEAGE INC                                                                      | LINEAGE INC (REIT)                                                                                 | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   5735614 | NS      | $247491744.10  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | LOCKHEED MARTIN CORP                                                                               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |   1972338 | NS      | $830314851.24  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK LEUMI LE-ISRAEL BM                                                          | BANK LEUMI LE-ISRAEL BM                                                                            | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |   4727319 | NS      | $87431712.09   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LUNDIN MINING CORP                                                               | LUNDIN MINING CORP                                                                                 | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |  24403237 | NS      | $249210308.57  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | SOUTHWEST AIRLINES CO                                                                              | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |   3343100 | NS      | $103402083.00  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | LAS VEGAS SANDS CORP                                                                               | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |    854598 | NS      | $44780935.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL INDUSTRIES NV                                                     | LYONDELLBASELL INDUSTRIES NV                                                                       | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |   1750000 | NS      | $101377500.00  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIES INC                                            | MID-AMERICA APARTMENT COMMUNITIES INC (REIT)                                                       | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |   1453466 | NS      | $207017162.38  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALDS CORP                                                                                     | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    400331 | NS      | $120127323.17  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY INC                                                                           | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |    365704 | NS      | $24717933.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY INC CV PFD SER A CUMULATIVE DEP SHARES (1/20TH 7.5% SER A PFD) 03-15-28       | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |    594259 | NS      | $37384833.69   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| MONDELEZ INTERNATIONAL INC                                                       | MONDELEZ INTERNATIONAL INC CL A                                                                    | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |   1827808 | NS      | $118240899.52  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                                                    | MEDTRONIC PLC                                                                                      | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |   8543439 | NS      | $770959935.36  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | MANULIFE FINANCIAL CORP                                                                            | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |   4595192 | NS      | $142173701.67  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                  | CAPITAL GROUP CENTRAL CASH FUND                                                                    | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |  93072931 | NS      | $9306362330.69 | 6.96%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN                                   | COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN                                                     | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |   6000000 | NS      | $213639144.46  | 0.16%             |  |  |  | No            |                  2 | 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      | $-2870254.57   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                                            | CDX NA HY S44 5.0% 03-20-25/06-20-30 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-534399.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO PLC                                                                    | RIO TINTO PLC                                                                                      | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |   2830600 | NS      | $168082921.79  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | REGAL REXNORD CORP                                                                                 | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |    134000 | NS      | $20485920.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP                                                                                           | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |   4237072 | NS      | $667635435.04  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA                                                                                 | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |    504032 | NS      | $4330625.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI                                                                           | SANOFI                                                                                             | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |  10648635 | NS      | $967638065.74  | 0.72%             |  |  |  | No            |                  2 | On Loan: —       |
| TYSON FOODS INC                                                                  | TYSON FOODS INC CL A                                                                               | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |    577683 | NS      | $30212820.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                                                 | TOTALENERGIES SE                                                                                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |   4287531 | NS      | $254770260.92  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | TEXAS INSTRUMENTS INC                                                                              | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |   1495236 | NS      | $270727430.16  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR INC                                                                          | UDR INC (REIT)                                                                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |   9092882 | NS      | $357259333.78  | 0.27%             |  |  |  | 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        |     27354 | NC      | $13493514.60   | 0.01%             |  |  |  | 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        |     27858 | NC      | $5626091.72    | 0.00%             |  |  |  | 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        |      4857 | NC      | $4953282.10    | 0.00%             |  |  |  | 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        |     25922 | NC      | $-14627293.39  | -0.01%            |  |  |  | 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        |      4324 | NC      | $9919837.26    | 0.01%             |  |  |  | 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        |      5156 | NC      | $7238525.07    | 0.01%             |  |  |  | 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        |       521 | NC      | $-1259563.56   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                                     | UNILEVER PLC                                                                                       | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |   4000000 | NS      | $232648834.61  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC                                                                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |   2356797 | NS      | $588162259.32  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                        | UNITED PARCEL SERVICE INC CL B                                                                     | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |   1000000 | NS      | $86160000.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                                                          | VALE SA ON                                                                                         | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |   3679000 | NS      | $35124133.19   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMET OYJ                                                                       | VALMET OYJ                                                                                         | CUSIP: N/A<br>LEI: 213800D9O7FUQDH83V62       | Long             | EC               | CORP              | FI        |   2850000 | NS      | $102659820.98  | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| VICI PROPERTIES INC                                                              | VICI PROPERTIES INC (REIT)                                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |  16017161 | NS      | $522159448.60  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | VEOLIA ENVIRONNEMENT SA                                                                            | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |   5447100 | NS      | $184293050.45  | 0.14%             |  |  |  | No            |                  2 | On Loan: —       |
| VIVA WINE GROUP AB                                                               | VIVA WINE GROUP AB                                                                                 | CUSIP: N/A<br>LEI: 549300XZE8FG96FTL804       | Long             | EC               | CORP              | SE        |   4500000 | NS      | $18233368.39   | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| VIPER ENERGY INC                                                                 | VIPER ENERGY INC/OLD CL A (NOT LISTED OR TRADING)                                                  | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |   2055633 | NS      | $77415138.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTIA SERVICES GROUP PTY LTD                                                    | VENTIA SERVICES GROUP PTY LTD                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |  34829353 | NS      | $115996519.37  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLVO AB                                                                         | VOLVO AB CL B                                                                                      | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |   3436750 | NS      | $98448219.60   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC                                                                         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |   9492000 | NS      | $405877920.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 2ND LIEN 9.0% 09-30-29                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |  77190000 | PA      | $79937269.29   | 0.06%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 6.75% 04-15-30                                             | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |  36895000 | PA      | $36746940.37   | 0.03%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP SR UNSEC 4.8% 05-15-33                                                                | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8442327.50    | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSEC 3.85% 04-05-29                                                   | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   7448000 | PA      | $7279086.81    | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSEC 4.35% 04-05-42                                                   | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1622000 | PA      | $1358916.47    | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.0% 01-30-29                                                             | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   7413000 | PA      | $7513764.91    | 0.01%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.875% 06-01-53                                                           | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1598000 | PA      | $1516139.25    | 0.00%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.375% 07-01-28                                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |  16625000 | PA      | $17116701.00   | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.75% 07-01-31                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |  31405000 | PA      | $31831762.55   | 0.02%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| COTY INC                                                                         | COTY INC 144A LIFE SR SEC 1ST LIEN 6.625% 07-15-30                                                 | CUSIP: 22207AAA0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   4156000 | PA      | $4275455.91    | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | CARNIVAL CORP 144A LIFE SR SEC 1ST LIEN 7.0% 08-15-29                                              | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   9630000 | PA      | $10125829.44   | 0.01%             | 2029-08-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 7.05% 11-15-30                                                   | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  34843000 | PA      | $36319472.13   | 0.03%             | 2030-11-15      | Variable      | 7.05%                 | 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        |   3430000 | PA      | $3583876.66    | 0.00%             | 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        |  22109000 | PA      | $23033819.47   | 0.02%             | 2028-11-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 6.84% 09-13-34/33                                               | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2199686.00    | 0.00%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.625% 11-01-30                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   7165000 | PA      | $7317721.98    | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 6.25% 01-15-30                         | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   7746000 | PA      | $7961331.05    | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN AUSTRALIA HOLDINGS LTD                                                    | VIRGIN AUSTRALIA HOLDINGS LTD 144A LIFE SR UNSEC 7.875% 10-15-31                                   | CUSIP: 92765YAG2<br>LEI: 254900SNPW6V9967CJ18 | Long             | DBT              | CORP              | AU        |   1632334 | PA      | $12242.50      | 0.00%             | 2031-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.0% 11-14-35                                               | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  14314000 | PA      | $14707635.00   | 0.01%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS 144A LIFE SR SEC 1ST LIEN 10.875% 01-15-32                                                     | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   6570000 | PA      | $6896082.24    | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                     | CITIZENS FINANCIAL GROUP INC SR UNSEC 5.841% 01-23-30/29                                           | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |  20140000 | PA      | $20801276.76   | 0.02%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 6.5% 02-15-32                                  | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |  26445000 | PA      | $26985562.25   | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 5.706% 02-08-28/27                                                    | CUSIP: 251526CV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8098000 | PA      | $8220190.72    | 0.01%             | 2028-02-08      | Variable      | 5.71%                 | 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        |    500000 | PA      | $501446.00     | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP SR SEC 1ST LIEN PIK 6.75% 11-30-30                                                   | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    685000 | PA      | $649756.75     | 0.00%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSEC 5.2% 02-15-35                                                         | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2213000 | PA      | $2212280.78    | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 5.25% 03-15-32                                                       | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |  16500000 | PA      | $15817906.50   | 0.01%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                            | ELLUCIAN HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.5% 12-01-29                                      | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |  18775000 | PA      | $19066312.90   | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 5.05% 05-09-33                                                 | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3816000 | PA      | $3851889.48    | 0.00%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 8.125% 06-01-28                                   | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1077423.36    | 0.00%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  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        |   4909000 | PA      | $4777335.71    | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                 | ELI LILLY & CO SR UNSEC 5.1% 02-12-35                                                              | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  14179000 | PA      | $14423715.36   | 0.01%             | 2035-02-12      | Fixed         | 5.10%                 | 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        |   3900000 | PA      | $4069923.00    | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 5.05% 01-10-26                                          | CUSIP: 29379VCC5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   8571000 | PA      | $8587233.47    | 0.01%             | 2026-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                             | COMISION FEDERAL DE ELECTRICIDAD REG S SR UNSEC 3.348% 02-09-31                                    | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |   9000000 | PA      | $7877574.00    | 0.01%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                             | COMISION FEDERAL DE ELECTRICIDAD REG S SR UNSEC 3.875% 07-26-33                                    | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |   7531000 | PA      | $6384164.26    | 0.00%             | 2033-07-26      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA SR UNSEC 8.875% 01-13-33                                                              | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |  65810000 | PA      | $69065489.08   | 0.05%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSEC 4.9% 02-08-26                                                         | CUSIP: 28622HAA9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   4176000 | PA      | $4176187.92    | 0.00%             | 2026-02-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSEC 5.125% 02-15-53                                                       | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1143900.14    | 0.00%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                                            | EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 9.0% 05-15-28                                     | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   4535000 | PA      | $4785223.16    | 0.00%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA PRP 144A LIFE SUB (H) 9.125% 12-31-79/06-15-33                            | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $4593500.00    | 0.00%             | 2079-12-31      | Variable      | 9.12%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 9.0% 02-15-30                                               | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   6685000 | PA      | $7191669.52    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 7.0% 12-01-31                                               | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   8425000 | PA      | $8802878.10    | 0.01%             | 2031-12-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2024-3                                                                     | BLAST 24-3 A2 5.54% 02-16-27/06-16-25                                                              | CUSIP: 10805NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    227770 | PA      | $227824.01     | 0.00%             | 2027-02-16      | Fixed         | 5.54%                 | 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        |   2532221 | PA      | $2527445.43    | 0.00%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                         | BLAST 24-4 B 4.77% 08-15-30/12-15-26                                                               | CUSIP: 10806EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2963000 | PA      | $2961794.06    | 0.00%             | 2030-08-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                         | BLAST 24-4 C 4.83% 08-15-30/10-15-27                                                               | CUSIP: 10806EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5300000 | PA      | $5282981.70    | 0.00%             | 2030-08-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                         | BLAST 24-4 A3 4.72% 09-15-28/07-15-26                                                              | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1509000 | PA      | $1509472.32    | 0.00%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                         | BLAST 24-4 A2 4.84% 09-15-27/11-17-25                                                              | CUSIP: 10806EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    719716 | PA      | $719970.57     | 0.00%             | 2027-09-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8                                                                     | BMO 2024-5C8 AS FRN 12-15-57                                                                       | CUSIP: 09661XAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2372799.60    | 0.00%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD BATLN_18-12A                                                   | BATLN 2018-12A ARR CLO 144A FRN 05-17-31                                                           | CUSIP: 07133RAW5<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-O            | CORP              | KY        |   3826017 | PA      | $3820652.62    | 0.00%             | 2031-05-17      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-4                                          | EFF 22-4 A2 5.76% 10-22-29/05-20-26                                                                | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3011237 | PA      | $3021378.49    | 0.00%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                                    | EART 23-3 D 6.68% 04-16-29/05-17-27                                                                | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1839000 | PA      | $1878352.76    | 0.00%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                                    | EART 23-3 C 6.21% 06-15-28/05-15-26                                                                | CUSIP: 301989AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1013000 | PA      | $1018528.95    | 0.00%             | 2028-06-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QI9074 06-01-54                                                                      | CUSIP: 3133WGCK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     94727 | PA      | $96280.41      | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 FA1000 02-01-55                                                                      | CUSIP: 3140W1DE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  20695384 | PA      | $21761651.42   | 0.02%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QJ3296 08-01-54                                                                      | CUSIP: 3133CTUV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1448430 | PA      | $1469459.82    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC3459 09-01-54                                                                      | CUSIP: 3140AQZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1323815 | PA      | $1343035.69    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC3262 09-01-54                                                                      | CUSIP: 3140AQTU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2590282 | PA      | $2627890.05    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DE2192 07-01-55                                                                      | CUSIP: 3140BENJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10887000 | PA      | $11042520.80   | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 01-50 BA 7.0% 10-25-2041                                                                       | CUSIP: 31392AJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     47141 | PA      | $47582.69      | 0.00%             | 2041-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                                              | ASSUREDPARTNERS INC 144A LIFE SR UNSEC 5.625% 01-15-29                                             | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |  27866000 | PA      | $27835737.52   | 0.02%             | 2029-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                  | ADAPTHEALTH LLC 144A LIFE SR UNSEC 4.625% 08-01-29                                                 | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17155000 | PA      | $16089331.40   | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                        | ALIBABA GROUP HOLDING LTD SR UNSEC 2.125% 02-09-31                                                 | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |    855000 | PA      | $757901.93     | 0.00%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                                       | AVIS BUDGET CAR RENTAL LLC 144A LIFE SR UNSEC 5.375% 03-01-29                                      | CUSIP: 053773BF3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |  18760000 | PA      | $17979096.24   | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                                 | ARETEC GROUP INC 144A LIFE SR UNSEC 7.5% 04-01-29                                                  | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |  61410000 | PA      | $61464654.90   | 0.05%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                      | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR UNSEC 6.0% 06-01-29                                       | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |  25325000 | PA      | $24670019.53   | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL     | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 4.625% 06-01-28                              | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22900000 | PA      | $22229877.30   | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNGT 01-T10 A1 7.0% 12-25-41                                                                       | CUSIP: 3139216A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     71003 | PA      | $72036.97      | 0.00%             | 2041-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AL2745 03-01-42                                                                      | CUSIP: 3138EKBP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    617004 | PA      | $591159.02     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                                     | ANTERO MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 5.375% 06-15-29                                    | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |  17795000 | PA      | $17658743.69   | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 1.75% 05-28-28                                                    | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   5612000 | PA      | $5255598.72    | 0.00%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                              | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 5.875% 06-30-29                             | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |   8625000 | PA      | $8601134.63    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                 | AMWINS GROUP INC 144A LIFE SR UNSEC 4.875% 06-30-29                                                | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |  55605000 | PA      | $54055066.23   | 0.04%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AB4050 12-01-41                                                                      | CUSIP: 31417AQC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    147767 | PA      | $141562.54     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 890407 02-01-42                                                                      | CUSIP: 31410LGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    213339 | PA      | $204513.76     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP                                                                | ADT SECURITY CORP 144A LIFE SR SEC 1ST LIEN 4.125% 08-01-29                                        | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    920000 | PA      | $881143.80     | 0.00%             | 2029-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                  | ADAPTHEALTH LLC 144A LIFE SR UNSEC 5.125% 03-01-30                                                 | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9115000 | PA      | $8576221.47    | 0.01%             | 2030-03-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AE8073 12-01-40                                                                      | CUSIP: 31419J6K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     78259 | PA      | $75037.53      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AJ4189 12-01-41                                                                      | CUSIP: 3138AVUP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     87611 | PA      | $83896.15      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | 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        |   9669000 | PA      | $6518907.48    | 0.00%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC SR UNSEC 4.875% 10-01-29                                                                   | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |  30055000 | PA      | $29411191.85   | 0.02%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AJ4154 11-01-41                                                                      | CUSIP: 3138AVTL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     81131 | PA      | $77699.04      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM7                                             | OBX 2024-NQM7 A1 144A 6.243% 03-25-64                                                              | CUSIP: 67119FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1980639 | PA      | $1996771.11    | 0.00%             | 2064-03-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| ATI INC                                                                          | ATI INC SR UNSEC 5.125% 10-01-31                                                                   | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |  15485000 | PA      | $15045876.37   | 0.01%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP SR UNSEC 2.3% 09-15-31                                                         | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1735544.00    | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| OBX TRUST OBX_22-NQM6                                                            | OBX 2022-NQM6 A1 144A 4.7% 07-25-62                                                                | CUSIP: 67116VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15646717 | PA      | $15577543.31   | 0.01%             | 2062-07-25      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_22-NQM5                                                            | OBX 22-NQM5 A1 144A 4.31% 05-25-62/05-01-26                                                        | CUSIP: 67115FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16736772 | PA      | $16665574.09   | 0.01%             | 2062-05-25      | Variable      | 4.31%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | AVANTOR FUNDING INC 144A LIFE SR UNSEC 3.875% 11-01-29                                             | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |  28430000 | PA      | $26834593.69   | 0.02%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 5.875% 11-01-29                               | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |  35215000 | PA      | $34706389.76   | 0.03%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM10                                                                   | OBX 2024-NQM10 A1 144A 6.18% 05-25-64                                                              | CUSIP: 67119MAA6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-CBDO         | CORP              | US        |   9884715 | PA      | $9953295.28    | 