# EDGAR Filing Document

**Accession Number:** 0000811968
**File Stem:** 0001193125-26-283467
**Filing Date:** 2026-6
**Character Count:** 1267646
**Document Hash:** 558b05e5df0314e10d2c7ac3fa9eb050
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-283467.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001193125-26-283467

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CAPITAL INCOME BUILDER
- **CENTRAL INDEX KEY:** 0000811968

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05085
- **FILM NUMBER:** 261123627

**BUSINESS ADDRESS:**
- **STREET 1:** 333 S HOPE ST - 55TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 213-486-9200

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CAPITAL INCOME BUILDER INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CAPITAL INCOME BUILDER FUND
- **DATE OF NAME CHANGE:** 19870628

## Series and Classes Contracts Data

### CAPITAL INCOME BUILDER (Series ID: S000009000)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000024463 | Class A       | CAIBX           |
| C000024464 | Class R-1     | RIRAX           |
| C000024465 | Class R-2     | RIRBX           |
| C000024466 | Class R-3     | RIRCX           |
| C000024467 | Class R-4     | RIREX           |
| C000024468 | Class R-5     | RIRFX           |
| C000024470 | Class C       | CIBCX           |
| C000024471 | Class F-1     | CIBFX           |
| C000024472 | Class 529-A   | CIRAX           |
| C000024474 | Class 529-C   | CIRCX           |
| C000024475 | Class 529-E   | CIREX           |
| C000024476 | Class 529-F-1 | CIRFX           |
| C000068596 | Class F-2     | CAIFX           |
| C000077881 | Class R-6     | RIRGX           |
| C000148440 | Class R-2E    | RCEEX           |
| C000164810 | Class R-5E    | RIRHX           |
| C000180006 | Class F-3     | CFIHX           |
| C000189418 | Class 529-T   | TCBBX           |
| C000189419 | Class T       | TCIBX           |
| C000224565 | Class 529-F-2 | FBCIX           |
| C000224566 | Class 529-F-3 | FWCBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Capital Income Builder

- **b. Investment Company Act file number:** 811-05085

- **c. CIK number of Registrant:** 0000811968

- **d. LEI of Registrant:** HB3628X2G8I5EW1FVP36

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

  - **Street Address 1:** 333 South Hope Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 9499755000

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

- **a. Name of Series:** Capital Income Builder

- **b. EDGAR series identifier (if any):** S000009000

- **c. LEI of Series:** HB3628X2G8I5EW1FVP36

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $129945975524.28

**Total Liabilities:** $3162117552.87

**Net Assets:** $126783857971.41

**Cash Not Reported:** $9694641.55

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -11043.110000000000 | **1-Year:** -291166.970000000000 | **5-Year:** -727258.320000000000 | **10-Year:** -986187.300000000000 | **30-Year:** -470181.600000000000

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

- **3-Month:** -10366.500000000000 | **1-Year:** -183656.560000000000 | **5-Year:** -488303.610000000000 | **10-Year:** -133291.600000000000 | **30-Year:** -14994.620000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000024463 | 3.51%                | -4.86%               | 4.50%                |
| Class ID C000024464 | 3.45%                | -4.92%               | 4.45%                |
| Class ID C000024465 | 3.45%                | -4.93%               | 4.45%                |
| Class ID C000024466 | 3.48%                | -4.89%               | 4.49%                |
| Class ID C000024467 | 3.51%                | -4.86%               | 4.50%                |
| Class ID C000024468 | 3.53%                | -4.83%               | 4.53%                |
| Class ID C000024470 | 3.46%                | -4.92%               | 4.45%                |
| Class ID C000024471 | 3.51%                | -4.87%               | 4.52%                |
| Class ID C000024472 | 3.52%                | -4.87%               | 4.52%                |
| Class ID C000024474 | 3.45%                | -4.93%               | 4.45%                |
| Class ID C000024475 | 3.50%                | -4.89%               | 4.49%                |
| Class ID C000024476 | 3.53%                | -4.85%               | 4.52%                |
| Class ID C000068596 | 3.54%                | -4.85%               | 4.53%                |
| Class ID C000077881 | 3.54%                | -4.84%               | 4.54%                |
| Class ID C000148440 | 3.47%                | -4.89%               | 4.47%                |
| Class ID C000164810 | 3.52%                | -4.84%               | 4.53%                |
| Class ID C000180006 | 3.54%                | -4.84%               | 4.55%                |
| Class ID C000189418 | 3.53%                | -4.84%               | 4.54%                |
| Class ID C000189419 | 3.55%                | -4.84%               | 4.53%                |
| Class ID C000224565 | 3.53%                | -4.84%               | 4.53%                |
| Class ID C000224566 | 3.53%                | -4.83%               | 4.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1228297794.97           | $2875863966.44                             |
| Month 2  | $154633917.77            | $-6717008727.74                            |
| Month 3  | $614156021.63            | $4469760234.16                             |

**Designated Index Information**

- **Index Name:** 70%/30% MSCI All Country World Index/Bloomberg U.S. Aggregate Index