0.01%             | 2064-05-25      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM17                                                                   | OBX 2024-NQM17 A1 144A 5.61% 11-25-64                                                              | CUSIP: 673911AC7<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-CBDO         | CORP              | US        |   2288367 | PA      | $2288719.56    | 0.00%             | 2064-11-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 2.45% 10-29-26                                                 | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   9166000 | PA      | $8925071.69    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 4.4% 02-22-62                                                                   | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3249000 | PA      | $2503494.21    | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS INC SR UNSEC 3.5% 03-15-32                                                      | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   5274000 | PA      | $4509633.91    | 0.00%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                      | AVIENT CORP 144A LIFE SR UNSEC 7.125% 08-01-30                                                     | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $7093372.50    | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM1                                                                    | OBX 2025-NQM1 A1 144A 5.547% 12-25-64                                                              | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-CBDO         | CORP              | US        |   1651313 | PA      | $1652837.08    | 0.00%             | 2064-12-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM3                                                                    | OBX 2025-NQM3 A1 144A 5.648% 12-01-64                                                              | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-CBDO         | CORP              | US        |  11916566 | PA      | $11951302.33   | 0.01%             | 2064-12-01      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER LLC                                                        | AG TTMT ESCROW ISSUER LLC 144A LIFE SR SEC 1ST LIEN 8.625% 09-30-27                                | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24566000 | PA      | $25317449.37   | 0.02%             | 2027-09-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                    | AIB GROUP PLC 144A LIFE SR UNSEC 7.583% 10-14-26/25                                                | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |  14750000 | PA      | $14832482.00   | 0.01%             | 2026-10-14      | Variable      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 6.75% 04-15-28                         | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |  14500000 | PA      | $14707712.50   | 0.01%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.25% 03-02-30                                                                  | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $3072682.47    | 0.00%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  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        |   4314019 | PA      | $4320529.23    | 0.00%             | 2065-03-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                                   | PROG 22-SFR3 A 144A 3.2% 04-17-39                                                                  | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2625075 | PA      | $2557442.55    | 0.00%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-8                                                                     | VERUS 2024-8 A1 144A FRN 10-25-69                                                                  | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-CBDO         | CORP              | US        |   2993138 | PA      | $2988777.33    | 0.00%             | 2069-10-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-8                                                                     | VERUS 2024-8 A2 144A 5.618% 10-25-69                                                               | CUSIP: 92540PAB4<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-CBDO         | CORP              | US        |   2223277 | PA      | $2216480.66    | 0.00%             | 2069-10-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.25% 03-02-33                                                                  | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   7168000 | PA      | $7313811.46    | 0.01%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.6% 03-02-43                                                                   | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   6753000 | PA      | $6674408.59    | 0.00%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.65% 03-02-53                                                                  | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   8387000 | PA      | $8115647.00    | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.75% 03-02-63                                                                  | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1847000 | PA      | $1773336.10    | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS INC SR UNSEC 5.95% 03-09-28                                                     | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1533183.15    | 0.00%             | 2028-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS INC SR UNSEC 5.9% 03-09-26                                                      | CUSIP: 00751YAH9<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502900.00     | 0.00%             | 2026-03-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 07-24 P 6.0% 03-25-37                                                                          | CUSIP: 31396P5J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    111877 | PA      | $118000.79     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR1                                          | PROG 24-SFR1 A 144A 3.35% 02-17-41/02-20-29                                                        | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4993129 | PA      | $4767499.92    | 0.00%             | 2041-02-17      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| VERSUS SECURITIZATION TRUST VERSUS_24-R1                                         | VERUS 2024-R1 A1 144A 5.218% 09-25-69                                                              | CUSIP: 924926AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5128375 | PA      | $5102348.78    | 0.00%             | 2069-09-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-9                                                                     | VERUS 2024-9 A1 144A FRN 11-25-69                                                                  | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-CBDO         | CORP              | US        |   2941994 | PA      | $2939437.82    | 0.00%             | 2069-11-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_21-SFR6                                          | PROG 21-SFR6 A 144A 1.524% 07-17-38/26                                                             | CUSIP: 74333HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5129200 | PA      | $5004211.33    | 0.00%             | 2038-07-17      | Fixed         | 1.52%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR2                                                                   | PROG 24-SFR2 D 144A FRN 04-17-41/04-19-29                                                          | CUSIP: 74290XAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2709000 | PA      | $2513559.20    | 0.00%             | 2041-04-17      | Variable      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2023-4                                                                     | VERUS 2023-4 A1 144A 5.811% 05-25-68                                                               | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-CBDO         | CORP              | US        |    853298 | PA      | $853517.85     | 0.00%             | 2068-05-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-R1                                                                    | VERUS 2025-R1 A1 144A 5.402% 05-25-65                                                              | CUSIP: 92541AAA8<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-CBDO         | CORP              | US        |   4542000 | PA      | $4571105.14    | 0.00%             | 2065-05-25      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR2                                                                   | PROG 2024-SFR2 B 144A FRN 04-17-41                                                                 | CUSIP: 74290XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1671000 | PA      | $1578979.70    | 0.00%             | 2041-04-17      | Variable      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR2                                                                   | PROG 24-SFR2 A 144A 3.3% 04-17-41/04-19-29                                                         | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3617359 | PA      | $3440368.44    | 0.00%             | 2041-04-17      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR5                                          | PROG 2024-SFR5 B 144A 3.25% 08-09-29                                                               | CUSIP: 74332HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3581000 | PA      | $3345037.17    | 0.00%             | 2029-08-09      | Variable      | 3.25%                 | 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        |   1768233 | PA      | $1779786.31    | 0.00%             | 2059-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_25-SFR1                                          | PROG 2025-SFR1 C 144A 3.65% 02-17-42                                                               | CUSIP: 74334NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1979000 | PA      | $1848746.18    | 0.00%             | 2042-02-17      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| PROG 2025-SFR3                                                                   | PROG 2025-SFR3 A 144A 3.39% 07-17-42                                                               | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5120000 | PA      | $4803276.80    | 0.00%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN SARM_06-4                               | SARM 2006-4 6A FRN 05-25-36                                                                        | CUSIP: 86360BAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    917179 | PA      | $520122.25     | 0.00%             | 2036-05-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                          | SCRT 2017-1 HA FRN 01-25-56                                                                        | CUSIP: 35563PAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1700818 | PA      | $1591537.46    | 0.00%             | 2056-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                          | SCRT 17-1 MA 3.0% 01-25-56                                                                         | CUSIP: 35563PAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    261889 | PA      | $242735.01     | 0.00%             | 2056-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                          | SCRT 2017-2 HA FRN 08-25-56                                                                        | CUSIP: 35563PBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2587489 | PA      | $2411343.30    | 0.00%             | 2056-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| WFCM 2022-C62                                                                    | WFCM 2022-C62 A4 FRN 04-15-55                                                                      | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2580000 | PA      | $2427730.98    | 0.00%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  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        |  13994000 | PA      | $14057630.72   | 0.01%             | 2027-11-15      | Variable      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2024-5C1                                                                    | WFCM 24-5C1 AS 6.520% 07-15-57                                                                     | CUSIP: 95003VAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    690000 | PA      | $719249.79     | 0.00%             | 2057-07-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AG 5.0% 12-01-33                                                        | CUSIP: 167505UJ3<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    200000 | PA      | $204657.20     | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AG 5.0% 12-01-30                                                        | CUSIP: 167505UF1<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    200000 | PA      | $208109.20     | 0.00%             | 2030-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AG 5.0% 12-01-32                                                        | CUSIP: 167505UH7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    350000 | PA      | $359704.80     | 0.00%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AG 5.0% 12-01-31                                                        | CUSIP: 167505UG9<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    350000 | PA      | $361428.90     | 0.00%             | 2031-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AG 5.0% 12-01-28                                                        | CUSIP: 167505VU7<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    800000 | PA      | $841367.20     | 0.00%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION AG 5.0% 12-01-29                                                        | CUSIP: 167505VV5<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    550000 | PA      | $575010.70     | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | ILLINOIS ST GO TAXABLE BAB SF 6.63% 02-01-35                                                       | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   2903846 | PA      | $3052415.76    | 0.00%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                            | 3M COMPANY                                                                                         | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |   2181535 | NS      | $325528652.70  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC                                                                                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |   5335391 | NS      | $330474118.54  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MACQUARIE GROUP LTD                                                              | MACQUARIE GROUP LTD                                                                                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |    457380 | NS      | $63122317.23   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY                                                                                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |   3517701 | NS      | $501131684.46  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                                   | MICROSOFT CORP                                                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   3082685 | NS      | $1644612447.50 | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                                                                 | VAIL RESORTS INC                                                                                   | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |   1857734 | NS      | $279143110.84  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                    | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |    318703 | NS      | $209378509.26  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 15.1% 01-23-25/01-02-29                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $6336237.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 4.1215% 01-27-25/01-27-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-1784224.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 4.041% 02-05-25/02-05-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-2109333.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 4.0585% 02-05-25/02-05-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-971979.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 14.4225% 02-03-25/01-02-29                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $6987460.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX BRL 14.37% 03-11-25/01-02-29                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |         1 | NC      | $2162495.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.7045% 03-13-25/03-13-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-280980.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.7815% 03-31-25/03-31-30 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-283164.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.794% 03-31-25/03-31-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-152226.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARTNERS GROUP HOLDING AG                                                        | PARTNERS GROUP HOLDING AG                                                                          | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |    124045 | NS      | $166338432.45  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP (THE)                                                           | PROGRESSIVE CORP (THE)                                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |   1066700 | NS      | $258184068.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                                        | PACKAGING CORP OF AMERICA                                                                          | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |   1229648 | NS      | $238244300.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                                                                     | PROLOGIS INC (REIT)                                                                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |   2718366 | NS      | $290267121.48  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC                                                                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |  24590854 | NS      | $4034129598.70 | 3.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC                                                                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    171428 | NS      | $32617605.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE PRO USA INC                                                                | WASTE PRO USA INC 144A LIFE SR UNSEC 7.0% 02-01-33                                                 | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   7165000 | PA      | $7452051.40    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                       | PINNACLE WEST CAPITAL CORP                                                                         | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |   5453030 | NS      | $494153578.60  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK HAPOALIM BM                                                                 | BANK HAPOALIM BM                                                                                   | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |   4024613 | NS      | $75533364.38   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 4.9% 01-24-28/27                                                         | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3016338.00    | 0.00%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 6.375% 03-15-33                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |  25770000 | PA      | $26402782.35   | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 4.97% 04-23-29/28                                                        | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4300647.25    | 0.00%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | WHIRLPOOL CORP SR UNSEC 6.125% 06-15-30                                                            | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |  10405000 | PA      | $10387738.11   | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| POWER CORP OF CANADA                                                             | POWER CORP OF CANADA S/V                                                                           | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |   7947322 | NS      | $320278912.01  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                                   | PUBLIC STORAGE (REIT)                                                                              | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |    225000 | NS      | $61186500.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLICIS GROUPE SA                                                               | PUBLICIS GROUPE SA                                                                                 | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |  10932769 | NS      | $991556824.84  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| PUUILO OYJ                                                                       | PUUILO OYJ                                                                                         | CUSIP: N/A<br>LEI: 743700UJUT6FWHBXPR69       | Long             | EC               | CORP              | FI        |   5509640 | NS      | $85841322.45   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC SR UNSEC 3.755% 03-15-27                                                  | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1752000 | PA      | $1718948.52    | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC SR UNSEC 5.141% 03-15-52                                                  | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $769886.72     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| QUALITAS CONTROLADORA SAB DE CV                                                  | QUALITAS CONTROLADORA SAB DE CV                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |   8439995 | NS      | $76440898.26   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| RESTAURANT BRANDS INTERNATIONAL INC                                              | RESTAURANT BRANDS INTERNATIONAL INC (USD)                                                          | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |  10712603 | NS      | $726957239.58  | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC SR UNSEC 5.05% 03-15-42                                                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  44970000 | PA      | $30098645.85   | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC SR UNSEC 4.279% 03-15-32                                                  | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  45160000 | PA      | $37950883.40   | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ROBERT HALF INC                                                                  | ROBERT HALF INC                                                                                    | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |   1584960 | NS      | $58500873.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FARM 2024-2                                                                      | FARM 2024-2 A 144A FRN 08-01-54                                                                    | CUSIP: 307910AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2990326 | PA      | $2949221.19    | 0.00%             | 2054-08-01      | Variable      | 5.19%                 | Yes           |                  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        |  38496598 | PA      | $38324363.88   | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C34                                                                    | WFCM 16-C34 AS 3.484% 06-15-49/04-17-26                                                            | CUSIP: 95000DBF7<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-CBDO         | CORP              | US        |    185000 | PA      | $180622.53     | 0.00%             | 2049-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_16-NXS5                               | WFCM 16-NXS5 AS 3.988% 01-15-59/01-16-26                                                           | CUSIP: 95000CBD4<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $148190.40     | 0.00%             | 2059-01-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QG2913 04-01-53                                                                      | CUSIP: 3133C3GW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    839121 | PA      | $797109.61     | 0.00%             | 2053-04-01      | Fixed         | 4.50%                 | 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        |   1785116 | PA      | $1777129.58    | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC SR UNSEC 4.054% 03-15-29                                                  | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  93034000 | PA      | $87413350.89   | 0.07%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                                     | WALGREENS BOOTS ALLIANCE INC SR UNSEC 3.45% 06-01-26                                               | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |  18165000 | PA      | $17910054.23   | 0.01%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | WESTLAKE CORP SR UNSEC 5.0% 08-15-46                                                               | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    350000 | PA      | $301558.25     | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | WESTLAKE CORP SR UNSEC 4.375% 11-15-47                                                             | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    300000 | PA      | $233543.40     | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                         | WYNN RESORTS FINANCE LLC 144A LIFE SR UNSEC 5.125% 10-01-29                                        | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4975000 | PA      | $4939752.13    | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 7.25% 06-15-28                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   6435000 | PA      | $6524710.34    | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                             | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.875% 07-15-30                                     | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |  30599000 | PA      | $28590542.84   | 0.02%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                             | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.0% 02-15-31                                       | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   7235000 | PA      | $6616262.80    | 0.00%             | 2031-02-15      | Fixed         | 3.00%                 | 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        |  16886775 | PA      | $14053714.84   | 0.01%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                     | WYNDHAM HOTELS & RESORTS INC 144A LIFE SR UNSEC 4.375% 08-15-28                                    | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |  20505000 | PA      | $19911790.35   | 0.01%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP SUB 2.963% 11-16-40                                                           | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   4325000 | PA      | $3203384.78    | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                                | SORT 21-1 B1 144A 1.98% 03-15-61/03-16-26                                                          | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2847134 | PA      | $2211047.31    | 0.00%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-1A                                                | SEACO 21-1A A 144A 1.86% 04-17-41/04-19-32                                                         | CUSIP: 37959PAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18087156 | PA      | $16718682.18   | 0.01%             | 2041-04-17      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP SUB 2.668% 11-15-35/30                                                        | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   9400000 | PA      | $8306479.20    | 0.01%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC                                                 | WASH MULTIFAMILY ACQUISITION INC 144A LIFE SR SEC 1ST LIEN 5.75% 04-15-26                          | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |  26005000 | PA      | $26033657.51   | 0.02%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD BERMUDA                                            | WEATHERFORD INTERNATIONAL LTD 144A LIFE SR UNSEC 8.625% 04-30-30                                   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |  83543000 | PA      | $85894067.11   | 0.06%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                             | WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.75% 12-01-29                                      | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   4771000 | PA      | $4483666.53    | 0.00%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                                                             | WARRIOR MET COAL INC 144A LIFE SR SEC 1ST LIEN 7.875% 12-01-28                                     | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |  23007000 | PA      | $23320401.35   | 0.02%             | 2028-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 4.808% 07-25-28/27                                                       | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8248000 | PA      | $8294774.41    | 0.01%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TMCL_20-3A                                    | TMCL 20-3A A 144A 2.11% 09-20-45/03-20-28                                                          | CUSIP: 88315LAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1021184 | PA      | $963152.00     | 0.00%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C                                    | TAOT 23-C A4 5.01% 02-15-29/08-16-27                                                               | CUSIP: 89231FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3718000 | PA      | $3756485.02    | 0.00%             | 2029-02-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 5.25% 11-15-28                                                       | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |  10044000 | PA      | $9979306.60    | 0.01%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 6.25% 05-23-33                                         | CUSIP: 28504DAC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   5121000 | PA      | $5503518.22    | 0.00%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 9.875% 07-15-31                                 | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |  16931000 | PA      | $18446476.88   | 0.01%             | 2031-07-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | EVERSOURCE ENERGY SR UNSEC 5.5% 01-01-34                                                           | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1679345.25    | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                             | FIESTA PURCHASER INC 144A LIFE SR SEC 1ST LIEN 7.875% 03-01-31                                     | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15815000 | PA      | $16730561.98   | 0.01%             | 2031-03-01      | Fixed         | 7.88%                 | Yes           |                  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        |  75515000 | PA      | $80118469.92   | 0.06%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.8% 03-08-29                                                    | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  40957000 | PA      | $41050955.36   | 0.03%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C37                                                                    | WFCM 16-C37 A5 3.794% 12-15-49/11-18-26                                                            | CUSIP: 95000PAE4<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-CBDO         | CORP              | US        |   6015000 | PA      | $5922603.59    | 0.00%             | 2049-12-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-RC1                                | WFCM 17-RC1 A4 3.631% 01-15-60/12-17-25                                                            | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    480000 | PA      | $472462.56     | 0.00%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                    | LIVE NATION ENTERTAINMENT INC 144A LIFE SR UNSEC 4.75% 10-15-27                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |  36840000 | PA      | $36301657.08   | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL HOLDINGS INC 144A LIFE SR UNSEC 4.625% 11-15-27                                                | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  22510000 | PA      | $22396797.21   | 0.02%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                             | LADDER CAPITAL FINANCE HOLDINGS LLLP 144A LIFE SR UNSEC 4.25% 02-01-27                             | CUSIP: 505742AM8<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |  26434000 | PA      | $25966567.58   | 0.02%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                | LITHIA MOTORS INC 144A LIFE SR UNSEC 4.375% 01-15-31                                               | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4282960.50    | 0.00%             | 2031-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.192% 04-17-31/30                                                         | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    773000 | PA      | $789813.52     | 0.00%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS7944 06-01-52                                                                      | CUSIP: 3140XPZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2112104 | PA      | $1733186.35    | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QB7147 01-01-51                                                                      | CUSIP: 3133AD5G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    284855 | PA      | $235476.63     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                       | MONDELEZ INTERNATIONAL INC SR UNSEC 5.125% 05-06-35                                                | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   6229000 | PA      | $6246559.55    | 0.00%             | 2035-05-06      | Fixed         | 5.12%                 | 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        |   8000000 | PA      | $8062000.00    | 0.01%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 10-31-46                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |   2303000 | PA      | $1956684.07    | 0.00%             | 2046-10-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| METHANEX CORP                                                                    | METHANEX CORP SR UNSEC 5.65% 12-01-44                                                              | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $351753.30     | 0.00%             | 2044-12-01      | Fixed         | 5.65%                 | 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        | 178331000 | PA      | $163764567.26  | 0.12%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST 144A LIFE SR SEC 1ST LIEN 5.5% 07-31-47                                  | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    215000 | PA      | $178895.48     | 0.00%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB1004 07-01-51                                                                      | CUSIP: 3140QLDJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7358216 | PA      | $6037710.41    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7195 09-01-50                                                                      | CUSIP: 3140XA7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2543300 | PA      | $2088781.86    | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 07-31-47                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |   4482000 | PA      | $3729346.70    | 0.00%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST 144A LIFE SR SEC 1ST LIEN 3.875% 04-30-28                                | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    770000 | PA      | $750468.95     | 0.00%             | 2028-04-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA9233 02-01-51                                                                      | CUSIP: 3140QHHK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1894847 | PA      | $1557179.35    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS6037 07-01-53                                                                      | CUSIP: 3140XMV78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     40014 | PA      | $32859.07      | 0.00%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                        | MGM RESORTS INTERNATIONAL SR UNSEC 5.5% 04-15-27                                                   | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   3617000 | PA      | $3631898.42    | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.125% 05-01-27                                           | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |  12120000 | PA      | $12166722.60   | 0.01%             | 2027-05-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD4816 01-01-54                                                                      | CUSIP: 3132DSK50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    113991 | PA      | $93828.08      | 0.00%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS5493 07-01-52                                                                      | CUSIP: 3140XMC79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    109581 | PA      | $90067.92      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                     | MPT OPERATING PARTNERSHIP LP SR UNSEC 4.625% 08-01-29                                              | CUSIP: 55342UAJ3<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |  14715000 | PA      | $11199586.50   | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                    | METHANEX CORP SR UNSEC 5.25% 12-15-29                                                              | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   2380000 | PA      | $2359403.48    | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM5309 11-01-50                                                                      | CUSIP: 3140X83T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1450914 | PA      | $1191737.38    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT1288 07-01-51                                                                      | CUSIP: 3140LPNE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    865042 | PA      | $709875.47     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | 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        |  12820000 | PA      | $13643467.06   | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  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        |  11673824 | PA      | $12374253.44   | 0.01%             | 2030-06-23      | Variable      | 12.88%                | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD5485 09-01-51                                                                      | CUSIP: 3132DTCW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1073457 | PA      | $882213.87     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS5387 05-01-52                                                                      | CUSIP: 3140XL6Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    733230 | PA      | $601628.76     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                         | MOOG INC 144A LIFE SR UNSEC 4.25% 12-09-27                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |  16909000 | PA      | $16535700.01   | 0.01%             | 2027-12-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 2.699% 01-22-31/30                                                         | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $922794.87     | 0.00%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 4.375% 06-15-28                                           | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |  25995000 | PA      | $24901936.25   | 0.02%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                              | PRESTIGE BRANDS INC 144A LIFE SR UNSEC 3.75% 04-01-31                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |   8045000 | PA      | $7368624.67    | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.25% 06-01-31                                         | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7828000 | PA      | $7077052.13    | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                      | PUBLIC STORAGE OPERATING CO SR UNSEC 2.3% 05-01-31                                                 | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   3242000 | PA      | $2871915.97    | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 3.0 AS8554 12-01-36                                                                      | CUSIP: 3138WJQG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8304867 | PA      | $7799166.62    | 0.01%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3286 JN PAC 5.5% 02-15-37                                                                      | CUSIP: 31397G3H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    175621 | PA      | $183441.31     | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGTW 3.0 K93772 125K MAX 12-01-36                                                                  | CUSIP: 3132LQCH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    296071 | PA      | $276143.15     | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGTW 3.0 K93766 175K MAX 12-01-36                                                                  | CUSIP: 3132LQCB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    287352 | PA      | $267662.97     | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 3.0 BE4703 12-01-36                                                                      | CUSIP: 3140FQGM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    469061 | PA      | $436560.31     | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3318 JT PAC 5.5% 05-15-37                                                                      | CUSIP: 31397HDZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    103991 | PA      | $108589.60     | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 936999 07-01-37                                                                      | CUSIP: 31412WNQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    295251 | PA      | $306995.11     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 7.0 947554 40YR 10-01-47                                                                      | CUSIP: 31413KE31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    128472 | PA      | $135143.94     | 0.00%             | 2047-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA0770 11-01-47                                                                      | CUSIP: 3140Q72C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    258422 | PA      | $234874.94     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 947661 10-01-47                                                                               | CUSIP: 31413KJE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     28097 | PA      | $28789.02      | 0.00%             | 2047-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 7.0 920015 10-01-47                                                                           | CUSIP: 31412BDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32968 | PA      | $34581.56      | 0.00%             | 2047-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC Z40130 01-01-46                                                                              | CUSIP: 3132FCEB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4035766 | PA      | $3629295.48    | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AB5377 06-01-42                                                                      | CUSIP: 31417B6P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9506223 | PA      | $8839056.93    | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AU3742 08-01-43                                                                      | CUSIP: 3138X3EQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1889367 | PA      | $1752456.24    | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 6.5 G04553 09-01-38                                                                          | CUSIP: 3128M6MA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    200023 | PA      | $211972.87     | 0.00%             | 2038-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.5 G61628 09-01-48                                                                          | CUSIP: 31335BYZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    472960 | PA      | $432646.99     | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 878099 04-01-36                                                                      | CUSIP: 31409TRU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    104870 | PA      | $109752.42     | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA8968 02-01-51                                                                      | CUSIP: 3140QG6E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    631623 | PA      | $549147.36     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 932274 12-01-39                                                                      | CUSIP: 31412QXB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3292873 | PA      | $3242719.29    | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI6 3.0 BF0497 07-01-60                                                                         | CUSIP: 3140FXRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12680748 | PA      | $10813749.17   | 0.01%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BW6043 07-01-52                                                                      | CUSIP: 3140MXWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30279 | PA      | $24923.87      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0292 04-01-52                                                                      | CUSIP: 3133B9KD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    157057 | PA      | $129209.36     | 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        |    182043 | PA      | $149409.73     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8436 09-01-51                                                                      | CUSIP: 3140XCLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3848537 | PA      | $3157824.71    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA9291 02-01-51                                                                      | CUSIP: 3140QHKD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1009068 | PA      | $827994.15     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV4656 04-01-52                                                                      | CUSIP: 3140MJE68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     45770 | PA      | $37664.00      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8692 09-01-51                                                                      | CUSIP: 3140XCUS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7122575 | PA      | $5844357.94    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD0554 03-01-51                                                                      | CUSIP: 3132DMTK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2188177 | PA      | $1795506.06    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9287 06-01-53                                                                      | CUSIP: 3133KRJ88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    578579 | PA      | $605834.21     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9288 06-01-53                                                                      | CUSIP: 3133KRJ96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    838753 | PA      | $877700.47     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.85% 05-17-27                                                   | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4028960.00    | 0.00%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                             | FIESTA PURCHASER INC 144A LIFE SR UNSEC 9.625% 09-15-32                                            | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18730000 | PA      | $19840108.37   | 0.01%             | 2032-09-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9289 06-01-53                                                                      | CUSIP: 3133KRKA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    830801 | PA      | $868437.63     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA5070 07-01-53                                                                      | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  18929431 | PA      | $17995130.91   | 0.01%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WFCM 2019-C54                                                                    | WFCM 19-C54 A4 3.146% 12-15-52                                                                     | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2405000 | PA      | $2254033.34    | 0.00%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WCORE 2024-CORE                                                                  | WCORE 2024-CORE A 144A FRN 11-15-41                                                                | CUSIP: 951913AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $7020678.00    | 0.01%             | 2041-11-15      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5165 10-01-53                                                                      | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    538451 | PA      | $536666.68     | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB4548 09-01-52                                                                      | CUSIP: 3140QQBS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4319091 | PA      | $3992904.98    | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD1502 07-01-52                                                                      | CUSIP: 3132DNU35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4956928 | PA      | $4581465.17    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FS2654 