- **Index Identifier:** 70MXWO30LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| STANDARD CHARTERED PLC                                                           | STANDARD CHARTERED PLC 144A LIFE SR UNSEC 2.608% 01-12-28/27                                 | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $986995.00     | 0.00%             | 2028-01-12      | Variable      | 2.61%                 | 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        |    1660000 | PA      | $1402080.82    | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 2.85% 03-08-29                                                      | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |   10000000 | PA      | $9496890.00    | 0.01%             | 2029-03-08      | Variable      | 2.85%                 | 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        |    4342000 | PA      | $4538501.55    | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL SUB 7.25% 02-02-33                                                       | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2593242.50    | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                          | SASOL FINANCING USA LLC 144A LIFE SR UNSEC 8.75% 05-03-29                                    | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     664000 | PA      | $703103.62     | 0.00%             | 2029-05-03      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                          | SASOL FINANCING USA LLC REG S SR UNSEC 8.75% 05-03-29                                        | CUSIP: N/A<br>LEI: 549300XRB1PFMESFEL85       | Long             | DBT              | CORP              | US        |     350000 | PA      | $370611.85     | 0.00%             | 2029-05-03      | Fixed         | 8.75%                 | 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        |    2000000 | PA      | $2048714.00    | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST 144A LIFE SR SEC 1ST LIEN 8.625% 11-15-31                           | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   28212000 | PA      | $29703765.92   | 0.02%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.2% 06-01-34                                  | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3320000 | PA      | $3288901.56    | 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        |    1915000 | PA      | $2038314.51    | 0.00%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                             | TALOS PRODUCTION INC 144A LIFE SR SEC 2ND LIEN 9.0% 02-01-29                                 | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     735000 | PA      | $767145.96     | 0.00%             | 2029-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | TEXAS INSTRUMENTS INC SR UNSEC 4.85% 02-08-34                                                | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5065.20       | 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        |    5445000 | PA      | $5560461.23    | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | 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        |    1935000 | PA      | $1989578.61    | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP SR UNSEC 5.153% 08-05-32/31                                            | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1677120.73    | 0.00%             | 2032-08-05      | Variable      | 5.15%                 | 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        |     400000 | PA      | $403169.20     | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                    | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV SR UNSEC 5.75% 12-01-30                        | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |     900000 | PA      | $924290.10     | 0.00%             | 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        |     200000 | PA      | $208375.00     | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  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        |     518000 | PA      | $513486.67     | 0.00%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 144A LIFE SR SEC 1ST LIEN SF 8.75% 02-15-30                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     700000 | PA      | $733506.20     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP SR UNSEC 5.711% 01-24-35/34                                            | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1008000 | PA      | $1037652.34    | 0.00%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SUB 5.489% 04-23-37/36                                                  | CUSIP: 06051GNC9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11935392.00   | 0.01%             | 2037-04-23      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 4.477% 04-23-30/29                                             | CUSIP: 06051GMY2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11966124.00   | 0.01%             | 2030-04-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                   | BLACKSTONE PRIVATE CREDIT FUND SR UNSEC 5.95% 05-15-31                                       | CUSIP: 09261HCC9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   11230000 | PA      | $11047725.87   | 0.01%             | 2031-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 7.0% 02-01-33                                                 | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1963180.77    | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 7.375% 02-01-36                                               | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   46114000 | PA      | $45250699.81   | 0.04%             | 2036-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND 5.375% 01-21-29                                       | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2280000 | PA      | $2263812.00    | 0.00%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA                                                          | SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.875% 01-12-56                                | CUSIP: 80413TBS7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    3738000 | PA      | $3600422.91    | 0.00%             | 2056-01-12      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                             | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 4.0% 02-02-29                                        | CUSIP: 80415RAB7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    1217000 | PA      | $1201534.36    | 0.00%             | 2029-02-02      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                             | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 4.375% 02-02-31                                      | CUSIP: 80415RAA9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   17750000 | PA      | $17461811.00   | 0.01%             | 2031-02-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB7242 10-01-53                                                                | CUSIP: 3140QTBL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      93187 | PA      | $96957.78      | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FMBT 2024-FBLU                                                                   | FMBT 2024-FBLU A 144A FRN 12-15-39                                                           | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2667000 | PA      | $2671904.61    | 0.00%             | 2039-12-15      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 BU5259 12-01-54                                                                | CUSIP: 3140M6ZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3991891 | PA      | $4157834.01    | 0.00%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8469 10-01-54                                                                | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     537958 | PA      | $541200.32     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | 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        |    3954604 | PA      | $3978643.78    | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA5472 09-01-54                                                                | CUSIP: 31418FCJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1214699 | PA      | $1260447.38    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 DC7042 12-01-54                                                                | CUSIP: 3140AUZG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     122180 | PA      | $117902.95     | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8475 11-01-54                                                                | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1127402 | PA      | $1134428.17    | 0.00%             | 2054-11-01      | 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        |     554525 | PA      | $544671.96     | 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        |     346896 | PA      | $340295.26     | 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        |    1151295 | PA      | $1176888.94    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CB9736 01-01-55                                                                | CUSIP: 3140QVZA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     950891 | PA      | $917931.45     | 0.00%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FM6332 02-01-51                                                                | CUSIP: 3140XABA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     709336 | PA      | $568473.20     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QC3423 06-01-51                                                                | CUSIP: 3133AMYU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      39615 | PA      | $31747.29      | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QC0474 04-01-51                                                                | CUSIP: 3133AJQ30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     179264 | PA      | $143664.85     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD1406 08-01-52                                                                | CUSIP: 3132DNR39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     722482 | PA      | $579830.77     | 0.00%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QB6698 12-01-50                                                                | CUSIP: 3133ADNP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      37928 | PA      | $30423.78      | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QC5798 08-01-51                                                                | CUSIP: 3133AQNP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      26443 | PA      | $21257.36      | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BV0162 03-01-52                                                                | CUSIP: 3140MDFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4039891 | PA      | $3237451.46    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB2850 02-01-52                                                                | CUSIP: 3140QNEY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3264301 | PA      | $2615932.38    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REACH 2026-1A                                                                    | REACH 2026-1A B 144A 4.37% 02-15-33                                                          | CUSIP: 75526XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     502000 | PA      | $500108.97     | 0.00%             | 2033-02-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| REACH 2026-1A                                                                    | REACH 2026-1A A 144A 4.32% 02-15-33                                                          | CUSIP: 75526XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     565126 | PA      | $565034.33     | 0.00%             | 2033-02-15      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                                    | SDART 2026-1 A2 4.04% 03-15-29                                                               | CUSIP: 80288FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1424000 | PA      | $1423669.63    | 0.00%             | 2029-03-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND 6.125% 01-21-31                                       | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1190000 | PA      | $1190238.00    | 0.00%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 5.399% 01-30-37/36                                       | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3193606.00    | 0.00%             | 2037-01-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | CENCORA INC SR UNSEC 4.9% 02-13-36                                                           | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    2358000 | PA      | $2301495.25    | 0.00%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | CENCORA INC SR UNSEC 4.6% 02-13-33                                                           | CUSIP: 03073EBD6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3443667.50    | 0.00%             | 2033-02-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX RESOURCES CORP 144A LIFE SR UNSEC 5.875% 03-01-34                                        | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     410000 | PA      | $406953.70     | 0.00%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 5.402% 04-22-37/36                                        | CUSIP: 12803RAP9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    2361000 | PA      | $2333331.44    | 0.00%             | 2037-04-22      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 4.818% 04-22-32/31                                        | CUSIP: 12803RAN4<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    4690000 | PA      | $4660607.77    | 0.00%             | 2032-04-22      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| CANPACK GROUP INC                                                                | CANPACK GROUP INC 144A LIFE SR UNSEC 6.0% 05-15-31                                           | CUSIP: 13804MAA0<br>LEI: 984500B07543RA953A98 | Long             | DBT              | CORP              | US        |     285000 | PA      | $285284.15     | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                               | CIPHER COMPUTE LLC 144A LIFE SR SEC 1ST LIEN SF 7.125% 11-15-30                              | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2516565.58    | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 4.725% 02-06-32/31                                              | CUSIP: 25160PAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6292000 | PA      | $6191239.91    | 0.00%             | 2032-02-06      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 5.06% 04-14-32/31                                               | CUSIP: 25160PAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12859000 | PA      | $12847439.76   | 0.01%             | 2032-04-14      | Variable      | 5.06%                 | No            |                  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        |    2325000 | PA      | $2711975.33    | 0.00%             | 2079-12-31      | Variable      | 9.12%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA SR UNSEC 3.625% 09-10-28                                                         | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   13165000 | PA      | $13041696.61   | 0.01%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLICAS DE MEDELLIN ESP                                                | EMPRESAS PUBLICAS DE MEDELLIN ESP REG S SR UNSEC 4.25% 07-18-29                              | CUSIP: N/A<br>LEI: 549300SU25TO8EMXB434       | Long             | DBT              | CORP              | CO        |    2318000 | PA      | $2200894.64    | 0.00%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA SR UNSEC 3.25% 11-18-49                                                          | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    7583000 | PA      | $5252038.88    | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION                                                                | EATON CORP SR UNSEC 4.5% 03-06-33                                                            | CUSIP: 278058DY5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    1546000 | PA      | $1523511.88    | 0.00%             | 2033-03-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 6.75% 08-15-26                                                   | CUSIP: 912810EX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35000000 | PA      | $35319238.50   | 0.03%             | 2026-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 08-15-39                                                    | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25000000 | PA      | $24615235.00   | 0.02%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 02-15-41                                                   | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  136000000 | PA      | $135755621.60  | 0.11%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 6.5% 11-15-26                                                    | CUSIP: 912810EY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  178000000 | PA      | $180652609.40  | 0.14%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RQ0110 04-01-56                                                                | CUSIP: 3142J6DQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   17380442 | PA      | $17137845.49   | 0.01%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 RQ0074 12-01-55                                                                | CUSIP: 3142J6CL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1779254 | PA      | $1713031.72    | 0.00%             | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 G06061 10-01-40                                                                    | CUSIP: 3128M8B60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     352291 | PA      | $339808.73     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 BC8719 175K MAX 06-01-46                                                       | CUSIP: 3140F4VM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1714106 | PA      | $1636417.48    | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 BC8720 200K MAX 06-01-46                                                       | CUSIP: 3140F4VN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1421275 | PA      | $1360381.97    | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 AW4156 175K MAX 05-01-44                                                       | CUSIP: 3138XTTN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1606102 | PA      | $1540451.39    | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 AW4026 175K MAX 06-01-44                                                       | CUSIP: 3138XTPL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1305864 | PA      | $1258351.67    | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 G60546 12-01-42                                                                    | CUSIP: 31335ATB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3028872 | PA      | $2920913.54    | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3136 OP PAC PO 0.0% 04-15-36                                                             | CUSIP: 31396NH66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     418294 | PA      | $343942.47     | 0.00%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.5 G60138 08-01-45                                                                    | CUSIP: 31335AEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10584263 | PA      | $9943290.98    | 0.01%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 2006-51 PO PAC PO 0.0% 03-25-36                                                          | CUSIP: 31395DS59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      69618 | PA      | $68296.12      | 0.00%             | 2036-03-25      | Fixed         | 0.00%                 | 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        |     667875 | PA      | $623940.54     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.0 BD1967 175K MAX 07-01-46                                                       | CUSIP: 3140F9FH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1364369 | PA      | $1301994.34    | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 2006-32 OA PAC PO 0.0% 05-25-36                                                          | CUSIP: 31395B5Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     301327 | PA      | $261935.63     | 0.00%             | 2036-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3155 FO PAC PO 0.0% 05-15-36                                                             | CUSIP: 31396R4N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     291007 | PA      | $249293.13     | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 6.0 887695 06-01-36                                                                | CUSIP: 31410FGC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     756923 | PA      | $782222.62     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGJMT6 3.5 T65389 09-01-46                                                                   | CUSIP: 31322Y7A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40996 | PA      | $37953.16      | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AL9190 09-01-46                                                                | CUSIP: 3138ERF88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1182946 | PA      | $1129571.13    | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS AS7939 09-01-46                                                                    | CUSIP: 3138WHZD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5961317 | PA      | $5691120.16    | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AS7598 07-01-46                                                                | CUSIP: 3138WHNQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3686293 | PA      | $3519974.44    | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHMS K064 A2 3.224% 03-25-27                                                                 | CUSIP: 3137BXQY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    4390000 | PA      | $4359032.94    | 0.00%             | 2027-03-25      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA3058 07-01-47                                                                | CUSIP: 31418CMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2155412 | PA      | $2035049.90    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNA 2017-M7 A2 FRN 02-25-27                                                                  | CUSIP: 3136AV7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    2106416 | PA      | $2087673.12    | 0.00%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q49716 08-01-47                                                                    | CUSIP: 3132WPYN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     323304 | PA      | $313431.03     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA4711 07-01-52                                                                | CUSIP: 31418EGV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      39144 | PA      | $39522.11      | 0.00%             | 2052-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB4418 08-01-52                                                                | CUSIP: 3140QP4C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      78828 | PA      | $79450.02      | 0.00%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX4398 11-01-52                                                                | CUSIP: 3140N83G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     835874 | PA      | $858615.58     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX1223 10-01-52                                                                | CUSIP: 3140N5LD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1255153 | PA      | $1275041.73    | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8235 08-01-52                                                                | CUSIP: 3132DWEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     943456 | PA      | $828410.98     | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF3380 11-01-52                                                                | CUSIP: 3133BQXH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2977874 | PA      | $3025061.64    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | 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        |     420519 | PA      | $352807.92     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD3209 12-01-51                                                                | CUSIP: 3133B0R62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     963205 | PA      | $844917.48     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA4894 01-01-53                                                                | CUSIP: 31418ENL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   29025737 | PA      | $29789984.16   | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE1863 05-01-52                                                                | CUSIP: 3133BBB81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      52306 | PA      | $44058.11      | 0.00%             | 2052-05-01      | 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        |     674976 | PA      | $598880.88     | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8301 02-01-53                                                                | CUSIP: 3132DWGJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      53332 | PA      | $54865.55      | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | 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        |      79891 | PA      | $64104.91      | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB3346 04-01-52                                                                | CUSIP: 3140QNWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8406887 | PA      | $6737069.04    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BU8729 06-01-52                                                                | CUSIP: 3140MAVX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2793489 | PA      | $2241959.09    | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA6973 03-01-52                                                                | CUSIP: 3133KNXA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3998763 | PA      | $3211626.22    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD8010 03-01-52                                                                | CUSIP: 3133B53T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     868942 | PA      | $697240.46     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF6034 12-01-52                                                                | CUSIP: 3133BTV31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      67815 | PA      | $68357.14      | 0.00%             | 2052-12-01      | 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        |   17935507 | PA      | $18109570.69   | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1975 07-01-54                                                                | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4417912 | PA      | $4554425.57    | 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        |    2757795 | PA      | $2841744.56    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8454 08-01-54                                                                | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     728797 | PA      | $744455.59     | 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        |    1075200 | PA      | $1102867.70    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD6286 08-01-54                                                                | CUSIP: 3132DT6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      24679 | PA      | $25039.80      | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC1873 09-01-54                                                                | CUSIP: 3140APCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       8494 | PA      | $8716.66       | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0784 12-01-63                                                                   | CUSIP: 3140FX2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3358573 | PA      | $3025392.05    | 0.00%             | 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        |     540241 | PA      | $501207.50     | 0.00%             | 2063-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8401 02-01-54                                                                | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     268232 | PA      | $270136.67     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5295 03-01-54                                                                | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       1163 | PA      | $1188.15       | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8464 09-01-54                                                                | CUSIP: 3132DWMM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2516905 | PA      | $2611694.62    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | 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        |      30413 | PA      | $31099.70      | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QJ4536 09-01-54                                                                | CUSIP: 3133CVBD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     603966 | PA      | $617142.01     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4791 07-01-54                                                                | CUSIP: 3140M6KD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2372402 | PA      | $2426174.40    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5554 12-01-54                                                                | CUSIP: 31418FE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     522793 | PA      | $534177.65     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QY0266 04-01-55                                                                | CUSIP: 31426JJL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     349933 | PA      | $357511.78     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  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        |      50422 | PA      | $51506.43      | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS2824 12-01-51                                                                | CUSIP: 3140XJD67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13056727 | PA      | $10953940.89   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | 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        |     408510 | PA      | $342714.64     | 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        |    1416417 | PA      | $1461983.19    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC8675 01-01-55                                                                | CUSIP: 3140AWT90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2435305 | PA      | $2488433.40    | 0.00%             | 2055-01-01      | 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        |    1246365 | PA      | $1273963.54    | 0.00%             | 2054-10-01      | 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        |     969751 | PA      | $813593.24     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BU6503 11-01-51                                                                | CUSIP: 3140M8GM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     230225 | PA      | $185653.79     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC2987 10-01-54                                                                | CUSIP: 3140AQJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     422931 | PA      | $432738.37     | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS9839 08-01-54                                                                | CUSIP: 3140XR4Z5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     380059 | PA      | $388703.46     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ4076 02-01-55                                                                | CUSIP: 3142GUQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     280598 | PA      | $286740.42     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | 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        |   15224413 | PA      | $15551555.25   | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD4526 03-01-52                                                                | CUSIP: 3132DSA36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      23832 | PA      | $19099.18      | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QY7786 07-01-55                                                                | CUSIP: 31426SUL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     251626 | PA      | $257141.27     | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BW0336 05-01-52                                                                | CUSIP: 3140MRLS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     247260 | PA      | $209002.53     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RQ0026 07-01-55                                                                | CUSIP: 3142J6A45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   15802488 | PA      | $15590513.33   | 0.01%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RQ0050 09-01-55                                                                | CUSIP: 3142J6BU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1726596 | PA      | $1763696.79    | 0.00%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RQ0027 07-01-55                                                                | CUSIP: 3142J6A52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      45818 | PA      | $46094.16      | 0.00%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SL2621 07-01-52                                                                | CUSIP: 31427P4F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   12421717 | PA      | $10478997.48   | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FA2839 07-01-52                                                                | CUSIP: 3140W3EM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   29682053 | PA      | $24898730.99   | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FP0128 06-01-54                                                                | CUSIP: 3140XTEA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1833009 | PA      | $1902040.57    | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FA2842 07-01-55                                                                | CUSIP: 3140W3EQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10244035 | PA      | $10629835.31   | 0.01%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FA2843 03-01-55                                                                | CUSIP: 3140W3ER6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3116939 | PA      | $3236670.27    | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 MA5649 03-01-55                                                                | CUSIP: 31418FH34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19929297 | PA      | $21040256.15   | 0.02%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 7.0 SL2928 01-01-55                                                                | CUSIP: 31427QHE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6301931 | PA      | $6653238.64    | 0.01%             | 2055-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FM4346 09-01-50                                                                | CUSIP: 3140X7ZL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2139733 | PA      | $1716145.00    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AJ9165 01-01-42                                                                | CUSIP: 3138E2FF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3928330 | PA      | $3783665.31    | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | 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        |    1092857 | PA      | $1052613.98    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AB4050 12-01-41                                                                | CUSIP: 31417AQC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     242761 | PA      | $233822.29     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_18-1                                              | MCMLT 2018-1 A1 144A FRN 05-25-62                                                            | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       5809 | PA      | $5794.90       | 0.00%             | 2062-05-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2023-01                                                                     | MCAS 2023-01 M10 144A FRN 11-25-53                                                           | CUSIP: 62548NAB4<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-CBDO         | CORP              | US        |    1350000 | PA      | $1549230.30    | 0.00%             | 2053-11-25      | Variable      | 10.15%                | Yes           |                  2 | On Loan: No      |