08-01-52                                                                      | CUSIP: 3140XH5Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3047752 | PA      | $2818695.54    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8363 09-01-53                                                                      | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3219472 | PA      | $3273887.79    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD0470 11-01-47                                                                      | CUSIP: 3132DMQX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5722170 | PA      | $5361953.40    | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 ZT2265 08-01-48                                                                      | CUSIP: 3132AEQS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3651151 | PA      | $3429836.86    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA5027 05-01-53                                                                      | CUSIP: 31418ESR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1463252 | PA      | $1352366.93    | 0.00%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5191 11-01-53                                                                      | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1117645 | PA      | $1136535.46    | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BW9347 09-01-52                                                                      | CUSIP: 3140N2L58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  30870721 | PA      | $29353425.35   | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | 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        |  10750000 | PA      | $11757060.00   | 0.01%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSEC 5.5% 03-15-34                                                             | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    955000 | PA      | $970233.21     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSEC 5.6% 04-15-35                                                             | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2446622.40    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSEC 2.6% 12-01-29                                                             | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2773353.00    | 0.00%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                                              | XEROX HOLDINGS CORP 144A LIFE SR UNSEC 5.5% 08-15-28                                               | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    830000 | PA      | $551037.00     | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSEC 2.35% 11-15-31                                                            | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2178330.13    | 0.00%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                          | XPO INC 144A LIFE SR UNSEC 7.125% 06-01-31                                                         | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   6765000 | PA      | $7005096.62    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| XPO INC                                                                          | XPO INC 144A LIFE SR SEC 1ST LIEN 6.25% 06-01-28                                                   | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $5039293.05    | 0.00%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| XPO INC                                                                          | XPO INC 144A LIFE SR UNSEC 7.125% 02-01-32                                                         | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |  14878000 | PA      | $15478595.10   | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                             | COMISION FEDERAL DE ELECTRICIDAD 144A LIFE SR UNSEC 4.688% 05-15-29                                | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |  14525000 | PA      | $14099446.55   | 0.01%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 02-29-32                                                        | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $14010105.20   | 0.01%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 03-15-28                                                        | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27000000 | PA      | $26996714.10   | 0.02%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 03-31-32                                                        | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3001096.80    | 0.00%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 04-30-32                                                          | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $9430266.20    | 0.01%             | 2032-04-30      | Fixed         | 4.00%                 | 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        | 114398000 | PA      | $114519605.07  | 0.09%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.5% 02-07-35                                                    | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  20880000 | PA      | $20834043.12   | 0.02%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 05-15-55                                                         | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 142100000 | PA      | $138936058.24  | 0.10%             | 2055-05-15      | Fixed         | 4.75%                 | 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        | 293069000 | PA      | $290481757.56  | 0.22%             | 2035-05-15      | Fixed         | 4.25%                 | 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        |  41878000 | PA      | $42489678.44   | 0.03%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.75% 06-30-27                                                         | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 418850000 | PA      | $417304652.93  | 0.31%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 06-30-32                                                          | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 163396000 | PA      | $162055090.73  | 0.12%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 06-30-30                                                        | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 452133000 | PA      | $450534167.29  | 0.34%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 07-15-28                                                        | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 135948000 | PA      | $135910913.39  | 0.10%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 05-15-26                                                        | CUSIP: 91282CHB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5900000 | PA      | $5874648.29    | 0.00%             | 2026-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.875% 05-15-43                                                        | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $12201580.80   | 0.01%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.875% 11-15-46                                                        | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4532000 | PA      | $3297097.07    | 0.00%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.875% 05-15-49                                                        | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4051000 | PA      | $2868175.65    | 0.00%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.375% 02-15-42                                                        | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7784000 | PA      | $5605179.00    | 0.00%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 07-31-30                                                          | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13986000 | PA      | $14005716.06   | 0.01%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 09-15-26                                                        | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24603000 | PA      | $24733703.44   | 0.02%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.875% 11-07-29                                                  | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  17805000 | PA      | $17863204.55   | 0.01%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                               | FORESTAR GROUP INC 144A LIFE SR UNSEC 6.5% 03-15-33                                                | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |  37785000 | PA      | $37969466.37   | 0.03%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC                                                    | FIRST CITIZENS BANCSHARES INC SR UNSEC 5.231% 03-12-31/30                                          | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |  20390000 | PA      | $20504306.34   | 0.02%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.918% 03-20-28                                                  | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   9949000 | PA      | $10031566.75   | 0.01%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.532% 03-19-32                                                  | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  46150000 | PA      | $47011343.60   | 0.04%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.35% 01-07-30                                            | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  18510000 | PA      | $18778432.02   | 0.01%             | 2030-01-07      | Fixed         | 5.35%                 | 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        |   3750000 | PA      | $3531030.00    | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | 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        |  35920000 | PA      | $34176227.68   | 0.03%             | 2029-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 2.64% 02-24-28/27                                                 | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $16988492.50   | 0.01%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.3% 01-08-30                                           | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $18380628.00   | 0.01%             | 2030-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                     | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 5.875% 03-01-28                                    | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5150000 | PA      | $5238667.55    | 0.00%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 5.45% 03-03-36/35                                                       | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  29241000 | PA      | $29438669.16   | 0.02%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                     | HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 5.5% 10-15-30                                      | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8545000 | PA      | $8588793.13    | 0.01%             | 2030-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                              | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 04-15-30                                               | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |  17350000 | PA      | $17078940.95   | 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        |   3840000 | PA      | $3689648.64    | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 7.39% 11-03-28/27                                                       | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    243000 | PA      | $257111.98     | 0.00%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                                  | HANESBRANDS INC 144A LIFE SR UNSEC 9.0% 02-15-31                                                   | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |  14012000 | PA      | $14765775.54   | 0.01%             | 2031-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 6.332% 03-09-44/43                                                      | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    298000 | PA      | $318351.91     | 0.00%             | 2044-03-09      | Variable      | 6.33%                 | 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        |  12698000 | PA      | $13244788.58   | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 4.375% 03-15-42                                                                   | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $3543174.00    | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 3.625% 03-15-32                                                                   | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $3912898.50    | 0.00%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 4.625% 03-15-52                                                                   | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3997000 | PA      | $3196780.62    | 0.00%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 3.375% 03-15-29                                                                   | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4074000 | PA      | $3908958.19    | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                              | HILCORP ENERGY I LP 144A LIFE SR UNSEC 8.375% 11-01-33                                             | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |  18035000 | PA      | $18837070.56   | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC SR UNSEC 5.95% 03-15-34                                                                 | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2597390.00    | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.4% 01-08-31                                           | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $2039558.33    | 0.00%             | 2031-01-08      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB INTERNATIONAL LTD 144A LIFE SR UNSEC 7.375% 01-31-32                                           | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |  25565000 | PA      | $26635508.81   | 0.02%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                | INEOS FINANCE PLC 144A LIFE SR SEC 1ST LIEN 7.5% 04-15-29                                          | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |   6920000 | PA      | $6877635.76    | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                    | INTERCONTINENTAL EXCHANGE INC SR UNSEC 5.25% 06-15-31                                              | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   4099000 | PA      | $4238732.86    | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WCORE 2024-CORE                                                                  | WCORE 2024-CORE B 144A FRN 11-15-41                                                                | CUSIP: 951913AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2743000 | PA      | $2753653.81    | 0.00%             | 2041-11-15      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| WCORE 2024-CORE                                                                  | WCORE 2024-CORE C 144A FRN 11-15-41                                                                | CUSIP: 951913AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    672000 | PA      | $675666.43     | 0.00%             | 2041-11-15      | Variable      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 10-15-26                                                        | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10058587.00   | 0.01%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.875% 10-31-30                                                        | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34810000 | PA      | $36268044.70   | 0.03%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | FIFTH THIRD BANCORP                                                                                | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |  22133775 | NS      | $920101026.75  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| VENATOR MATERIALS LLC                                                            | VENATOR MATERIAL LLCL PIK TL 1ST LIEN (SOFR+1000) 15.32% 10-12-28                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  15283593 | PA      | $8405976.11    | 0.01%             | 2028-10-12      | Variable      | 14.31%                | No            |                  3 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                             | AMENTUM ESCROW CORPORATION TL (TSFR3M+225) (FLR 0.00) FRN  09-29-31                                | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |  22660000 | PA      | $22557327.54   | 0.02%             | 2031-09-29      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B8                                             | BMARK 18-B8 A5 4.2317% 01-15-52/12-15-28                                                           | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5996000 | PA      | $5851874.15    | 0.00%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BN16                                                                   | BANK 19-BN16 A4 4.005% 02-15-52                                                                    | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1810000 | PA      | $1766733.76    | 0.00%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 19-BN17                                                                     | BANK 19-BN17 A4 3.714% 04-15-52/03-16-29                                                           | CUSIP: 065403BC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240000 | PA      | $231953.28     | 0.00%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BBCMS 2023-C21                                                                   | BBCMS 2023-C21 A5 FRN 09-15-56                                                                     | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3200000 | PA      | $3399385.60    | 0.00%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_23-5YR4                                                              | BANK5 2023-5YR4 AS FRN 12-15-56                                                                    | CUSIP: 06211FBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3328000 | PA      | $3538802.18    | 0.00%             | 2056-12-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM4377 10-01-50                                                                      | CUSIP: 3140X72K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    822359 | PA      | $676062.02     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC3551 07-01-51                                                                      | CUSIP: 3133AM5L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    914368 | PA      | $755329.21     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_23-5YR4                                                              | BANK5 2023-5YR4 A3 6.5% 12-15-56                                                                   | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10734474 | PA      | $11260796.13   | 0.01%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_24-CNYN                                                              | BX 2024-CNYN A 144A FRN 04-15-29                                                                   | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9468113 | PA      | $9508457.02    | 0.01%             | 2029-04-15      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_23-NQM8                                    | BRAVO 2023-NQM8 A1 144A 6.394% 10-25-63                                                            | CUSIP: 10567MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1962543 | PA      | $1975312.90    | 0.00%             | 2063-10-25      | Variable      | 6.39%                 | 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        |   3493015 | PA      | $3498673.80    | 0.00%             | 2034-05-15      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BFLD 2024-WRHS                                                                   | BFLD 2024-WRHS A 144A FRN 08-15-26                                                                 | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7415976 | PA      | $7425987.89    | 0.01%             | 2026-08-15      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| BFLD 2024-WRHS                                                                   | BFLD 2024-WRHS B 144A FRN 08-15-26                                                                 | CUSIP: 05555HAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5065112 | PA      | $5074137.86    | 0.00%             | 2026-08-15      | Variable      | 6.39%                 | 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        |  26484962 | PA      | $26612196.25   | 0.02%             | 2039-08-15      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-BIO2                                                                     | BX 2024-BIO2 A 144A FRN 08-13-41                                                                   | CUSIP: 05613GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17828000 | PA      | $17993764.74   | 0.01%             | 2041-08-13      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| BOCA 2024-BOCA                                                                   | BOCA 2024-BOCA A 144A FRN 08-15-41                                                                 | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8047984.00    | 0.01%             | 2041-08-15      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                 | BMARK 24-V9 A3 5.60190% 08-15-57/08-17-29                                                          | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3351000 | PA      | $3454914.51    | 0.00%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                                   | CFMT 2024-HB15 A 144A FRN 08-25-34                                                                 | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |    223932 | PA      | $222233.23     | 0.00%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R06                                                                     | CAS 2024-R06 1M2 144A FRN 09-25-44                                                                 | CUSIP: 20755RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1098000 | PA      | $1104270.68    | 0.00%             | 2044-09-25      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-R1                                                                     | CFMT 2024-R1 A1 144A 4.0% 10-25-54                                                                 | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    598516 | PA      | $586995.76     | 0.00%             | 2054-10-25      | Variable      | 4.00%                 | 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        |  18813766 | PA      | $18365848.06   | 0.01%             | 2054-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_24-INV3                                                    | COLT 2024-INV3 A1 144A 5.443% 09-25-69                                                             | CUSIP: 196919AA2<br>LEI: 2138006GN5HS2TH8G784 | Long             | ABS-CBDO         | CORP              | US        |   6247301 | PA      | $6241172.74    | 0.00%             | 2069-09-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST CIM_24-R1                                                              | CIM 2024-R1 A1 144A FRN 06-25-64                                                                   | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2089002 | PA      | $2066668.02    | 0.00%             | 2064-06-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-NR1                                                                    | CFMT 24-NR1 A1 144A 6.405% 11-25-29/27                                                             | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1652945 | PA      | $1659290.69    | 0.00%             | 2029-11-25      | Variable      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R01                                                                     | CAS 2025-R01 1A1 144A FRN 01-25-45                                                                 | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2430743 | PA      | $2430641.18    | 0.00%             | 2045-01-25      | Variable      | 5.30%                 | Yes           |                  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        |   1741551 | PA      | $1428956.28    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | 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        |    114059 | PA      | $118001.72     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                              | NCL CORP LTD 144A LIFE SR SEC 1ST LIEN 5.875% 02-15-27                                             | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |  19985000 | PA      | $20056706.18   | 0.01%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC SR UNSEC 6.625% 09-15-29                                                         | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |  15925000 | PA      | $15884216.08   | 0.01%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                     | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.55% 01-28-33                          | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   3288000 | PA      | $3232847.09    | 0.00%             | 2033-01-28      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 4.45% 03-01-33                                                      | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   3847000 | PA      | $3755476.02    | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 4.685% 09-01-27                                       | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    850000 | PA      | $854418.30     | 0.00%             | 2027-09-01      | Fixed         | 4.68%                 | 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        |  33050000 | PA      | $33738828.10   | 0.03%             | 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        |   2275000 | PA      | $2488331.30    | 0.00%             | 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        |  39610000 | PA      | $40744153.13   | 0.03%             | 2031-06-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | NASDAQ INC SR UNSEC 5.55% 02-15-34                                                                 | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    871000 | PA      | $903995.22     | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 5.35% 08-01-54                                                      | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |  17005000 | PA      | $16202227.96   | 0.01%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 7.05% 09-15-28                                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   9310000 | PA      | $9598749.65    | 0.01%             | 2028-09-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD8010 03-01-52                                                                      | CUSIP: 3133B53T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    911851 | PA      | $714351.34     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD0734 10-01-51                                                                      | CUSIP: 3132DMY74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1407437 | PA      | $1225497.38    | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB1304 08-01-51                                                                      | CUSIP: 3140QLNW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1122708 | PA      | $977810.17     | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD0813 01-01-52                                                                      | CUSIP: 3132DM3W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    420863 | PA      | $366283.35     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BV3076 02-01-52                                                                      | CUSIP: 3140MGM24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13016050 | PA      | $10205260.16   | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 5.5 FM8013 04-01-31                                                                      | CUSIP: 3140XB3X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     49876 | PA      | $50048.73      | 0.00%             | 2031-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA4919 02-01-53                                                                      | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    499685 | PA      | $498505.67     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WFCM 2015-SG1                                                                    | WFCM 15-SG1 A4 3.789% 09-15-48/08-15-25                                                            | CUSIP: 94989QAV2<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-CBDO         | CORP              | US        |   1475299 | PA      | $1470597.10    | 0.00%             | 2048-09-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| ARKANSAS DEVELOPMENT FINANCE AUTHORITY                                           | BIG RIVER STEEL LLC 4.75% 09-01-49                                                                 | CUSIP: 04108WCD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  27070000 | PA      | $25149789.55   | 0.02%             | 2049-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ARKANSAS DEVELOPMENT FINANCE AUTHORITY                                           | BIG RIVER STEEL LLC 4.5% 09-01-49                                                                  | CUSIP: 04108WCC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6500000 | PA      | $5985089.50    | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | 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        |  23140000 | PA      | $22802618.80   | 0.02%             | 2025-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH                                           | UNITED STATES OF AMERICA 4.425% 05-01-31                                                           | CUSIP: 18611CAA4<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |  26995000 | PA      | $23963407.51   | 0.02%             | 2031-05-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL BRD ED                                                                | CHICAGO BOARD OF EDUCATION 5.25% 12-01-39                                                          | CUSIP: 167505QR0<br>LEI: 54930099NR6T9V7LVB43 | Long             | DBT              | MUN               | US        |    120000 | PA      | $117893.28     | 0.00%             | 2039-12-01      | Fixed         | 5.25%                 | 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        |    223529 | PA      | $232006.09     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2422 09-01-54                                                                      | CUSIP: 3142GSVQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1764681 | PA      | $1759513.94    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WAL-MART DE MEXICO SAB DE CV                                                     | WAL-MART DE MEXICO SAB DE CV SER V                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |   3533339 | NS      | $10415530.44   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO                                                                                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    869127 | NS      | $70077710.