| MCAS 2023-01                                                                     | MCAS 2023-01 M7 144A FRN 11-25-53                                                            | CUSIP: 62548NAA6<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-CBDO         | CORP              | US        |     287895 | PA      | $296964.94     | 0.00%             | 2053-11-25      | Variable      | 7.65%                 | Yes           |                  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        |     178339 | PA      | $180139.97     | 0.00%             | 2069-05-25      | Variable      | 6.39%                 | Yes           |                  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        |    2288097 | PA      | $2325928.57    | 0.00%             | 2055-05-25      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| NY 2025-299P                                                                     | NY 2025-299P C 144A FRN 02-10-47                                                             | CUSIP: 62957FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     427000 | PA      | $436944.83     | 0.00%             | 2047-02-10      | Variable      | 6.17%                 | 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        |    1532000 | PA      | $1591479.90    | 0.00%             | 2047-02-10      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| NY 2025-299P                                                                     | NY 2025-299P B 144A FRN 02-10-47                                                             | CUSIP: 62957FAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     370000 | PA      | $380948.67     | 0.00%             | 2047-02-10      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| NZES 2025-FHT1                                                                   | NZES 2025-FHT1 A 144A 6.545% 03-25-32                                                        | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1426580 | PA      | $1430806.76    | 0.00%             | 2032-03-25      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| NYC 2025-28L                                                                     | NYC 2025-28L A 144A FRN 11-05-38                                                             | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4399000 | PA      | $4389454.17    | 0.00%             | 2038-11-05      | Variable      | 4.67%                 | 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        |    5496987 | PA      | $5533091.68    | 0.00%             | 2064-01-25      | Variable      | 6.07%                 | 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        |    1161138 | PA      | $1175079.64    | 0.00%             | 2064-02-25      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALD'S CORP SR UNSEC 5.15% 09-09-52                                                      | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1108751.18    | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 4.45% 08-15-52                                                   | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3497760.00    | 0.00%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MODEC FINANCE BV                                                                 | MODEC FINANCE BV 7.84% 07-15-26                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2023200.00    | 0.00%             | 2026-07-15      | Fixed         | 7.84%                 | Yes           |                  3 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                            | MINERVA LUXEMBOURG SA 144A LIFE SR UNSEC 8.875% 09-13-33                                     | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    2215000 | PA      | $2363644.22    | 0.00%             | 2033-09-13      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | MINERAL RESOURCES LTD 144A LIFE SR UNSEC 9.25% 10-01-28                                      | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    1206000 | PA      | $1252781.95    | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-07-36                                           | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    6115000 | PA      | $6148632.50    | 0.00%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 8.875% 08-15-31                                     | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1257106.48    | 0.00%             | 2031-08-15      | Fixed         | 8.88%                 | 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        |    1200000 | PA      | $1176031.20    | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC SR UNSEC 6.625% 05-15-32                                                   | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $5731425.20    | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                                | NFE FINANCING LLC 144A LIFE SR SEC 1ST LIEN 12.0% 11-15-29                                   | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   51391355 | PA      | $23157972.39   | 0.02%             | 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        |    1805000 | PA      | $1818739.66    | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 7.875% 06-15-32                                                        | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    2545000 | PA      | $2452957.53    | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | 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        |    2580000 | PA      | $2668156.02    | 0.00%             | 2030-07-17      | Fixed         | 7.50%                 | 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        |    9790000 | PA      | $10337965.88   | 0.01%             | 2035-07-17      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                         | NORTHERN OIL & GAS INC 144A LIFE SR UNSEC 7.875% 10-15-33                                    | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     735000 | PA      | $762095.78     | 0.00%             | 2033-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 6.125% 09-30-30                            | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9854150.00    | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | NABORS INDUSTRIES INC 144A LIFE SR UNSEC 7.625% 11-15-32                                     | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2087906.00    | 0.00%             | 2032-11-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| NFE BRAZIL FINANCING LTD                                                         | NFE BRAZIL FINANCING LTD PP SR SEC 1ST LIEN PIK 15.0% 08-30-29                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    5682964 | PA      | $5682964.48    | 0.00%             | 2029-08-30      | Fixed         | 15.00%                | Yes           |                  3 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC SR UNSEC 7.375% 04-01-36                                                   | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1930495.28    | 0.00%             | 2036-04-01      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC SR UNSEC 7.5% 04-01-46                                                     | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3455468.00    | 0.00%             | 2046-04-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 6.75% 06-15-26                                                         | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7015064.00    | 0.01%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                                              | NBM US HOLDINGS INC REG S SR UNSEC 6.625% 08-06-29                                           | CUSIP: N/A<br>LEI: 5493008K1QMSP0J8UC24       | Long             | DBT              | CORP              | US        |    2243000 | PA      | $2255336.50    | 0.00%             | 2029-08-06      | Fixed         | 6.62%                 | 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        |    9500000 | PA      | $9444377.50    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  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        |     817000 | PA      | $568743.11     | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | 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        |    2515000 | PA      | $2514205.26    | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 5.85% 10-21-33/32                                                        | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2098164.00    | 0.00%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND EUR 3.875% 05-16-31                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    5016000 | PA      | $5809078.27    | 0.00%             | 2031-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.493% 01-16-32/31                                                   | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1882000 | PA      | $1852251.23    | 0.00%             | 2032-01-16      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.238% 01-09-30/29                                                   | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2252138.53    | 0.00%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                                                | MA'ADEN SUKUK LTD 144A LIFE SR UNSEC 5.25% 01-29-36                                          | CUSIP: 55407NAD4<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    4032000 | PA      | $3984962.69    | 0.00%             | 2036-01-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.073% 01-30-37/36                                                   | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6851845.00    | 0.01%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COS INC SR UNSEC 4.95% 03-15-36                                             | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5920260.00    | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL INC SR UNSEC 5.1% 05-01-38                                            | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2878860.00    | 0.00%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL INC SR UNSEC 4.5% 05-01-33                                            | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1197000 | PA      | $1160540.58    | 0.00%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                             | MATADOR RESOURCES CO 144A LIFE SR UNSEC 6.0% 04-15-34                                        | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2108967.00    | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MOOG INC                                                                         | MOOG INC 144A LIFE SR UNSEC 5.5% 10-15-34                                                    | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     685000 | PA      | $687323.52     | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.708% 03-12-32/31                                                   | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8750000 | PA      | $8684410.00    | 0.01%             | 2032-03-12      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD                                                                  | MIZUHO BANK LTD 144A LIFE SR UNSEC 4.395% 04-16-29                                           | CUSIP: 60688XBN9<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $10020970.00   | 0.01%             | 2029-04-16      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.809% 04-16-32/31                                                   | CUSIP: 61748UAW2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   16723000 | PA      | $16685707.71   | 0.01%             | 2032-04-16      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.296% 04-10-37/36                                                   | CUSIP: 61748UAX0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4426000 | PA      | $4401125.88    | 0.00%             | 2037-04-10      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                        | NORTHERN STATES POWER CO SR SEC 1ST LIEN 4.85% 05-15-36                                      | CUSIP: 665772DB2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     500000 | PA      | $492526.00     | 0.00%             | 2036-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | NOVARTIS CAPITAL CORP SR UNSEC 4.6% 03-18-33                                                 | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1409000 | PA      | $1399678.06    | 0.00%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | NOVARTIS CAPITAL CORP SR UNSEC 4.9% 03-18-36                                                 | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     336000 | PA      | $333802.90     | 0.00%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | NOVARTIS CAPITAL CORP SR UNSEC 5.7% 03-18-56                                                 | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     566000 | PA      | $567338.02     | 0.00%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | NOVARTIS CAPITAL CORP SR UNSEC 5.6% 03-18-46                                                 | CUSIP: 66989HBK3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     154000 | PA      | $154232.69     | 0.00%             | 2046-03-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                | NEXSTAR MEDIA INC 144A LIFE SR SEC 1ST LIEN 6.5% 09-15-33                                    | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   20990000 | PA      | $21165077.59   | 0.02%             | 2033-09-15      | Fixed         | 6.50%                 | 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        |    6754824 | PA      | $6227285.31    | 0.00%             | 2048-10-25      | Variable      | 1.18%                 | 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        |     447000 | PA      | $448370.06     | 0.00%             | 2041-07-15      | Variable      | 5.35%                 | 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        |    1536253 | PA      | $1545488.90    | 0.00%             | 2069-05-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ALA 2025-OANA                                                                    | ALA 2025-OANA A 144A FRN 06-15-40                                                            | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2840000 | PA      | $2854944.08    | 0.00%             | 2040-06-15      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BX 2026-VLT9                                                                     | BX 2026-VLT9 B 144A FRN 03-15-45                                                             | CUSIP: 05618UAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2905000 | PA      | $2906179.43    | 0.00%             | 2045-03-15      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BX 2026-VLT9                                                                     | BX 2026-VLT9 A 144A FRN 03-15-45                                                             | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2999913.00    | 0.00%             | 2045-03-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| BX 2026-VLT9                                                                     | BX 2026-VLT9 C 144A FRN 03-15-45                                                             | CUSIP: 05618UAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     933000 | PA      | $933431.05     | 0.00%             | 2045-03-15      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2026-5YR21                                                                 | BANK5 2026-5YR21 A3 5.525% 04-15-59                                                          | CUSIP: 06644BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8000000 | PA      | $8261600.00    | 0.01%             | 2059-04-15      | Fixed         | 5.53%                 | 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        |     314588 | PA      | $311597.52     | 0.00%             | 2059-05-26      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2021-B25                                                                   | BMARK 2021-B25 A5 2.577% 04-15-54                                                            | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     475000 | PA      | $427329.48     | 0.00%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                              | BX 2021-ACNT B 144A FRN 11-15-38                                                             | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1467560 | PA      | $1467826.68    | 0.00%             | 2038-11-15      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                              | BX 2021-ACNT C 144A FRN 11-15-38                                                             | CUSIP: 05609QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     288218 | PA      | $288280.09     | 0.00%             | 2038-11-15      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                              | BX 2021-ACNT D 144A FRN 11-15-38                                                             | CUSIP: 05609QAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     824216 | PA      | $824430.70     | 0.00%             | 2038-11-15      | Variable      | 5.62%                 | 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        |    6438950 | PA      | $6445478.63    | 0.01%             | 2037-04-15      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST BSARM_03-8                           | BSARM 2003-8 3A FRN 01-25-34                                                                 | CUSIP: 07384MZU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     260963 | PA      | $212050.57     | 0.00%             | 2034-01-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR1                                                                  | BANK5 2023-5YR1 B FRN 04-15-56                                                               | CUSIP: 06644EBZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5216000 | PA      | $5316793.98    | 0.00%             | 2056-04-15      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_23-B38                                            | BMARK 2023-B38 A4 5.5246% 04-15-56                                                           | CUSIP: 081916AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6364000 | PA      | $6573114.68    | 0.01%             | 2056-04-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V5                                                                    | BMARK 2024-V5 C FRN 01-10-57                                                                 | CUSIP: 08163XBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      69000 | PA      | $71440.32      | 0.00%             | 2057-01-10      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V5                                                                    | BMARK 2024-V5 AM FRN 01-10-57                                                                | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     504000 | PA      | $522253.87     | 0.00%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_24-CNYN                                                              | BX 2024-CNYN A 144A FRN 04-15-41                                                             | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2081135 | PA      | $2087615.82    | 0.00%             | 2041-04-15      | Variable      | 5.10%                 | 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        |     436257 | PA      | $437099.61     | 0.00%             | 2034-05-15      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                    | BMP 2024-MF23 A 144A FRN 06-15-41                                                            | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1996000 | PA      | $1997964.06    | 0.00%             | 2041-06-15      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V7                                                                    | BMARK 2024-V7 AS FRN 05-15-56                                                                | CUSIP: 08163YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1718000 | PA      | $1787711.29    | 0.00%             | 2056-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 963341 05-01-38                                                                | CUSIP: 31414DWA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     226634 | PA      | $232878.13     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.0 A76884 05-01-38                                                                    | CUSIP: 3128LAUH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134155 | PA      | $133385.39     | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 963269 05-01-38                                                                    | CUSIP: 31414DT22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     700228 | PA      | $719518.04     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA4979 04-01-53                                                                | CUSIP: 31418EQ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   37137784 | PA      | $37490629.87   | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD2948 11-01-52                                                                | CUSIP: 3132DQHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   27766128 | PA      | $28027046.50   | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | 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        |      20914 | PA      | $20682.44      | 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        |     869976 | PA      | $770963.20     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA7052 09-01-50                                                                | CUSIP: 3140QEZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     913876 | PA      | $808736.90     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BW1243 10-01-52                                                                | CUSIP: 3140MSLZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7892762 | PA      | $7973441.45    | 0.01%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 FS4563 05-01-53                                                                | CUSIP: 3140XLB98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2459621 | PA      | $2443680.44    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD2716 04-01-53                                                                | CUSIP: 3132DQAR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3778158 | PA      | $3754643.22    | 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        |     279288 | PA      | $276660.82     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BW1289 10-01-52                                                                | CUSIP: 3140MSNF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8590317 | PA      | $8674613.33    | 0.01%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5073 07-01-53                                                                | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   20345231 | PA      | $20862203.33   | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QG3376 05-01-53                                                                | CUSIP: 3133C3XD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     802756 | PA      | $829487.24     | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BX8415 04-01-53                                                                | CUSIP: 3140NDK55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     807558 | PA      | $833012.61     | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF8331 02-01-53                                                                | CUSIP: 3133BWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2720964 | PA      | $2745912.95    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF8462 03-01-53                                                                | CUSIP: 3133BWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     244999 | PA      | $247201.11     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX6633 01-01-53                                                                | CUSIP: 3140NBLP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     711185 | PA      | $717529.35     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG1023 04-01-53                                                                | CUSIP: 3133C1D49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3335199 | PA      | $3362617.27    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF7483 02-01-53                                                                | CUSIP: 3133BVJ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8572287 | PA      | $8650226.12    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF7073 02-01-53                                                                | CUSIP: 3133BU2E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3429755 | PA      | $3461655.09    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BY4218 06-01-53                                                                | CUSIP: 3140NLVL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     880973 | PA      | $889386.97     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | 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        |    1423778 | PA      | $1464725.46    | 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        |     835631 | PA      | $856624.04     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | 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        |     222824 | PA      | $224258.00     | 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        |     455224 | PA      | $457967.70     | 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        |     382531 | PA      | $360251.44     | 0.00%             | 2056-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS6943 06-01-52                                                                | CUSIP: 3140XNWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      28109 | PA      | $24647.51      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | 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        |    1563775 | PA      | $1573967.64    | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2474 09-01-54                                                                | CUSIP: 3142GSXC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1077597 | PA      | $1120775.46    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2470 09-01-54                                                                | CUSIP: 3142GSW87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     296104 | PA      | $308110.95     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP SA                                                        | TYCO ELECTRONICS GROUP SA SR UNSEC 4.875% 02-09-36                                           | CUSIP: 902133BF3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     952000 | PA      | $938190.29     | 0.00%             | 2036-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL F&B INVESTMENTS III INC                                               | INDUSTRIAL F&B INVESTMENTS III INC 144A LIFE SR SEC 1ST LIEN 7.75% 02-11-33                  | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |    2295000 | PA      | $2321016.12    | 0.00%             | 2033-02-11      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                     | THERMO FISHER SCIENTIFIC INC SR UNSEC 4.902% 02-12-36                                        | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     693000 | PA      | $686295.23     | 0.00%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                     | THERMO FISHER SCIENTIFIC INC SR UNSEC 4.55% 06-15-33                                         | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     528000 | PA      | $520946.98     | 0.00%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 144A LIFE SUB 6.125% 07-31-34                                                  | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     483000 | PA      | $484135.05     | 0.00%             | 2034-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                                                           | SUMISHO AIR LEASE CORP 144A SR UNSEC 4.5% 03-24-29                                           | CUSIP: 873923AC0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     940000 | PA      | $934440.84     | 0.00%             | 2029-03-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                                                           | SUMISHO AIR LEASE CORP 144A SR UNSEC 4.4% 03-24-28                                           | CUSIP: 873923AA4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1213858.52    | 0.00%             | 2028-03-24      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                                                           | SUMISHO AIR LEASE CORP 144A SR UNSEC 4.85% 03-24-31                                          | CUSIP: 873923AE6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    4565000 | PA      | $4525964.69    | 0.00%             | 2031-03-24      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                                                           | SUMISHO AIR LEASE CORP 144A SR UNSEC 5.5% 03-24-36                                           | CUSIP: 873923AG1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2090000 | PA      | $2073731.44    | 0.00%             | 2036-03-24      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC 144A LIFE SR UNSEC 6.125% 05-01-31                                   | CUSIP: 87422VAQ1<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     565000 | PA      | $566239.05     | 0.00%             | 2031-05-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC 144A LIFE SR UNSEC 6.375% 05-01-33                                   | CUSIP: 87422VAP3<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     810000 | PA      | $811446.66     | 0.00%             | 2033-05-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 5.401% 07-02-37                                          | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     351000 | PA      | $350192.35     | 0.00%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | VALERO ENERGY CORP SR UNSEC 5.15% 03-10-36                                                   | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2462467.50    | 0.00%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VISTA ENERGY ARGENTINA SAU                                                       | VISTA ENERGY ARGENTINA SAU 144A LIFE SR UNSEC SF 7.875% 04-08-38                             | CUSIP: 92841RAC4<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |    7452000 | PA      | $7608492.00    | 0.01%             | 2038-04-08      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 ZT1704 01-01-49                                                                | CUSIP: 3132AD3M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  107027650 | PA      | $105115601.34  | 0.08%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM9632 11-01-51                                                                | CUSIP: 3140XDV29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   33390733 | PA      | $29666129.89   | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM9631 11-01-51                                                                | CUSIP: 3140XDVZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14712644 | PA      | $13110966.41   | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | 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        |     778188 | PA      | $810539.85     | 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        |   25347670 | PA      | $25552276.51   | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB2414 12-01-51                                                                | CUSIP: 3140QMVG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   16314792 | PA      | $14576695.73   | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 5.5 BF0342 01-01-59                                                                   | CUSIP: 3140FXLY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   20389088 | PA      | $20934761.28   | 0.02%             | 2059-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 5.5 BF0142 08-01-56                                                                   | CUSIP: 3140FXEQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   29207571 | PA      | $29989253.02   | 0.02%             | 2056-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FS0972 01-01-52                                                                | CUSIP: 3140XGCJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13993843 | PA      | $12923789.63   | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | 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        |    7619000 | PA      | $7632226.58    | 0.01%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II LP                                                        | TPG OPERATING GROUP II LP SR UNSEC 5.375% 01-15-36                                           | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4886125.00    | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.25% 01-31-34                                       | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   11005000 | PA      | $11260767.21   | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM7909 06-01-51                                                                | CUSIP: 3140XBYF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1147786 | PA      | $1013925.39    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FM7411 05-01-51                                                                | CUSIP: 3140XBGV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     301208 | PA      | $241389.91     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | 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        |    6282320 | PA      | $5537186.70    | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CA6987 09-01-50                                                                | CUSIP: 3140QEXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     862842 | PA      | $693950.70     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION                                                                | EATON CORP SR UNSEC 4.8% 03-06-36                                                            | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    2512000 | PA      | $2473953.25    | 0.00%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                          | ENFRAGEN ENERGIA SUR SA REG S SR SEC 1ST LIEN 5.375% 12-30-30                                | CUSIP: N/A<br>LEI: 2549002TO75PYMY3VY07       | Long             | DBT              | CORP              | ES        |    1099294 | PA      | $1024167.78    | 0.00%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 2.5 MA4361 06-01-36                                                                | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1394761 | PA      | $1315538.39    | 0.00%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BM3288 12-01-46                                                                | CUSIP: 3140J7UN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      17261 | PA      | $15987.46      | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | 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        |    4681532 | PA      | $3751803.10    | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4465 11-01-51                                                                | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2519425 | PA      | $2028530.50    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | 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        |   10878442 | PA      | $11072861.34   | 0.01%             | 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        |    9596554 | PA      | $9704419.62    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 2.875% 12-31-79/03-15-27                  | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |    4000000 | PA      | $4668150.64    | 0.00%             | 2079-12-31      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 4.97% 04-06-29                                             | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1765206.42    | 0.00%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB9146 09-01-54                                                                | CUSIP: 3140QVEU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      42842 | PA      | $43225.60      | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB9210 09-01-54                                                                | CUSIP: 3140QVGU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      75107 | PA      | $75624.98      | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.0 G08456 07-01-41                                                                    | CUSIP: 3128MJQJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85908 | PA      | $86168.67      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 AL0152 06-01-40                                                                | CUSIP: 3138EGE26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2259857 | PA      | $2370255.35    | 0.00%             | 2040-06-01      | Fixed         | 6.00%                 | 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        |     766006 | PA      | $616599.51     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 683351 02-01-33                                                                | CUSIP: 31400CEY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      41835 | PA      | $42621.34      | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.753% 04-06-33                                            | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5484000 | PA      | $5438044.08    | 0.00%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.375% 02-15-36                                | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    2710000 | PA      | $2665808.03    | 0.00%             | 2036-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 970772 11-01-38                                                                | CUSIP: 31414M6H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      26657 | PA      | $27183.82      | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 AD0249 04-01-37                                                                | CUSIP: 31418MH39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      55760 | PA      | $56729.78      | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.42% 04-09-31                                             | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   15707000 | PA      | $15574055.95   | 0.01%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.6% 01-08-31                                       | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1483237.50    | 0.00%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.45% 01-08-36                                      | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2333000 | PA      | $2317329.24    | 0.00%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 4.148% 01-21-29/28                                          | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3971116.00    | 0.00%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 4.516% 01-21-32/31                                          | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   14550000 | PA      | $14341367.55   | 0.01%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 5.065% 01-21-37/36                                          | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2934018.00    | 0.00%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PRIVATE CREDIT FUND                                                | GOLUB CAPITAL PRIVATE CREDIT FUND 144A SR UNSEC 5.6% 04-15-31                                | CUSIP: 38179RAG0<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     993000 | PA      | $959035.43     | 0.00%             | 2031-04-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                                                | GOLDMAN SACHS PRIVATE CREDIT CORP 144A SR UNSEC 5.05% 02-23-28                               | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     953000 | PA      | $942225.38     | 0.00%             | 2028-02-23      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 AE0392 12-01-39                                                                | CUSIP: 31419ANJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      41801 | PA      | $43027.36      | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.5 G06841 06-01-41                                                                    | CUSIP: 3128M85A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1061858 | PA      | $1093539.08    | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BQ7757 03-01-51                                                                | CUSIP: 3140KTTP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1041663 | PA      | $834795.33     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS6605 06-01-52                                                                | CUSIP: 3140XNKT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     232803 | PA      | $186569.51     | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BU2591 12-01-51                                                                | CUSIP: 3140M32Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      32848 | PA      | $26324.30      | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SCCU 2026-1A                                                                     | SCCU 2026-1A A2 144A 4.18% 08-15-29                                                          | CUSIP: 80620DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     853000 | PA      | $853008.53     | 0.00%             | 2029-08-15      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                | GENESIS ENERGY LP SR UNSEC 6.75% 03-15-34                                                    | CUSIP: 37185LAS1<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     575000 | PA      | $579389.55     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.75% 04-06-29                                      | CUSIP: 37045XFQ4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5721000 | PA      | $5734524.44    | 0.00%             | 2029-04-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 4.594% 04-20-30/29                                          | CUSIP: 38141GE83<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6985622.00    | 0.01%             | 2030-04-20      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                                                | GOLDMAN SACHS PRIVATE CREDIT CORP 144A SR UNSEC 6.15% 06-16-31                               | CUSIP: 38152BAQ4<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    7034000 | PA      | $6976736.21    | 0.01%             | 2031-06-16      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                       | HPS CORPORATE LENDING FUND 144A SR UNSEC 5.65% 04-02-31                                      | CUSIP: 40440VAV7<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2925882.00    | 0.00%             | 2031-04-02      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 6.375% 08-15-27                                                  | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54936600 | PA      | $56689852.15   | 0.04%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.875% 08-15-28                                                  | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  148319000 | PA      | $145051339.62  | 0.11%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.375% 08-15-50                                                  | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38101000 | PA      | $18419452.19   | 0.01%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.0% 08-15-51                                                    | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37789000 | PA      | $21265170.24   | 0.02%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.875% 05-15-32                                                  | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  278476000 | PA      | $259776782.16  | 0.20%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 11-15-42                                                    | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12950000 | PA      | $11638812.50   | 0.01%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                  | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.375% 06-16-36                        | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     865000 | PA      | $979063.84     | 0.00%             | 2036-06-16      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT TEN YEAR BOND JPY 2.1% 12-20-35                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 2051450000 | PA      | $12683596.90   | 0.01%             | 2035-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 5.625% 02-09-34                                         | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    9000000 | PA      | $8895780.00    | 0.01%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 12-31-32                                                  | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26000000 | PA      | $25531797.20   | 0.02%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.375% 12-31-27                                                  | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  150000000 | PA      | $148787115.00  | 0.12%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 02-15-36                                                  | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  206775900 | PA      | $202462678.79  | 0.16%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 02-15-56                                                   | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  430135100 | PA      | $414374691.85  | 0.33%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMPT 2026-ST1                                                                    | UMPT 2026-ST1 C 144A 5.13% 03-15-34                                                          | CUSIP: 91533VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     265000 | PA      | $262627.72     | 0.00%             | 2034-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| UMPT 2026-ST1                                                                    | UMPT 2026-ST1 B 144A 4.635% 03-15-34                                                         | CUSIP: 91533VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     247000 | PA      | $245564.68     | 0.00%             | 2034-03-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.5% 02-15-29                                                    | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5045500 | PA      | $4991694.28    | 0.00%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 02-15-46                                                  | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  163465900 | PA      | $156186567.31  | 0.12%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-56                           | CUSIP: 912810US5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2016640 | PA      | $1874924.00    | 0.00%             | 2056-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.5% 02-28-31                                                    | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50000000 | PA      | $48892580.00   | 0.04%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.75% 02-28-33                                                   | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30000000 | PA      | $29216016.00   | 0.02%             | 2033-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.5% 03-15-29                                                    | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  100000000 | PA      | $98914060.00   | 0.08%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 03-31-31                                                  | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  183346900 | PA      | $182158005.36  | 0.14%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 03-31-33                                                   | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  165999000 | PA      | $166485327.27  | 0.13%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 03-31-28                                                  | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  176090200 | PA      | $176069562.23  | 0.14%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AS7759 08-01-46                                                                | CUSIP: 3138WHTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8943800 | PA      | $8549521.78    | 0.01%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q41088 200K MAX 06-01-46                                                           | CUSIP: 3132WEF64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7346615 | PA      | $7028293.63    | 0.01%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q42626 200K MAX 08-01-46                                                           | CUSIP: 3132WF4L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2792460 | PA      | $2673197.08    | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EART 2024-4A                                                                     | EART 2024-4A B 5.29% 08-15-30                                                                | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     235703 | PA      | $236349.16     | 0.00%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| EQS 2024-1C                                                                      | EQS 2024-1C A 144A 6.05% 01-20-31                                                            | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     445554 | PA      | $450666.60     | 0.00%             | 2031-01-20      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE EQS_24-2M                                                         | EQS 2024-2M A 144A 5.7% 12-20-32                                                             | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     188075 | PA      | $189131.91     | 0.00%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| EVGRN 2025-CRT5                                                                  | EVGRN 2025-CRT5 C 144A 5.53% 05-15-29                                                        | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | US        |     153000 | PA      | $153791.93     | 0.00%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 2025-1A B 4.91% 08-15-29                                                                | CUSIP: 30167MAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     338000 | PA      | $339436.50     | 0.00%             | 2029-08-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 2025-1A A3 4.67% 08-15-28                                                               | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      74224 | PA      | $74292.04      | 0.00%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4                                       | EART 2025-4A A3 4.39% 09-17-29                                                               | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     956000 | PA      | $958029.59     | 0.00%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_23-1                              | FORDF 2023-1 A1 144A 4.92% 05-15-28                                                          | CUSIP: 34528QHV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16177000 | PA      | $16183357.56   | 0.01%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_23-2                                          | FORDR 2023-2 A 144A 5.28% 02-15-36                                                           | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15564000 | PA      | $15893956.80   | 0.01%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_24-3                              | FORDF 2024-3 A1 144A 4.3% 09-15-29                                                           | CUSIP: 34528QJK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20420000 | PA      | $20471192.94   | 0.02%             | 2029-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD FLAT_24-1A                                                   | FLAT 2024-1A A1R CLO 144A FRN 07-15-36                                                       | CUSIP: 33884EAQ4<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-O            | CORP              | KY        |    2077000 | PA      | $2074382.98    | 0.00%             | 2036-07-15      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_25-2                              | FORDF 2025-2 A1 4.06% 09-15-30                                                               | CUSIP: 34528QJU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2697000 | PA      | $2687808.62    | 0.00%             | 2030-09-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                       | GCI 2021-1 A 144A 2.38% 06-18-46                                                             | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3234578 | PA      | $2985593.23    | 0.00%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_22-1                              | GMREV 2022-1 A 144A 5.91% 10-11-35                                                           | CUSIP: 36265UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16218000 | PA      | $16642927.82   | 0.01%             | 2035-10-11      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-1                              | GMREV 2023-1 A 144A 5.12% 04-11-35                                                           | CUSIP: 38012RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25200000 | PA      | $25619731.20   | 0.02%             | 2035-04-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                       | HERTZ 2025-1A C 144A 6.03% 09-25-29                                                          | CUSIP: 42806MCV9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     824000 | PA      | $828023.59     | 0.00%             | 2029-09-25      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-2                                       | HERTZ 2025-2A C 144A 6.4% 09-25-31                                                           | CUSIP: 42806MCZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     958000 | PA      | $975039.95     | 0.00%             | 2031-09-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| UMPT 2026-ST1                                                                    | UMPT 2026-ST1 A 144A 4.244% 03-15-34                                                         | CUSIP: 91533VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     319792 | PA      | $319434.67     | 0.00%             | 2034-03-15      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2026-2                                              | UPST 2026-2 A2 144A 4.54% 05-20-36                                                           | CUSIP: 91683AAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     421000 | PA      | $422065.13     | 0.00%             | 2036-05-20      | Fixed         | 4.54%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING IV LLC HERTZ_25-4                                        | HERTZ 2025-4A C 144A 6.48% 12-25-31                                                          | CUSIP: 42806MDH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     453000 | PA      | $461816.29     | 0.00%             | 2031-12-25      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING IV LLC HERTZ_25-4                                        | HERTZ 2025-4A A 144A 5.41% 12-25-31                                                          | CUSIP: 42806MDF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24998000 | PA      | $25472587.03   | 0.02%             | 2031-12-25      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                            | WLAKE 2026-P1 A2 144A 3.84% 01-16-29                                                         | CUSIP: 96043AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     319000 | PA      | $318443.98     | 0.00%             | 2029-01-16      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 2026-1 LLC                                            | WHEELS 2026-1A A2A 144A 4.3% 04-18-39                                                        | CUSIP: 96329JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1147000 | PA      | $1146931.18    | 0.00%             | 2039-04-18      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | GILEAD SCIENCES INC                                                                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    6514103 | NS      | $852305236.52  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE PLC                                                                     | GLENCORE PLC                                                                                 | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | CH        |    8041605 | NS      | $62291903.97   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | GENUINE PARTS CO                                                                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     244242 | NS      | $26190069.66   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                                          | GSK PLC                                                                                      | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |    3240408 | NS      | $85152596.50   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC                                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    1334663 | NS      | $438837194.40  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                      | HONEYWELL INTERNATIONAL INC                                                                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    1169879 | NS      | $250740166.07  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IBERDROLA SA                                                                     | IBERDROLA SA                                                                                 | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |   22161855 | NS      | $519442815.09  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                                            | INTACT FINANCIAL CORP                                                                        | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |    2095653 | NS      | $403810664.57  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                           | INTERNATIONAL FLAVORS & FRAGRANCES INC                                                       | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     643045 | NS      | $45141759.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 3I GROUP PLC                                                                     | 3I GROUP PLC                                                                                 | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |    5375410 | NS      | $187206377.15  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                              | IMPERIAL BRANDS PLC                                                                          | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |   15560120 | NS      | $592257141.12  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV                                                                                 | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |   15986625 | NS      | $463691318.24  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | INTERNATIONAL PAPER CO                                                                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    1489692 | NS      | $45316430.