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ0212 08-01-50                                                                      | CUSIP: 3140KKGW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    460947 | PA      | $378946.02     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC1292 05-01-51                                                                      | CUSIP: 3133AKNH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2977893 | PA      | $2452315.95    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WATSCO INC                                                                       | WATSCO INC                                                                                         | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |    434018 | NS      | $195690035.84  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                                 | EXXON MOBIL CORP                                                                                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |   6349952 | NS      | $708908641.28  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                                                        | ZURICH INSURANCE GROUP AG                                                                          | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |    392519 | NS      | $267041377.05  | 0.20%             |  |  |  | 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        |  45719879 | PA      | $45515327.78   | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA3515 09-01-50                                                                      | CUSIP: 3133KJ3Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    109419 | PA      | $89919.99      | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5586 01-01-55                                                                      | CUSIP: 31418FF44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2509897 | PA      | $2498667.75    | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Z40273 10-01-48                                                                          | CUSIP: 3132FCJS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    310268 | PA      | $300344.54     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 FS9792 12-01-50                                                                      | CUSIP: 3140XR3A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    202660 | PA      | $195882.52     | 0.00%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8795 08-01-54                                                                      | CUSIP: 3140XQXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4193339 | PA      | $4254222.06    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ3240 01-01-55                                                                      | CUSIP: 3142GTS64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2153534 | PA      | $2189511.19    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ3241 01-01-55                                                                      | CUSIP: 3142GTS72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  13346713 | PA      | $13899534.18   | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ3301 01-01-55                                                                      | CUSIP: 3142GTU38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    875565 | PA      | $896434.16     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ3305 01-01-55                                                                      | CUSIP: 3142GTU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    615270 | PA      | $628003.93     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FA0287 12-01-54                                                                      | CUSIP: 3140W0J97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  27197044 | PA      | $27591918.06   | 0.02%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL1138 05-01-55                                                                      | CUSIP: 31427NHQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    764632 | PA      | $775689.97     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL1137 05-01-55                                                                      | CUSIP: 31427NHP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    703824 | PA      | $714002.29     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RQ0028 07-01-55                                                                      | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        | 135237369 | PA      | $137169234.58  | 0.10%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5761 07-01-55                                                                      | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6474156 | PA      | $6566639.01    | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SL0588 03-01-55                                                                      | CUSIP: 31427MUN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    947356 | PA      | $848031.79     | 0.00%             | 2055-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DE2033 06-01-55                                                                      | CUSIP: 3140BEHK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     40772 | PA      | $41376.17      | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS1978 03-01-52                                                                      | CUSIP: 3140XHFU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4999999 | PA      | $4102589.10    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QX9923 03-01-55                                                                      | CUSIP: 31426HAZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    117068 | PA      | $119002.95     | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AJ0257 09-01-41                                                                      | CUSIP: 3138ARJB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26639 | PA      | $25573.44      | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AU9348 11-01-43                                                                      | CUSIP: 3138X9L64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    707957 | PA      | $677346.06     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS AU9350 11-01-43                                                                          | CUSIP: 3138X9L80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    721496 | PA      | $689624.62     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSBAM 2015-C22                                                                   | MSBAM 15-C22 A4 3.306% 04-15-48/04-17-25                                                           | CUSIP: 61690FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209507 | PA      | $206464.05     | 0.00%             | 2048-04-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| MSBAM 2015-C22                                                                   | MSBAM 15-C22 AS 3.561% 04-15-48/04-17-25                                                           | CUSIP: 61690FAP8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2795000 | PA      | $2727156.97    | 0.00%             | 2048-04-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| INSTITUTIONAL MORTGAGE SECURITIES CANADA INC MSCI_15-UBS8                        | MSCI 15-UBS8 AS 4.114% 12-15-48/12-17-25                                                           | CUSIP: 61691ABN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $985750.00     | 0.00%             | 2048-12-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_16-C32                                           | MSBAM 16-C32 A4 3.72% 12-15-49/12-17-26                                                            | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $571797.64     | 0.00%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| MSC 2022-L8                                                                      | MSC 22-L8 A5 FRN 04-15-55/03-17-32                                                                 | CUSIP: 61774LBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $544429.58     | 0.00%             | 2055-04-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| MSRM 2024-NQM2                                                                   | MSRM 2024-NQM2 A1 144A 6.386% 05-25-69                                                             | CUSIP: 61776HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5755740 | PA      | $5804732.45    | 0.00%             | 2069-05-25      | Variable      | 6.39%                 | Yes           |                  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        |   2427000 | PA      | $2531511.47    | 0.00%             | 2054-07-25      | Variable      | 8.20%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_24-INV2                      | MSRM 2024-INV2 A1 144A FRN 02-25-54                                                                | CUSIP: 617939AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2355920 | PA      | $2399424.13    | 0.00%             | 2054-02-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MFRA 2024-NQM3                                                                   | MFRA 2024-NQM3 A1 144A 5.722% 12-25-69                                                             | CUSIP: 55287GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4174422 | PA      | $4189157.79    | 0.00%             | 2069-12-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| MSBAM 2025-5C1                                                                   | MSBAM 25-5C1 AS 6.011% 03-15-30                                                                    | CUSIP: 61778GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21684000 | PA      | $22367111.05   | 0.02%             | 2058-03-15      | Fixed         | 6.01%                 | 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        |   1442788 | PA      | $1450055.05    | 0.00%             | 2055-05-25      | Variable      | 6.75%                 | 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        |   2583000 | PA      | $2597921.99    | 0.00%             | 2055-05-25      | Variable      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| NYMT 2024-CP1                                                                    | NYMT 2024-CP1 A1 144A FRN 02-25-68                                                                 | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1209796 | PA      | $1112714.35    | 0.00%             | 2068-02-25      | Variable      | 3.75%                 | 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        |    613000 | PA      | $632487.27     | 0.00%             | 2047-02-10      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| NRZT 2025-NQM2                                                                   | NRZT 2025-NQM2 A1 144A 5.566% 04-25-65                                                             | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-CBDO         | CORP              | US        |   7186719 | PA      | $7216708.87    | 0.01%             | 2065-04-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-HYB1                                                                    | OBX 2024-HYB1 A1 144A FRN 03-25-53                                                                 | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2155325 | PA      | $2121529.72    | 0.00%             | 2053-03-25      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM4                                                                    | OBX 2024-NQM4 A1 144A 6.067% 01-25-64                                                              | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-CBDO         | CORP              | US        |   3544546 | PA      | $3567227.68    | 0.00%             | 2064-01-25      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-HYB2                                                                    | OBX 2024-HYB2 A1 144A FRN 04-25-53                                                                 | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4226965 | PA      | $4189899.20    | 0.00%             | 2053-04-25      | Variable      | 3.67%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM5                                                                    | OBX 2024-NQM5 A1 144A 5.988% 03-25-28                                                              | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-CBDO         | CORP              | US        |   1872262 | PA      | $1881145.66    | 0.00%             | 2028-03-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM6                                                                    | OBX 2024-NQM6 A1 144A 6.447% 02-25-64                                                              | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-CBDO         | CORP              | US        |   3084360 | PA      | $3116733.38    | 0.00%             | 2064-02-25      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                          | SCRT 17-2 MA 3.0% 08-25-56                                                                         | CUSIP: 35563PBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2679952 | PA      | $2492985.27    | 0.00%             | 2056-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                                     | SCRT 2017-3 HA FRN 07-25-56                                                                        | CUSIP: 35563PBY4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1725380 | PA      | $1631031.17    | 0.00%             | 2056-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                          | SCRT 17-4 M45T 4.5% 06-25-57                                                                       | CUSIP: 35563PCS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    805351 | PA      | $772685.16     | 0.00%             | 2057-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                          | SCRT 17-4 MT 3.5% 06-25-57                                                                         | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    404428 | PA      | $362114.55     | 0.00%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                          | SCRT 2017-4 HT FRN 06-25-57                                                                        | CUSIP: 35563PDD8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    492044 | PA      | $441688.37     | 0.00%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-4                                                                     | VERUS 2024-4 A1 144A 6.218% 06-25-69                                                               | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |   2052900 | PA      | $2070657.21    | 0.00%             | 2069-06-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-5                                                                     | VERUS 2024-5 A2 144A 6.446% 06-25-69                                                               | CUSIP: 92540HAB2<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-CBDO         | CORP              | US        |   1163942 | PA      | $1173812.42    | 0.00%             | 2069-06-25      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-6                                                                     | VERUS 2024-6 A1 144A 5.799% 07-25-69                                                               | CUSIP: 92540JAA0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-CBDO         | CORP              | US        |   3873277 | PA      | $3892608.95    | 0.00%             | 2069-07-25      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-6                                                                     | VERUS 2024-6 A2 144A 6.053% 07-25-69                                                               | CUSIP: 92540JAB8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-CBDO         | CORP              | US        |   1206324 | PA      | $1209573.65    | 0.00%             | 2069-07-25      | Variable      | 6.05%                 | Yes           |                  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        |    935904 | PA      | $733184.64     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8299 02-01-53                                                                      | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    532714 | PA      | $520546.68     | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | 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        |   4188355 | PA      | $3283180.53    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FEDFUND                                                                | BLACKROCK FEDFUND                                                                                  | CUSIP: 09248U700<br>LEI: N/A                  | Long             | EC               | RF                | US        |   2900000 | PA      | $2900000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS CASH MANAGEMENT FUNDS - DREYFUS TREASURY AND AGENCY CASH MANAGEMENT      | DREYFUS CASH MANAGEMENT FUNDS - DREYFUS TREASURY AND AGENCY CASH MANAGEMENT                        | CUSIP: 261908107<br>LEI: N/A                  | Long             | EC               | RF                | US        |   6300000 | PA      | $6300000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY INSTITUTIONAL MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO                 | FIDELITY INSTITUTIONAL MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO                                   | CUSIP: 316175108<br>LEI: N/A                  | Long             | EC               | RF                | US        |   5800000 | PA      | $5800000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                   | GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                                     | CUSIP: 38141W273<br>LEI: N/A                  | Long             | EC               | RF                | US        |   4600000 | PA      | $4600000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO | MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO                   | CUSIP: 61747C707<br>LEI: N/A                  | Long             | EC               | RF                | US        |   4600000 | PA      | $4600000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US GOVERNMENT MONEY MARKET FUND                                                  | US GOVERNMENT MONEY MARKET FUND                                                                    | CUSIP: 74926P696<br>LEI: N/A                  | Long             | EC               | RF                | US        |   6300000 | PA      | $6300000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO         | INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO                           | CUSIP: 825252885<br>LEI: N/A                  | Long             | EC               | RF                | US        |   2832951 | PA      | $2832951.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND                       | STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND                                         | CUSIP: 857492706<br>LEI: N/A                  | Long             | EC               | RF                | US        |   2900000 | PA      | $2900000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                  | CAPITAL GROUP CENTRAL CASH FUND                                                                    | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |  15501102 | PA      | $15501101.91   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Lead Analyst