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX7384 02-01-53                                                                | CUSIP: 3140NCF20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     105196 | PA      | $106056.06     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX2476 12-01-52                                                                | CUSIP: 3140N6XE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      23946 | PA      | $24162.99      | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  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        |    1479417 | PA      | $1482206.97    | 0.00%             | 2032-09-20      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2025-2A                                                                    | HPEFS 2025-2A A2 144A 4.07% 11-22-32                                                         | CUSIP: 442927AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1875000 | PA      | $1874240.63    | 0.00%             | 2032-11-22      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-5                                       | HERTZ 2025-5A C 144A 5.5% 05-25-30                                                           | CUSIP: 42806MDN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     833000 | PA      | $825998.64     | 0.00%             | 2030-05-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-6                                       | HERTZ 2025-6A C 144A 5.82% 05-25-32                                                          | CUSIP: 42806MDS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1157000 | PA      | $1149039.84    | 0.00%             | 2032-05-25      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QE8785 09-01-52                                                                | CUSIP: 3133BJXN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1748723 | PA      | $1762713.24    | 0.00%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BU8845 05-01-52                                                                | CUSIP: 3140MAZK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     203463 | PA      | $185591.21     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX5592 01-01-53                                                                | CUSIP: 3140NAGA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      21280 | PA      | $21493.15      | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX0856 01-01-53                                                                | CUSIP: 3140N45S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      27394 | PA      | $27783.02      | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS0370 01-01-52                                                                | CUSIP: 3140XFMU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2111641 | PA      | $1771561.57    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  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        |      77838 | PA      | $70940.06      | 0.00%             | 2053-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 RA6531 01-01-52                                                                | CUSIP: 3133KNHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      20934 | PA      | $19215.53      | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC8196 10-01-51                                                                | CUSIP: 3133ATC90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     664911 | PA      | $557838.05     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QF7871 02-01-53                                                                | CUSIP: 3133BVW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      35253 | PA      | $29617.60      | 0.00%             | 2053-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0647 06-01-62                                                                   | CUSIP: 3140FXWH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   16070394 | PA      | $13934896.11   | 0.01%             | 2062-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K156                              | FHMS K156 A2 (MF) 4.43% 02-25-33                                                             | CUSIP: 3137HA2B1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   13801000 | PA      | $13767297.96   | 0.01%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 2.0 RB0544 06-01-41                                                                | CUSIP: 3133KTS92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4510039 | PA      | $3953279.21    | 0.00%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  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        |    6450000 | PA      | $6825957.60    | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | 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        |    1780000 | PA      | $1846659.22    | 0.00%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 5.727% 04-25-30/29                                          | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     750000 | PA      | $772545.75     | 0.00%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL LLC                                              | GRAPHIC PACKAGING INTERNATIONAL LLC 144A LIFE SR UNSEC 6.375% 07-15-32                       | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6995009.00    | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | Yes           |                  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        |    3034000 | PA      | $3222529.73    | 0.00%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| GULFPORT ENERGY OPERATING CORP                                                   | GULFPORT ENERGY OPERATING CORP 144A LIFE SR UNSEC 6.75% 09-01-29                             | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     585000 | PA      | $600889.19     | 0.00%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.45% 09-06-34                                      | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1357000 | PA      | $1357084.13    | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | 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        |    3103000 | PA      | $3123700.11    | 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        |     630000 | PA      | $640111.50     | 0.00%             | 2029-10-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC/THE PRP PFD SR UNSEC 6.125% 12-31-79/11-10-34                        | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2016066.00    | 0.00%             | 2079-12-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                     | MAGNERA CORP 144A LIFE SR SEC 1ST LIEN 7.25% 11-15-31                                        | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5623620.00    | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| LIGHT SERVICOS DE ELETRICIDADE SA                                                | LIGHT SERVICOS DE ELETRICIDADE SA SR SEC 1ST LIEN SF 4.21% 12-19-32                          | CUSIP: 53222MAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     209078 | PA      | $146877.30     | 0.00%             | 2032-12-19      | Fixed         | 4.21%                 | 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        |    9493253 | PA      | $8295831.38    | 0.01%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA4980 04-01-53                                                                | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17626356 | PA      | $18085063.81   | 0.01%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIGHT ENERGIA SA                                                                 | LIGHT ENERGIA SA SR UNSEC 4.375% 06-18-26                                                    | CUSIP: 531959AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     471302 | PA      | $458341.20     | 0.00%             | 2026-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIGHT SERVICOS DE ELETRICIDADE SA                                                | LIGHT SERVICOS DE ELETRICIDADE SA SR SEC 2ND LIEN PIK SF 2.26% 12-19-37                      | CUSIP: 53222MAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |      88898 | PA      | $24002.46      | 0.00%             | 2037-12-19      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5011 05-01-53                                                                | CUSIP: 31418ER93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   63753945 | PA      | $65398031.58   | 0.05%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8325 05-01-53                                                                | CUSIP: 3132DWHA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  139474232 | PA      | $143146728.47  | 0.11%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5040 06-01-53                                                                | CUSIP: 31418ES68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   30989019 | PA      | $31825506.03   | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD2402 02-01-53                                                                | CUSIP: 3132DPU30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13274938 | PA      | $13798859.58   | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HONG KONG EXCHANGES AND CLEARING LTD                                             | HONG KONG EXCHANGES AND CLEARING LTD                                                         | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |    1639300 | NS      | $87075585.32   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP CO LTD                                                   | SHINHAN FINANCIAL GROUP CO LTD                                                               | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | EC               | CORP              | KR        |    1674625 | NS      | $113022280.49  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HANA FINANCIAL GROUP INC                                                         | HANA FINANCIAL GROUP INC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    2263299 | NS      | $196191968.45  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| KB FINANCIAL GROUP INC                                                           | KB FINANCIAL GROUP INC                                                                       | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |    4540902 | NS      | $492855092.33  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| H WORLD GROUP LTD                                                                | H WORLD GROUP LTD                                                                            | CUSIP: N/A<br>LEI: 549300Y5ML31FVN83730       | Long             | EC               | CORP              | CN        |    2492700 | NS      | $12826745.19   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                    | AIA GROUP LTD                                                                                | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |   24781200 | NS      | $272936624.56  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| LITE-ON TECHNOLOGY CORP                                                          | LITE-ON TECHNOLOGY CORP                                                                      | CUSIP: N/A<br>LEI: 2549005GU1PQ73SZBT32       | Long             | EC               | CORP              | TW        |   14443000 | NS      | $77016552.55   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC PROPERTY & CASUALTY CO LTD                                                  | PICC PROPERTY & CASUALTY CO LTD H                                                            | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        |   62406000 | NS      | $112605296.84  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                                    | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |   65378564 | NS      | $4438455648.01 | 3.50%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIATEK INC                                                                     | MEDIATEK INC                                                                                 | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |    3740000 | NS      | $317905949.15  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIN-ETSU CHEMICAL CO LTD                                                        | SHIN-ETSU CHEMICAL CO LTD                                                                    | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |    4725800 | NS      | $220214570.02  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                     | TAKEDA PHARMACEUTICAL CO LTD                                                                 | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |    5861350 | NS      | $194956353.20  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMATSU LTD                                                                      | KOMATSU LTD                                                                                  | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |    2157146 | NS      | $91179854.75   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK CORP                                                                         | TDK CORP                                                                                     | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |    5507035 | NS      | $102743455.67  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NITTO DENKO CORP                                                                 | NITTO DENKO CORP                                                                             | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |    8566235 | NS      | $165335796.72  | 0.13%             |  |  |  | No            |                  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        |    1645000 | PA      | $1758991.92    | 0.00%             | 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        |    1201000 | PA      | $1244269.63    | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | 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        |    1783644 | PA      | $1821274.95    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | 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        |    3946802 | PA      | $3318830.22    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | 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        |    1487000 | PA      | $1502078.18    | 0.00%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 5.5% 11-15-45                                                    | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    8758000 | PA      | $8144178.05    | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 5.75% 11-15-65                                                   | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    7595000 | PA      | $6915839.91    | 0.01%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                     | MICROSTRATEGY INCORPORATED 0.0% 12-01-29                                                     | CUSIP: 594972AS0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |    2438000 | PA      | $2112283.20    | 0.00%             | 2029-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB6878 06-01-54                                                                | CUSIP: 3140AGUC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     901470 | PA      | $920838.63     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB6901 07-01-54                                                                | CUSIP: 3140AGU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     554798 | PA      | $566718.68     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB7510 11-01-53                                                                | CUSIP: 3140QTKY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     570323 | PA      | $596645.43     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | 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        |     430318 | PA      | $434050.79     | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD3512 08-01-53                                                                | CUSIP: 3132DQ3V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     123049 | PA      | $126419.57     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ1797 06-01-54                                                                | CUSIP: 3142GR7K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      56214 | PA      | $58415.90      | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5873 07-01-54                                                                | CUSIP: 3132DTQ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     421439 | PA      | $431899.62     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ1986 07-01-54                                                                | CUSIP: 3142GSF45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     218715 | PA      | $227289.18     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8448 07-01-54                                                                | CUSIP: 3132DWL50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8111778 | PA      | $8417276.02    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ0854 01-01-54                                                                | CUSIP: 3142GQ5Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      13642 | PA      | $14205.31      | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC0296 08-01-54                                                                | CUSIP: 3140AMKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      99911 | PA      | $103449.88     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA5446 08-01-54                                                                | CUSIP: 31418FBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     387213 | PA      | $401795.79     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KCOT 2024-2A                                                                     | KCOT 2024-2A A2 144A 5.45% 04-15-27                                                          | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     443110 | PA      | $443465.24     | 0.00%             | 2027-04-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_24-2                                            | LADAR 2024-2A A3 144A 5.61% 08-15-28                                                         | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      41900 | PA      | $42037.04      | 0.00%             | 2028-08-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| JAPAN POST BANK CO LTD                                                           | JAPAN POST BANK CO LTD                                                                       | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |   16070200 | NS      | $278553771.31  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| NINTENDO CO LTD                                                                  | NINTENDO CO LTD                                                                              | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |    5211400 | NS      | $253516759.39  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8455 08-01-54                                                                | CUSIP: 3132DWMC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6697576 | PA      | $6949813.77    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | 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        |     127370 | PA      | $131090.61     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ITOCHU CORP                                                                      | ITOCHU CORP                                                                                  | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |   22446500 | NS      | $279866114.02  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| MARUBENI CORP                                                                    | MARUBENI CORP                                                                                | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |   22571100 | NS      | $883366635.06  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                                                               | TOKYO ELECTRON LTD                                                                           | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |     760400 | NS      | $225566936.61  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                                        | AIRBUS SE                                                                                    | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |     756874 | NS      | $156922957.33  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ARISTOCRAT LEISURE LTD                                                           | ARISTOCRAT LEISURE LTD                                                                       | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |     880139 | NS      | $30327937.69   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                       | ALLIANZ SE                                                                                   | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |     239304 | NS      | $109407380.03  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7039 07-01-54                                                                | CUSIP: 3140AGZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     249929 | PA      | $256700.67     | 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        |     129451 | PA      | $133855.93     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QI3333 04-01-54                                                                | CUSIP: 3133W9V24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     152320 | PA      | $157612.61     | 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        |     211962 | PA      | $219447.40     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8219 06-01-54                                                                | CUSIP: 3140XQDZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     325599 | PA      | $334074.76     | 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        |     287709 | PA      | $299119.59     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5896 07-01-54                                                                | CUSIP: 3132DTRR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     260313 | PA      | $267015.58     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | 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        |      70297 | PA      | $71856.94      | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMADEUS IT GROUP SA                                                              | AMADEUS IT GROUP SA A (BEARER)                                                               | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |    1924667 | NS      | $110687931.90  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS7879 07-01-52                                                                | CUSIP: 3140XPXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19943312 | PA      | $16734493.02   | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 MA5547 11-01-54                                                                | CUSIP: 31418FEV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     915645 | PA      | $966916.09     | 0.00%             | 2054-11-01      | Fixed         | 7.00%                 | 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        |      96228 | PA      | $98295.27      | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QB8934 02-01-51                                                                | CUSIP: 3133AF4T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     302932 | PA      | $254893.51     | 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        |     581360 | PA      | $489043.84     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ1607 09-01-50                                                                | CUSIP: 3140KLYD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      16268 | PA      | $13668.44      | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9295 06-01-53                                                                | CUSIP: 3133KRKG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1036584 | PA      | $1106487.37    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA6805 02-01-52                                                                | CUSIP: 3133KNR21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11995934 | PA      | $10607680.89   | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                    | LADAR 2024-3A A3 144A 4.52% 03-15-29                                                         | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     104090 | PA      | $104322.33     | 0.00%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| LBZZ 2025-1X                                                                     | LBZZ 2025-1A A2 144A 5.1% 10-15-30                                                           | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      88475 | PA      | $88738.14      | 0.00%             | 2030-10-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| MBALT 2024-A                                                                     | MBALT 2024-A A3 5.32% 01-18-28                                                               | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     406430 | PA      | $408662.33     | 0.00%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC_24-2                             | MFCC 2024-2A A 144A 6.56% 07-20-29                                                           | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     410000 | PA      | $410407.13     | 0.00%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2928 02-01-52                                                                | CUSIP: 3140QNHE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     623383 | PA      | $522970.24     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA9199 02-01-51                                                                | CUSIP: 3140QHGH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     266094 | PA      | $226153.78     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD7274 09-01-54                                                                | CUSIP: 3132DVCK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     341891 | PA      | $350039.58     | 0.00%             | 2054-09-01      | 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        |     831091 | PA      | $849384.28     | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | 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        |     377859 | PA      | $363946.56     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AE8073 12-01-40                                                                | CUSIP: 31419J6K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     139228 | PA      | $134102.51     | 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        |     146602 | PA      | $141203.38     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | 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        |     137474 | PA      | $132411.23     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AJ0257 09-01-41                                                                | CUSIP: 3138ARJB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      48113 | PA      | $46346.17      | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA5794 08-01-55                                                                | CUSIP: 31418FNL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     213082 | PA      | $221107.59     | 0.00%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FA2841 08-01-52                                                                | CUSIP: 3140W3EP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7940801 | PA      | $6965464.35    | 0.01%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QY3774 05-01-55                                                                | CUSIP: 31426NFQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     740025 | PA      | $755926.18     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 7.0 SD8501 01-01-55                                                                | CUSIP: 3132DWNS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2641913 | PA      | $2789941.55    | 0.00%             | 2055-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 MA5738 06-01-55                                                                | CUSIP: 31418FLU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2580000 | PA      | $2723829.46    | 0.00%             | 2055-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 DD8649 05-01-55                                                                | CUSIP: 3140B9TF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5871059 | PA      | $6202779.57    | 0.00%             | 2055-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 DD8349 04-01-55                                                                | CUSIP: 3140B9H36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3841225 | PA      | $4061130.94    | 0.00%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FP0038 01-01-52                                                                | CUSIP: 3140XTBG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     206687 | PA      | $174707.67     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 7.0 QY0752 04-01-55                                                                | CUSIP: 31426JZS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     311836 | PA      | $330216.49     | 0.00%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 RQ0081 01-01-56                                                                | CUSIP: 3142J6CT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     499017 | PA      | $454811.53     | 0.00%             | 2056-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB2762 04-01-54                                                                | CUSIP: 3140ACB85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      58158 | PA      | $59509.23      | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SL1959 07-01-55                                                                | CUSIP: 31427PE91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2534916 | PA      | $2631914.69    | 0.00%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 7.0 RQ0030 07-01-55                                                                | CUSIP: 3142J6A86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   65092509 | PA      | $68721220.81   | 0.05%             | 2055-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 7.0 RQ0052 09-01-55                                                                | CUSIP: 3142J6BW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   58412948 | PA      | $61757147.37   | 0.05%             | 2055-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 MA5639 02-01-55                                                                | CUSIP: 31418FHR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     845945 | PA      | $893135.69     | 0.00%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA2894 06-20-45                                                                     | CUSIP: 36179RGB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     787036 | PA      | $776512.10     | 0.00%             | 2045-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.0 MA7880 02-20-52                                                                     | CUSIP: 36179WXH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1170545 | PA      | $964311.04     | 0.00%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.0 MA8096 06-20-52                                                                     | CUSIP: 36179W7H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     463186 | PA      | $381579.52     | 0.00%             | 2052-06-20      | Fixed         | 2.00%                 | 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        |    4172507 | PA      | $4210247.63    | 0.00%             | 2064-03-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM8                                                                    | OBX 2024-NQM8 A1 144A 6.233% 05-25-64                                                        | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-CBDO         | CORP              | US        |     331137 | PA      | $334359.64     | 0.00%             | 2064-05-25      | Variable      | 6.23%                 | Yes           |                  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        |     287977 | PA      | $286150.27     | 0.00%             | 2062-07-25      | Variable      | 4.70%                 | 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        |    3037004 | PA      | $3067395.27    | 0.00%             | 2064-05-25      | Variable      | 6.18%                 | 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        |    1671801 | PA      | $1681955.86    | 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        |    1998516 | PA      | $2015607.47    | 0.00%             | 2064-12-01      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM14                                                                   | OBX 2025-NQM14 A1A 144A 5.162% 07-25-65                                                      | CUSIP: 673924AA4<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-CBDO         | CORP              | US        |     447592 | PA      | $448374.85     | 0.00%             | 2065-07-25      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR2                                                                   | PROG 2024-SFR2 A 144A 3.3% 04-17-41                                                          | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1350432 | PA      | $1295473.62    | 0.00%             | 2041-04-17      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR3                                                                   | PROG 2024-SFR3 A 144A 3.0% 06-17-41                                                          | CUSIP: 74331VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2237452 | PA      | $2117844.67    | 0.00%             | 2041-06-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM5509 01-01-51                                                                | CUSIP: 3140X9DP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    9920186 | PA      | $8843141.29    | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA7048 09-01-50                                                                | CUSIP: 3140QEZN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3365947 | PA      | $3000566.87    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM8477 08-01-51                                                                | CUSIP: 3140XCM39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8709354 | PA      | $7763309.35    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | 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        |     175755 | PA      | $177382.84     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8331 06-01-53                                                                | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      64612 | PA      | $65204.79      | 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        |      54572 | PA      | $55059.56      | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS4152 03-01-53                                                                | CUSIP: 3140XKTJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4721706 | PA      | $4767284.40    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF8351 03-01-53                                                                | CUSIP: 3133BWH48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2173354 | PA      | $2195926.78    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX7555 03-01-53                                                                | CUSIP: 3140NCMD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3615793 | PA      | $3649220.89    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF4188 12-01-52                                                                | CUSIP: 3133BRUM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      67772 | PA      | $68366.40      | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG0657 04-01-53                                                                | CUSIP: 3133C0WS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3002610 | PA      | $3031440.86    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX5626 01-01-53                                                                | CUSIP: 3140NAHC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3633320 | PA      | $3664032.10    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX3716 12-01-52                                                                | CUSIP: 3140N8DW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     356397 | PA      | $359372.34     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF6796 01-01-53                                                                | CUSIP: 3133BURR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      96591 | PA      | $97479.76      | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF9106 02-01-53                                                                | CUSIP: 3133BXDK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     925726 | PA      | $933692.56     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BY5242 06-01-53                                                                | CUSIP: 3140NMZG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      40660 | PA      | $40986.08      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | 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        |   10366371 | PA      | $9135239.65    | 0.01%             | 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        |    8696763 | PA      | $7663900.46    | 0.01%             | 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        |    6645173 | PA      | $5886699.97    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  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        |   10753404 | PA      | $9529494.63    | 0.01%             | 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        |    6258469 | PA      | $5545948.90    | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA6740 08-01-50                                                                | CUSIP: 3140QEP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5691961 | PA      | $5017731.11    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA6347 11-01-51                                                                | CUSIP: 3133KNBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7023271 | PA      | $6210622.04    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD3356 07-01-53                                                                | CUSIP: 3132DQWR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3137795 | PA      | $3222951.14    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS5192 06-01-53                                                                | CUSIP: 3140XLXW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   14449305 | PA      | $14546722.20   | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CB3179 03-01-52                                                                | CUSIP: 3140QNQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   20526172 | PA      | $18828554.63   | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | 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        |     995000 | PA      | $966798.72     | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP SR UNSEC 4.5% 05-15-29                                                             | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1670316.30    | 0.00%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 144A LIFE SUB 6.75% 01-31-34                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1213058.88    | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                     | TRANSOCEAN INTERNATIONAL LTD 144A LIFE SR UNSEC 7.875% 10-15-32                              | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    1290000 | PA      | $1382885.16    | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 4.95% 11-15-35                                                     | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97726.00      | 0.00%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP SR UNSEC 4.964% 10-23-36/35                                            | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    9007000 | PA      | $8707751.43    | 0.01%             | 2036-10-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | TARGA RESOURCES CORP SR UNSEC 5.4% 07-30-36                                                  | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1662850.73    | 0.00%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 3.15% 10-01-26                       | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    7998000 | PA      | $7944397.40    | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR5                                          | PROG 2024-SFR5 A 144A 3.0% 08-17-41                                                          | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3381298 | PA      | $3198640.61    | 0.00%             | 2041-08-17      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-RPL3                                                                   | PRPM 2025-RPL3 A1 144A 3.25% 04-25-55                                                        | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5791942 | PA      | $5614726.32    | 0.00%             | 2055-04-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK 2026-DNA1                                          | STACR 2026-DNA1 A1 144A FRN 02-25-46                                                         | CUSIP: 35564UCQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1661300 | PA      | $1661780.12    | 0.00%             | 2046-02-25      | Variable      | 4.50%                 | Yes           |                  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        |    6187792 | PA      | $5870259.10    | 0.00%             | 2056-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                          | SCRT 2017-2 MA 3.0% 08-25-56                                                                 | CUSIP: 35563PBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6498383 | PA      | $6122802.90    | 0.00%             | 2056-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                          | SCRT 2017-4 M45T 4.5% 06-25-57                                                               | CUSIP: 35563PCS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   10494764 | PA      | $10273019.64   | 0.01%             | 2057-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                          | SCRT 2017-4 MT 3.5% 06-25-57                                                                 | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    6175676 | PA      | $5647637.31    | 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        |   10896229 | PA      | $9978221.93    | 0.01%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-2                                          | SCRT 2018-2 MT 3.5% 11-25-57                                                                 | CUSIP: 35563PFF1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7689389 | PA      | $6957251.96    | 0.01%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED LOAN STRUCTURED TRANSACTION SLST_18-1                                   | SLST 2018-1 A1 3.5% 06-25-28                                                                 | CUSIP: 35564CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     440043 | PA      | $430782.75     | 0.00%             | 2028-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                                          | SCRT 2019-1 MA 3.5% 07-25-58                                                                 | CUSIP: 35563PJF7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     907794 | PA      | $879236.89     | 0.00%             | 2058-07-25      | Fixed         | 3.50%                 | 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        |    8000000 | PA      | $6170056.00    | 0.00%             | 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        |   13045000 | PA      | $13388435.72   | 0.01%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                        | TRANSCANADA PIPELINES LTD SUB (H) FRN 05-15-67                                               | CUSIP: 89352HAC3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $893595.00     | 0.00%             | 2067-05-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.875% 02-15-31                                                    | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13820490.00   | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 3.5% 04-15-31                                                      | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9462950.00    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 3.0% 02-15-41                                                      | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3070124.40    | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 3.75% 04-15-27                                                     | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9961490.00    | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 3.875% 04-15-30                                                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    8975000 | PA      | $8740761.48    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.75% 05-09-27                       | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     909000 | PA      | $908660.94     | 0.00%             | 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        |    6380000 | PA      | $6407363.82    | 0.01%             | 2029-05-09      | Fixed         | 5.12%                 | 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        |    5272345 | PA      | $5008727.75    | 0.00%             | 2033-12-01      | Fixed         | 9.75%                 | Yes           |                  3 | 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        |    3200000 | PA      | $2087212.80    | 0.00%             | 2052-10-15      | Fixed         | 3.40%                 | 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        |    3870000 | PA      | $3771709.74    | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP SR UNSEC 5.122% 01-26-34/33                                            | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $999760.00     | 0.00%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 7.875% 09-15-29                      | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    5363000 | PA      | $5787915.85    | 0.00%             | 2029-09-15      | Fixed         | 7.88%                 | 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        |    2553000 | PA      | $2882819.52    | 0.00%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP SR UNSEC 5.867% 06-08-34/33                                            | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     840000 | PA      | $874539.96     | 0.00%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                           | HOWARD HUGHES CORP 144A LIFE SR UNSEC 5.875% 03-01-32                                        | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1266396.87    | 0.00%             | 2032-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                           | HOWARD HUGHES CORP 144A LIFE SR UNSEC 6.125% 03-01-34                                        | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1686812.60    | 0.00%             | 2034-03-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                          | HONEYWELL AEROSPACE INC 144A SR UNSEC 4.95% 03-16-36                                         | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   15751000 | PA      | $15578227.28   | 0.01%             | 2036-03-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 04-15-29                                                  | CUSIP: 91282CQJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  377480900 | PA      | $377112252.15  | 0.30%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 04-30-33                                                  | CUSIP: 91282CQN4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3500000 | PA      | $3482773.35    | 0.00%             | 2033-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 04-30-31                                                  | CUSIP: 91282CQK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  250000000 | PA      | $248349600.00  | 0.20%             | 2031-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.75% 04-30-28                                                   | CUSIP: 91282CQL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   85000000 | PA      | $84785834.00   | 0.07%             | 2028-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                                 | ARETEC GROUP INC TL B-4 1ST LIEN (TSFR1M+300) (FLR 0.0) FRN 08-09-30                         | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    3990000 | PA      | $4004962.50    | 0.00%             | 2030-08-09      | Variable      | 6.65%                 | No            |                  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        |   17784541 | PA      | $17865531.84   | 0.01%             | 2029-09-27      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA TL-B 1ST LIEN (TSFR3M+450)(FLR 0.0) FRN 11-15-30              | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |     992405 | PA      | $958167.08     | 0.00%             | 2030-11-15      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA TL-B 1ST LIEN (TSFR3M+475)(FLR 0.0) FRN 11-15-30              | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |    3490000 | PA      | $3363487.50    | 0.00%             | 2030-11-15      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY TELEVISION INC TL-D (TSFR3M+311.448)(FLR 0.00) FRN 12-01-28                             | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |   11999543 | PA      | $12042873.21   | 0.01%             | 2028-12-01      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | MEDLINE BORROWER LP TL-B 1ST LIEN (TSFR1M+175)(FLR 0.50) FRN 10-23-28                        | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     909562 | PA      | $913989.33     | 0.00%             | 2028-10-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| NFE BRAZIL HOLDINGS LTD                                                          | NFE BRAZIL HOLDINGS LTD PIK TL 10.0% 09-15-26                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | BM        |    1416992 | PA      | $1416991.55    | 0.00%             | 2026-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                               | OSAIC HOLDINGS INC TL-B1 1ST LIEN (TSFR3M+250)(FLR 0.0) FRN 07-30-32                         | CUSIP: 68773JAJ9<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    5115000 | PA      | $5118728.84    | 0.00%             | 2032-07-30      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                                              | OWENS & MINOR TL B-1 1ST LIEN (TSFR3M+385)(FLR 0.5) FRN 03-29-29                             | CUSIP: 69073LAD2<br>LEI: 549300LMT5KQQXCEZ733 | Long             | LON              | CORP              | US        |   65945644 | PA      | $55497347.71   | 0.04%             | 2029-03-29      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                                     | PERATON CORP TL-B 1ST LIEN (TSFR3M+385)(FLR 0.75) 02-01-28                                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   46407223 | PA      | $39782591.75   | 0.03%             | 2028-02-01      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC TL-B3 1ST LIEN (TSFR3M + 225)(FLR 0.0) FRN 02-10-32                    | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    1287000 | PA      | $1289413.13    | 0.00%             | 2032-02-10      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | TALEN ENERGY SUPPLY LLC TL-B 1ST LIEN (TSFR3M+200) (FLR 0.0) FRN 11-25-32                    | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    2054850 | PA      | $2060844.00    | 0.00%             | 2032-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                                              | TREEHOUSE FOODS INC TL-B 1ST LIEN (TSFR1M+425) (FLR 0.0) FRN 02-11-33                        | CUSIP: 89468XAX3<br>LEI: 5493007M7EVHE470Q576 | Long             | LON              | CORP              | US        |    3746000 | PA      | $3779946.25    | 0.00%             | 2033-02-11      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 7.0 QX9980 04-01-55                                                                | CUSIP: 31426HCS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     277237 | PA      | $292874.89     | 0.00%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QY0858 04-01-55                                                                | CUSIP: 31426J5U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5068391 | PA      | $5179733.52    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL1114 04-01-55                                                                | CUSIP: 31427NGY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3441860 | PA      | $3517377.57    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q41905 07-01-46                                                                    | CUSIP: 3132WFDK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2508547 | PA      | $2402967.25    | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BC4712 10-01-46                                                                | CUSIP: 3140F0GW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3049284 | PA      | $2911694.58    | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 2.9% 06-15-52                                                     | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    5259000 | PA      | $3100879.95    | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.45% 06-15-27                                   | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2018846.00    | 0.00%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.037% 10-28-33/32                                 | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3167448.00    | 0.00%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.35% 12-01-53                                                    | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     575000 | PA      | $508033.20     | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.375% 02-15-33                                     | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2057664.00    | 0.00%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                            | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.11% 05-19-43                                | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    7000000 | PA      | $6596324.00    | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                            | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53                                 | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    7372000 | PA      | $6834094.65    | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AS7760 08-01-46                                                                | CUSIP: 3138WHTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3973238 | PA      | $3795610.06    | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AY1313 03-01-45                                                                | CUSIP: 3138YEN78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4075627 | PA      | $3904605.58    | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                            | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.34% 05-19-63                                | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    4000000 | PA      | $3619392.00    | 0.00%             | 2063-05-19      | Fixed         | 5.34%                 | 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        |    9223000 | PA      | $8343550.06    | 0.01%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AS6840 03-01-46                                                                | CUSIP: 3138WGS62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4058825 | PA      | $3884088.75    | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AX2782 09-01-44                                                                | CUSIP: 3138Y4CU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2154351 | PA      | $2061798.21    | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BC4801 11-01-46                                                                | CUSIP: 3140F0KP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2269075 | PA      | $2167161.57    | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q44227 200K MAX 09-01-46                                                           | CUSIP: 3132WHVV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     737378 | PA      | $704360.88     | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 2006-56 OG PAC PO 0.0% 07-25-36                                                          | CUSIP: 31395NXW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      38440 | PA      | $34151.54      | 0.00%             | 2036-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3117 OG PAC PO 0.0% 02-15-36                                                             | CUSIP: 31396HVT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      21942 | PA      | $19476.62      | 0.00%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 902164 11-01-36                                                                | CUSIP: 31411AJH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     638399 | PA      | $667834.45     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 2006-96 OP PAC PO 0.0% 10-25-36                                                          | CUSIP: 31396LDA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      60901 | PA      | $55959.55      | 0.00%             | 2036-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3149 AO PAC PO 0.0% 05-15-36                                                             | CUSIP: 31396RDS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      36482 | PA      | $31513.79      | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3147 OD PAC PO 0.0% 04-15-36                                                             | CUSIP: 31396NL20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     161559 | PA      | $146826.09     | 0.00%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3149 MO PAC PO 0.0% 05-15-36                                                             | CUSIP: 31396RGP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      41640 | PA      | $37382.54      | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 2001-25 ZA 6.5% 06-25-31                                                                 | CUSIP: 31359SU65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      71654 | PA      | $72207.02      | 0.00%             | 2031-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 2006-65 PF FRN 07-25-36                                                                  | CUSIP: 31396KAC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     300967 | PA      | $298486.81     | 0.00%             | 2036-07-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 894308 10-01-36                                                                | CUSIP: 31410QR52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     138158 | PA      | $141904.74     | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 903076 12-01-36                                                                | CUSIP: 31411BJV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     937685 | PA      | $983489.24     | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 902503 11-01-36                                                                | CUSIP: 31411AU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     314635 | PA      | $329159.39     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 2122 QM 6.25% 02-15-29                                                                   | CUSIP: 3133TJD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     161492 | PA      | $163041.27     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA2691 07-01-46                                                                | CUSIP: 31418B7D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     672354 | PA      | $661638.83     | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHARM FRN 760014 08-01-45                                                                    | CUSIP: 31342WAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     409954 | PA      | $409688.73     | 0.00%             | 2045-08-01      | Variable      | 4.63%                 | 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        |      14348 | PA      | $14482.41      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | 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        |    4491931 | PA      | $4700261.91    | 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        |    1344705 | PA      | $1406262.53    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | 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        |    5955000 | PA      | $6196862.33    | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | 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        |     108000 | PA      | $89655.55      | 0.00%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD3369 05-01-53                                                                | CUSIP: 3132DQW69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     971034 | PA      | $976886.48     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | 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        |     366220 | PA      | $375419.81     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  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        |    1012833 | PA      | $1021111.63    | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2210 08-01-54                                                                | CUSIP: 3142GSN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     399575 | PA      | $408858.35     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 6.0% 05-01-36                    | CUSIP: 92328MAF0<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1678741.25    | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 4.182% 01-23-30/29                                                 | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1016083.53    | 0.00%             | 2030-01-23      | Variable      | 4.18%                 | 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        |    1708295 | PA      | $1722083.89    | 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        |     971416 | PA      | $982334.51     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2203 08-01-54                                                                | CUSIP: 3142GSNV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     169890 | PA      | $171851.28     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2216 08-01-54                                                                | CUSIP: 3142GSPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1124702 | PA      | $1152957.10    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | 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        |    1080406 | PA      | $1127932.78    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2212 08-01-54                                                                | CUSIP: 3142GSN61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1563531 | PA      | $1618919.44    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 4.96% 01-23-37/36                                                  | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3898540.00    | 0.00%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 6.0 G06789 05-01-40                                                                    | CUSIP: 3128M82W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23587 | PA      | $24699.84      | 0.00%             | 2040-05-01      | 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        |     331916 | PA      | $344862.67     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS8467 07-01-54                                                                | CUSIP: 3140XQMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     255880 | PA      | $259756.63     | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2314 09-01-54                                                                | CUSIP: 3142GSSC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2408411 | PA      | $2475118.76    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2309 09-01-54                                                                | CUSIP: 3142GSR75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     666555 | PA      | $683300.55     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2306 09-01-54                                                                | CUSIP: 3142GSR42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1199981 | PA      | $1246489.75    | 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        |    1186699 | PA      | $1228737.97    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2312 09-01-54                                                                | CUSIP: 3142GSSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1251625 | PA      | $1286861.99    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB7104 09-01-53                                                                | CUSIP: 3140QS3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      88525 | PA      | $89885.77      | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 DB7783 08-01-54                                                                | CUSIP: 3140AHUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      22828 | PA      | $23010.60      | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FS6767 01-01-54                                                                | CUSIP: 3140XNQV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     832858 | PA      | $875874.59     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ0326 11-01-53                                                                | CUSIP: 3142GQLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     305005 | PA      | $317499.88     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | 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        |    1109916 | PA      | $1143181.37    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM7556 05-01-51                                                                | CUSIP: 3140XBME7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      21070 | PA      | $19385.52      | 0.00%             | 2051-05-01      | Fixed         | 3.50%                 | 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        |    1491991 | PA      | $1315014.31    | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q00232 04-01-41                                                                    | CUSIP: 3132GDHH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3356705 | PA      | $3334258.96    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q00850 05-01-41                                                                    | CUSIP: 3132GD5K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116125 | PA      | $115348.42     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNRPR3 5.5 BF0572 04-01-49                                                                   | CUSIP: 3140FXT69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   16585541 | PA      | $16806211.40   | 0.01%             | 2049-04-01      | Fixed         | 5.50%                 | 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        |   54993194 | PA      | $48987167.68   | 0.04%             | 2052-01-01      | Fixed         | 3.00%                 | 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        |     298614 | PA      | $305175.12     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | 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        |     320883 | PA      | $269611.67     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM9904 12-01-51                                                                | CUSIP: 3140XEAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      48642 | PA      | $40887.14      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS5035 06-01-52                                                                | CUSIP: 3140XLSZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      62855 | PA      | $52730.97      | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QY7483 07-01-55                                                                | CUSIP: 31426SJ59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1452450 | PA      | $1485047.18    | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  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        |     894672 | PA      | $913896.60     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS0647 02-01-52                                                                | CUSIP: 3140XFWH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10651862 | PA      | $9549341.34    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA8046 12-01-50                                                                | CUSIP: 3140QF5G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   19630771 | PA      | $17556093.34   | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | 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        |    3254541 | PA      | $3325541.90    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FS9439 11-01-54                                                                | CUSIP: 3140XRPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     108893 | PA      | $99270.41      | 0.00%             | 2054-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM4897 11-01-50                                                                | CUSIP: 3140X8NP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4778988 | PA      | $4282020.75    | 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        |   14978588 | PA      | $12885674.62   | 0.01%             | 2061-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD4583 12-01-53                                                                | CUSIP: 3132DSCU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     211818 | PA      | $193054.33     | 0.00%             | 2053-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QY6303 06-01-55                                                                | CUSIP: 31426RAD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     231791 | PA      | $236636.79     | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RA7938 09-01-52                                                                | CUSIP: 3133KPZB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2472732 | PA      | $2456528.59    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA6309 07-01-50                                                                | CUSIP: 3140QEAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   24714621 | PA      | $22253909.36   | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GALC 2024-2                                                                      | GALC 2024-2 A3 144A 5.0% 09-15-28                                                            | CUSIP: 39154GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     801000 | PA      | $808354.78     | 0.00%             | 2028-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GALC 2024-2                                                                      | GALC 2024-2 A2 144A 5.28% 03-15-27                                                           | CUSIP: 39154GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     195557 | PA      | $196039.34     | 0.00%             | 2027-03-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-4A                                                                     | GSAR 2024-4A A2 144A 4.43% 12-17-29                                                          | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1617956 | PA      | $1621243.39    | 0.00%             | 2029-12-17      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                     | GCAR 2024-4A A3 144A 4.75% 07-17-28                                                          | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      66722 | PA      | $66792.25      | 0.00%             | 2028-07-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 2.5 MA4404 08-01-36                                                                | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     248127 | PA      | $234031.74     | 0.00%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS1374 03-01-52                                                                | CUSIP: 3140XGQ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     691217 | PA      | $606519.01     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC9957 01-01-55                                                                | CUSIP: 3140AYB38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1075598 | PA      | $1099149.56    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DE1532 06-01-55                                                                | CUSIP: 3140BDV23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     991683 | PA      | $1013460.66    | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | 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        |      65154 | PA      | $66571.08      | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DD9150 05-01-55                                                                | CUSIP: 3140BAEY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     810367 | PA      | $828209.99     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8213 05-01-52                                                                | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   49640859 | PA      | $43594155.93   | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 AL0913 07-01-41                                                                | CUSIP: 3138EHAP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1568770 | PA      | $1645443.16    | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC1762 10-01-54                                                                | CUSIP: 3140AN5Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     437947 | PA      | $447769.88     | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QY8512 07-01-55                                                                | CUSIP: 31426TN60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1605440 | PA      | $1640667.01    | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | 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        |    2053906 | PA      | $2100073.36    | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QJ0780 08-01-54                                                                | CUSIP: 3133CQ2M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      50113 | PA      | $51363.80      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA4626 06-01-52                                                                | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1641949 | PA      | $1548106.97    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BU5165 11-01-54                                                                | CUSIP: 3140M6W33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6557676 | PA      | $6630380.48    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD6143 07-01-54                                                                | CUSIP: 3132DTZG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     625281 | PA      | $639485.63     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | 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        |    9226741 | PA      | $9425005.71    | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5792 08-01-55                                                                | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     751729 | PA      | $756258.66     | 0.00%             | 2055-08-01      | Fixed         | 5.50%                 | 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        |     616268 | PA      | $635111.48     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 RJ2851 11-01-54                                                                | CUSIP: 3142GTEZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6119211 | PA      | $5896055.89    | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | 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        |    2681367 | PA      | $2739455.81    | 0.00%             | 2055-01-01      | 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        |     594835 | PA      | $607789.09     | 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        |    1229686 | PA      | $1256108.51    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QC7439 09-01-51                                                                | CUSIP: 3133ASHQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     883413 | PA      | $710552.15     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CA7021 09-01-50                                                                | CUSIP: 3140QEYT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     528718 | PA      | $425783.35     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SL1562 10-01-53                                                                | CUSIP: 31427NWY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    9280185 | PA      | $8136411.59    | 0.01%             | 2053-10-01      | Fixed         | 3.00%                 | 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        |    4644995 | PA      | $4747036.13    | 0.00%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CC0879 08-01-55                                                                | CUSIP: 3140Y66R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3199152 | PA      | $3302872.16    | 0.00%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA5841 09-01-51                                                                | CUSIP: 3133KMP25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4745407 | PA      | $4161204.38    | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC3465 09-01-54                                                                | CUSIP: 3140AQZ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1279733 | PA      | $1307667.25    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2 6.5 005198 09-20-41                                                                       | CUSIP: 36202FX35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     320734 | PA      | $341886.39     | 0.00%             | 2041-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS6892 04-01-52                                                                | CUSIP: 3140XNUS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      59040 | PA      | $47315.30      | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS1564 04-01-51                                                                | CUSIP: 3140XGW21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      66801 | PA      | $53533.37      | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2RF 4.779 AG8244 01-20-65                                                                   | CUSIP: 36182DER2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        783 | PA      | $781.56        | 0.00%             | 2065-01-20      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2RF 4.779 AG8193 09-20-64                                                                   | CUSIP: 36182DC60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        781 | PA      | $779.34        | 0.00%             | 2064-09-20      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV4199 03-01-52                                                                | CUSIP: 3140MHUZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     887505 | PA      | $778633.85     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB0998 07-01-51                                                                | CUSIP: 3140QLDC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     758512 | PA      | $668655.48     | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD7059 02-01-52                                                                | CUSIP: 3133B4ZY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     981940 | PA      | $861032.03     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA4999 03-01-53                                                                | CUSIP: 31418ERV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     981727 | PA      | $861100.34     | 0.00%             | 2053-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSAR 2025-1A                                                                     | GSAR 2025-1A A2 144A 4.71% 04-15-30                                                          | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      99464 | PA      | $99832.53      | 0.00%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-3A                                                                     | GCAR 2025-3A B 144A 4.57% 01-15-30                                                           | CUSIP: 37989YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     653000 | PA      | $655008.63     | 0.00%             | 2030-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB2096 11-01-51                                                                | CUSIP: 3140QMKJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     957553 | PA      | $839658.79     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FM6824 04-01-51                                                                | CUSIP: 3140XASN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3556201 | PA      | $2849932.40    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GCAR 2025-3A                                                                     | GCAR 2025-3A A2 144A 4.52% 07-17-28                                                          | CUSIP: 37989YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     737841 | PA      | $738822.99     | 0.00%             | 2028-07-17      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| GGAMMT 2025-1A                                                                   | GGAMMT 2025-1A A 144A 5.923% 09-30-60                                                        | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3726533 | PA      | $3721226.26    | 0.00%             | 2060-09-30      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB4315 07-01-52                                                                | CUSIP: 3140QPYM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     607600 | PA      | $532996.68     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.0 MB0739 09-20-55                                                                     | CUSIP: 3618N5ZD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70974 | PA      | $58469.54      | 0.00%             | 2055-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GSAR 2025-4A                                                                     | GSAR 2025-4A A2 144A 4.17% 02-18-31                                                          | CUSIP: 36273DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1181031 | PA      | $1179088.22    | 0.00%             | 2031-02-18      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-4A                                                                     | GCAR 2025-4A A3 144A 4.29% 07-16-29                                                          | CUSIP: 36273HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     166000 | PA      | $166056.94     | 0.00%             | 2029-07-16      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 TBA 05-01-56                                                                        | CUSIP: 21H042653<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3526880 | PA      | $3401785.09    | 0.00%             | 2056-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.5 TBA 05-01-56                                                                        | CUSIP: 21H032654<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5509000 | PA      | $4980697.92    | 0.00%             | 2056-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2RF 4.779 AG8207 11-20-64                                                                   | CUSIP: 36182DDL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        781 | PA      | $779.58        | 0.00%             | 2064-11-20      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2RF 4.779 AG8088 03-20-64                                                                   | CUSIP: 36182C6Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        774 | PA      | $772.16        | 0.00%             | 2064-03-20      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 TBA 05-01-56                                                                        | CUSIP: 21H040657<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3403990 | PA      | $3176681.76    | 0.00%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA3246 11-20-45                                                                     | CUSIP: 36179RTB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1057608 | PA      | $1043463.47    | 0.00%             | 2045-11-20      | Fixed         | 4.50%                 | No            |                  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        |    1423605 | PA      | $1426678.38    | 0.00%             | 2061-04-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5                                          | LMAT 2021-GS5 A1 144A 6.25% 07-25-67                                                         | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5807592 | PA      | $5817487.93    | 0.00%             | 2067-07-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MSRM 2024-NQM3                                                                   | MSRM 2024-NQM3 A1 144A FRN 07-25-69                                                          | CUSIP: 61776UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4167498 | PA      | $4170056.39    | 0.00%             | 2069-07-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                            | CDX NA IG S46 1.0% 03-20-26/06-20-31 ICE                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |          1 | NC      | $1700088.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.5 MA5077 03-20-48                                                                     | CUSIP: 36179TUA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3067949 | PA      | $2837404.84    | 0.00%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 MA5530 10-20-48                                                                     | CUSIP: 36179UEB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69244 | PA      | $70102.27      | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES GALC_25-2                                      | GALC 2025-2 A2 144A 4.22% 05-15-28                                                           | CUSIP: 39154TCP1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1552000 | PA      | $1554964.32    | 0.00%             | 2028-05-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| GCI 2020-1                                                                       | GCI 2020-1 A 144A 2.82% 10-18-45                                                             | CUSIP: 36166VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29633719 | PA      | $28043484.51   | 0.02%             | 2045-10-18      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2005-7 AO PAC PO 0.0% 02-16-35                                                           | CUSIP: 38374KA52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     188274 | PA      | $168137.49     | 0.00%             | 2035-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2007-8 LO PAC PO 0.0% 03-20-37                                                           | CUSIP: 38375JRY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     242734 | PA      | $200088.73     | 0.00%             | 2037-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA5652 12-20-48                                                                     | CUSIP: 36179UH54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     394629 | PA      | $387779.09     | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 MA5712 01-20-49                                                                     | CUSIP: 36179UKZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     818269 | PA      | $826280.60     | 0.00%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA5612 02-01-55                                                                | CUSIP: 31418FGW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3906819 | PA      | $3762341.31    | 0.00%             | 2055-02-01      | Fixed         | 4.50%                 | 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        |    2800815 | PA      | $2703736.38    | 0.00%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA5711 01-20-49                                                                     | CUSIP: 36179UKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     673715 | PA      | $662550.41     | 0.00%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA5764 02-20-49                                                                     | CUSIP: 36179UMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1432062 | PA      | $1406295.90    | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 2021-2A A 144A 1.68% 12-27-27                                                          | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14850000 | PA      | $14679239.85   | 0.01%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 2021-2A B 144A 2.12% 12-27-27                                                          | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5267000 | PA      | $5207572.44    | 0.00%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                                | GNSF 4.5 736682 12-15-37                                                                     | CUSIP: 3620AQM75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     288325 | PA      | $287201.36     | 0.00%             | 2037-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF MA5878 04-20-49                                                                         | CUSIP: 36179UQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8288911 | PA      | $8387938.73    | 0.01%             | 2049-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                                            | CDX NA HY S46 5.0% 03-20-26/06-20-31 ICE                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |          1 | NC      | $29196.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARKS AND SPENCER GROUP PLC                                                      | MARKS & SPENCER GROUP PLC                                                                    | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |   21746524 | NS      | $97896029.81   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 2021-2A C 144A 2.52% 12-27-27                                                          | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     826000 | PA      | $817104.81     | 0.00%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                       | HERTZ 2022-2A C 144A 2.95% 06-26-28                                                          | CUSIP: 42806MAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2012000 | PA      | $1970196.68    | 0.00%             | 2028-06-26      | Fixed         | 2.95%                 | 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        |    5556399 | PA      | $5675789.46    | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA5648 03-01-55                                                                | CUSIP: 31418FH26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     117256 | PA      | $121672.09     | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 MA6042 07-20-49                                                                     | CUSIP: 36179UWB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4866515 | PA      | $4910119.08    | 0.00%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 MA5468 09-20-48                                                                     | CUSIP: 36179UCD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     288627 | PA      | $291715.85     | 0.00%             | 2048-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 6.5 738938 02-20-39                                                                     | CUSIP: 3620AS4X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61493 | PA      | $65160.47      | 0.00%             | 2039-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-4                                          | SCRT 2019-4 MA 3.0% 02-25-59                                                                 | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   20775641 | PA      | $19542066.50   | 0.02%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-3                                                     | SLST 2019-3 A1C 2.75% 11-25-29                                                               | CUSIP: 35564CEE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   25953643 | PA      | $24696552.35   | 0.02%             | 2029-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-3                                          | SCRT 2019-3 MT 3.5% 10-25-58                                                                 | CUSIP: 35563PLG2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1839166 | PA      | $1666920.54    | 0.00%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-1                                       | HERTZ 2023-1A A 144A 5.49% 06-25-27                                                          | CUSIP: 42806MBS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     113667 | PA      | $113900.26     | 0.00%             | 2027-06-25      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2024-2A                                                                    | HPEFS 2024-2A A3 144A 5.36% 10-20-31                                                         | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     164678 | PA      | $165267.03     | 0.00%             | 2031-10-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                           | HERTZ 2024-1A D 144A 9.22% 01-25-29                                                          | CUSIP: 42806MCS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     262000 | PA      | $268049.84     | 0.00%             | 2029-01-25      | Fixed         | 9.22%                 | Yes           |                  2 | On Loan: No      |
| HORZN 2024-1                                                                     | HORZN 2024-1 A 144A 5.375% 09-15-49                                                          | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3707141 | PA      | $3684953.56    | 0.00%             | 2049-09-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                                                        | CK HUTCHISON HOLDINGS LTD                                                                    | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | HK        |    8889500 | NS      | $74610523.57   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDEA GROUP CO LTD                                                               | MIDEA GROUP CO LTD A (SZSE NORTH)                                                            | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |   37940782 | NS      | $451272842.84  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| WEICHAI POWER CO LTD                                                             | WEICHAI POWER CO LTD A (SZSE NORTH)                                                          | CUSIP: N/A<br>LEI: 529900OKTPKBG85F9502       | Long             | EC               | CORP              | CN        |    6524994 | NS      | $30335213.81   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC (HKD)                                                                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |    1690800 | NS      | $30692888.51   | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| POWER ASSETS HOLDINGS LTD                                                        | POWER ASSETS HOLDINGS LTD                                                                    | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |    9434000 | NS      | $78058195.39   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LG CORP                                                                          | LG CORP                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     318712 | NS      | $21338756.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-3                                       | HERTZ 2023-3A A 144A 5.94% 02-25-28                                                          | CUSIP: 42806MCA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     281000 | PA      | $283788.93     | 0.00%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                       | HERTZ 2025-1A B 144A 5.45% 09-25-29                                                          | CUSIP: 42806MCU1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     742000 | PA      | $746043.16     | 0.00%             | 2029-09-25      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC                                                                             | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |    9006879 | NS      | $654349759.35  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIBANK PRIVATE LTD                                                             | MEDIBANK PRIVATE LTD                                                                         | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |    9980091 | NS      | $33758279.28   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                       | HERTZ 2025-1A D 144A 7.98% 09-25-29                                                          | CUSIP: 42806MCW7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     353000 | PA      | $354019.82     | 0.00%             | 2029-09-25      | Fixed         | 7.98%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-DELC                                                                     | BX 2025-DELC A 144A FRN 12-15-42                                                             | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6243000 | PA      | $6258570.04    | 0.00%             | 2042-12-15      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CA0243 08-01-47                                                                | CUSIP: 3140Q7HV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   10651584 | PA      | $10454359.02   | 0.01%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AS9454 04-01-47                                                                | CUSIP: 3138WKQG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      11504 | PA      | $10967.22      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHMS K066 A2 (MF) 3.117% 06-25-27                                                            | CUSIP: 3137F2LJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    4307420 | PA      | $4266456.15    | 0.00%             | 2027-06-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AS9313 03-01-47                                                                | CUSIP: 3138WKK38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3162266 | PA      | $3017624.27    | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | 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        |    4299138 | PA      | $4391513.91    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS7500 04-01-52                                                                | CUSIP: 3140XPKN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     104107 | PA      | $87759.48      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BV6789 10-01-52                                                                | CUSIP: 3140MLRK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     542901 | PA      | $511478.52     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8496 01-01-55                                                                | CUSIP: 3132DWNM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1875507 | PA      | $1915805.65    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BE3229 03-01-47                                                                | CUSIP: 3140FNST2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1365110 | PA      | $1298345.53    | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BH2491 06-01-47                                                                | CUSIP: 3140GQXV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1791875 | PA      | $1707138.97    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | MERCK & CO INC                                                                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    2174849 | NS      | $237450013.82  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COMPANIES INC                                                               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |    1378899 | NS      | $231255151.29  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TAL ADVANTAGE VII LLC TAL_20-1A                                                  | TAL 2020-1A A 144A 2.05% 09-20-45                                                            | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     171292 | PA      | $164014.45     | 0.00%             | 2045-09-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.8% 04-15-36                                                     | CUSIP: 695114DQ8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   16423000 | PA      | $16863366.32   | 0.01%             | 2036-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.1% 04-15-31                                                     | CUSIP: 695114DN5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    5025000 | PA      | $5080214.70    | 0.00%             | 2031-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 4.65% 04-15-29                                                    | CUSIP: 695114DM7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3104504.30    | 0.00%             | 2029-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP (THE)                                                           | PROGRESSIVE CORP SR UNSEC 5.15% 03-26-36                                                     | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    3101000 | PA      | $3094763.89    | 0.00%             | 2036-03-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP (THE)                                                           | PROGRESSIVE CORP SR UNSEC 4.6% 03-26-31                                                      | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     966000 | PA      | $969944.18     | 0.00%             | 2031-03-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 04-29-36                                     | CUSIP: 718172EG0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   13218000 | PA      | $12942999.51   | 0.01%             | 2036-04-29      | Fixed         | 4.88%                 | 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        |   45000000 | PA      | $45834300.00   | 0.04%             | 2030-01-23      | Fixed         | 6.84%                 | 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        |     597000 | PA      | $546365.45     | 0.00%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.95% 01-28-60                                                  | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     310000 | PA      | $258369.50     | 0.00%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | QUEST DIAGNOSTICS INC SR UNSEC 5.0% 06-30-36                                                 | CUSIP: 74834LBH2<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19671740.00   | 0.02%             | 2036-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD SR UNSEC 5.25% 02-27-38                                          | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   16700000 | PA      | $15968473.20   | 0.01%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD SR UNSEC 4.75% 05-15-33                                          | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    5340000 | PA      | $5181289.86    | 0.00%             | 2033-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                          | RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 5.75% 03-15-34                                    | CUSIP: 74984CAA6<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     345000 | PA      | $343151.84     | 0.00%             | 2034-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA SR UNSEC 4.4% 04-17-30/29                                               | CUSIP: 78017DAT5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $6972315.00    | 0.01%             | 2030-04-17      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA SR UNSEC 4.612% 05-03-32/31                                             | CUSIP: 78017DAV0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   12298000 | PA      | $12228737.66   | 0.01%             | 2032-05-03      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY                                                                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    5237154 | NS      | $998149180.86  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                                   | MICROSOFT CORP                                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    3316547 | NS      | $1352421535.66 | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                                       | SAMSUNG ELECTRONICS CO LTD                                                                   | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |    1701827 | NS      | $258188232.53  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| WH GROUP LTD                                                                     | WH GROUP LTD                                                                                 | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | HK        |  130138500 | NS      | $159516394.49  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5615 02-01-55                                                                | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3657163 | PA      | $3735744.37    | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5647 03-01-55                                                                | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6429935 | PA      | $6568094.93    | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8526 04-01-55                                                                | CUSIP: 3132DWPK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     139483 | PA      | $144735.94     | 0.00%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD7470 12-01-54                                                                | CUSIP: 3132DVJP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   10368005 | PA      | $10108089.40   | 0.01%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0763 09-01-63                                                                   | CUSIP: 3140FXZ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6149232 | PA      | $5594515.61    | 0.00%             | 2063-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QX2925 01-01-55                                                                | CUSIP: 31425XHB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5942662 | PA      | $6073120.97    | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | 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        |    9591807 | PA      | $9797915.47    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ2664 10-01-54                                                                | CUSIP: 3142GS6A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     183108 | PA      | $180972.00     | 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        |   17913073 | PA      | $18297989.35   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | 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        |     279396 | PA      | $285530.31     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 2.5 CB4285 07-01-37                                                                | CUSIP: 3140QPXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5836474 | PA      | $5498845.35    | 0.00%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 2.5 BW0516 05-01-37                                                                | CUSIP: 3140MRSE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2732361 | PA      | $2573733.44    | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAMSUNG LIFE INSURANCE CO LTD                                                    | SAMSUNG LIFE INSURANCE CO LTD                                                                | CUSIP: N/A<br>LEI: 988400VYE6E0WYSM4S92       | Long             | EC               | CORP              | KR        |     703069 | NS      | $118881756.61  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DRVPNK_25-1                                                                      | DRVPNK 2025-1A A2 144A 4.72% 04-10-28                                                        | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     237078 | PA      | $237340.75     | 0.00%             | 2028-04-10      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCI UMBS 2.5 SB1388 01-01-38                                                                | CUSIP: 3132CXRH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     135468 | PA      | $127614.99     | 0.00%             | 2038-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 2.5 BU3910 12-01-36                                                                | CUSIP: 3140M5KY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      16444 | PA      | $15527.59      | 0.00%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RD MICHIGAN PROPERTY OWNER I LLC                                                 | RD MICHIGAN PROPERTY OWNER I LLC 144A LIFE SR SEC 1ST LIEN SF 7.5% 03-30-45                  | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28352000 | PA      | $28360562.30   | 0.02%             | 2045-03-30      | Fixed         | 7.50%                 | Yes           |                  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        |    3000000 | PA      | $2831184.00    | 0.00%             | 2064-07-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BLKMM 2025-2A                                                                    | BLKMM 2025-2A A CLO 144A FRN 11-21-33                                                        | CUSIP: 09264MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2487000 | PA      | $2488865.25    | 0.00%             | 2033-11-21      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| DEXT 2025-2                                                                      | DEXT 2025-2 A2 144A 4.1% 04-17-28                                                            | CUSIP: 252153AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     640000 | PA      | $640138.24     | 0.00%             | 2028-04-17      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHMS K067 A2 (MF) 3.194% 07-25-27                                                            | CUSIP: 3137FAWS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    4810000 | PA      | $4757859.60    | 0.00%             | 2027-07-25      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 G08793 12-01-47                                                                    | CUSIP: 3128MJ3B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12539589 | PA      | $11959908.88   | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HOLDING SA                                                         | ITAU UNIBANCO HOLDING SA PN ADR                                                              | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |   21159826 | NS      | $184090486.20  | 0.15%             |  |  |  | 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        |    9915064 | NS      | $594099300.87  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                 | VAIL RESORTS INC                                                                             | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |     630758 | NS      | $80219802.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                    | MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG                                                | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |    1055399 | NS      | $632498921.67  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | WASTE CONNECTIONS INC SR UNSEC 4.8% 07-15-36                                                 | CUSIP: 94106BAK7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    2017000 | PA      | $1975272.30    | 0.00%             | 2036-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FEDEX CORP                                                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |     312554 | NS      | $126056153.74  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 5.95% 09-26-55                                                          | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   17309000 | PA      | $14511190.55   | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 4.8% 09-26-32                                                           | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3804964.00    | 0.00%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | JOHNSON & JOHNSON                                                                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    2828514 | NS      | $650133942.90  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO                                                                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    4686030 | NS      | $1467805176.90 | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K068                              | FHMS K068 A2 (MF) 3.244% 08-25-27                                                            | CUSIP: 3137FBBX3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    2350000 | PA      | $2323860.95    | 0.00%             | 2027-08-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA3211 12-01-47                                                                | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     399103 | PA      | $381172.84     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.5% 02-02-34                                         | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1090000 | PA      | $1142865.00    | 0.00%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                  | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.625% 06-15-35                        | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    1500000 | PA      | $1750306.50    | 0.00%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.41% 03-23-23/12-20-29 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $6017864.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | CENOVUS ENERGY INC                                                                           | CUSIP: 15135U109<br>LEI: 254900LJGL2N2XEMD470 | Long             | EC               | CORP              | CA        |    1140618 | NS      | $33370014.59   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP                                                                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    3762292 | NS      | $313361300.68  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                                | USRE 2021-1 A1 144A 1.91% 10-20-61                                                           | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   94741000 | PA      | $80340368.00   | 0.06%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP2                                                                  | USCLN 2025-SUP2 B1 144A 4.8175% 09-25-32                                                     | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600623 | PA      | $1602463.60    | 0.00%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  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        |     391485 | PA      | $391919.51     | 0.00%             | 2032-04-20      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| VERD 2024-1A                                                                     | VERD 2024-1A A2 144A 5.68% 12-12-31                                                          | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      97134 | PA      | $98585.46      | 0.00%             | 2031-12-12      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| VFET 2024-1A                                                                     | VFET 2024-1A A2 144A 4.56% 05-17-27                                                          | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     174295 | PA      | $174385.28     | 0.00%             | 2027-05-17      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| VFET 2025-1A                                                                     | VFET 2025-1A A2 144A 4.41% 11-15-27                                                          | CUSIP: 92887TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     151240 | PA      | $151458.50     | 0.00%             | 2027-11-15      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | CHEVRON CORP                                                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1314297 | NS      | $254066753.07  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                              | DOMINION ENERGY INC                                                                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |   11598401 | NS      | $748096864.50  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| VERD 2025-1A                                                                     | VERD 2025-1A A2 144A 4.85% 03-13-28                                                          | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1065356 | PA      | $1068731.32    | 0.00%             | 2028-03-13      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| VFI 2025-1A                                                                      | VFI 2025-1A A 144A 4.78% 06-24-30                                                            | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     159589 | PA      | $159989.28     | 0.00%             | 2030-06-24      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K069                              | FHMS K069 A2 FRN 09-25-27                                                                    | CUSIP: 3137FBU79<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    8586241 | PA      | $8475564.29    | 0.01%             | 2027-09-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BJ1668 12-01-47                                                                | CUSIP: 3140H22A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1813786 | PA      | $1727401.09    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_24-A                 | WFNMT 2024-A A 5.47% 02-15-31                                                                | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     539000 | PA      | $545927.23     | 0.00%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| WFNMT 2024-B                                                                     | WFNMT 2024-B A 4.62% 05-15-31                                                                | CUSIP: 981464HU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     658000 | PA      | $661799.29     | 0.00%             | 2031-05-15      | Fixed         | 4.62%                 | 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        |    6140701 | PA      | $6171404.38    | 0.00%             | 2029-11-17      | Variable      | 7.61%                 | Yes           |                  3 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-1                           | AASET 2025-1A A 144A 5.943% 02-16-50                                                         | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     723905 | PA      | $731381.18     | 0.00%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-1                           | AASET 2025-1A B 144A 6.576% 02-16-50                                                         | CUSIP: 00258PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     345076 | PA      | $348073.36     | 0.00%             | 2050-02-16      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_22-4A                                       | AESOP 2022-4A A 144A 4.77% 02-20-29                                                          | CUSIP: 05377RFP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3784000 | PA      | $3803918.98    | 0.00%             | 2029-02-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q52596 12-01-47                                                                    | CUSIP: 3132XU3E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     237192 | PA      | $232669.88     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BJ2751 05-01-48                                                                | CUSIP: 3140H4BV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5459473 | PA      | $5355552.36    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_25-1                                        | AESOP 2025-1A A 144A 4.8% 08-20-29                                                           | CUSIP: 05377RKL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6271000 | PA      | $6309121.41    | 0.00%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-4                                        | AESOP 2023-4A D 144A 7.31% 06-20-29                                                          | CUSIP: 05377RJS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     145000 | PA      | $147019.27     | 0.00%             | 2029-06-20      | Fixed         | 7.31%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-8                                        | AESOP 2023-8A D 144A 7.52% 02-20-30                                                          | CUSIP: 05377RJY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     385000 | PA      | $388730.65     | 0.00%             | 2030-02-20      | Fixed         | 7.52%                 | 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        |     335804 | PA      | $335356.95     | 0.00%             | 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      | $1273343.79    | 0.00%             | 2033-07-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| APL FINANCE LLC ASHPL_25-1A                                                      | ASHPL 2025-1A A 144A 4.81% 03-20-36                                                          | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |    2779840 | PA      | $2772206.23    | 0.00%             | 2036-03-20      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A SR UNSEC 3.875% 09-01-31                                            | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    3390000 | PA      | $3070723.02    | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| STILLWATER MINING COMPANY                                                        | STILLWATER MINING CO REG S SR UNSEC 4.0% 11-16-26                                            | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1166797.33    | 0.00%             | 2026-11-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q55986 05-01-48                                                                    | CUSIP: 3132XYUL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4458025 | PA      | $4383147.80    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNPPKL 7.0 966172 07-01-37                                                                   | CUSIP: 31414G2D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      79783 | PA      | $80921.62      | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ACAR 2025-4                                                                      | ACAR 2025-4 A 144A 4.42% 05-14-29                                                            | CUSIP: 024948AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1455658 | PA      | $1457471.32    | 0.00%             | 2029-05-14      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-3                           | AASET 2025-3A A 144A 5.243% 02-16-50                                                         | CUSIP: 00039NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4689968 | PA      | $4645520.80    | 0.00%             | 2050-02-16      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 256960 11-01-37                                                                | CUSIP: 31371NMH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     184861 | PA      | $195424.14     | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 257137 03-01-38                                                                | CUSIP: 31371NS22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      14438 | PA      | $15240.67      | 0.00%             | 2038-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 256845 08-01-37                                                                | CUSIP: 31371NHW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      40829 | PA      | $42882.00      | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARES 2019-53A                                                                    | ARES 2019-53A A1R2 CLO 144A FRN 10-24-36                                                     | CUSIP: 04009GBE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1939000 | PA      | $1939581.70    | 0.00%             | 2036-10-24      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| ACHD 2025-DS1                                                                    | ACHD 2025-DS1 A 144A 5.978% 01-09-34                                                         | CUSIP: 00092TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50470 | PA      | $50567.68      | 0.00%             | 2034-01-09      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 5.0% 04-27-51                                           | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5978000 | PA      | $4746532.00    | 0.00%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 3.75% 04-19-71                                          | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2550000 | PA      | $1485375.00    | 0.00%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                                      | BBIRD 2021-1A B 144A 3.446% 07-15-46                                                         | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     295663 | PA      | $282993.21     | 0.00%             | 2046-07-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_18-22A                                                | BLUEM 2018-22A A1 CLO 144A FRN 07-15-31                                                      | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     139655 | PA      | $139849.00     | 0.00%             | 2031-07-15      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2025-A                                                                      | NMEF 2025-A A2 144A 4.72% 07-15-32                                                           | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     143559 | PA      | $143991.13     | 0.00%             | 2032-07-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                      | MLANE 2024-A A1 144A 6.2% 08-15-29                                                           | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     156000 | PA      | $156268.01     | 0.00%             | 2029-08-15      | Fixed         | 6.20%                 | 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        |    1483122 | PA      | $1483047.40    | 0.00%             | 2032-07-23      | Variable      | 4.71%                 | 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        |    2202000 | PA      | $2207747.22    | 0.00%             | 2031-09-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| MMP 2025-A                                                                       | MMP 2025-A A 144A 5.36% 12-15-31                                                             | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      61154 | PA      | $61572.94      | 0.00%             | 2031-12-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-C                                      | MLANE 2025-C A 144A 4.78% 12-16-30                                                           | CUSIP: 60510MCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     529000 | PA      | $528531.31     | 0.00%             | 2030-12-16      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| MMAF 2025-B                                                                      | MMAF 2025-B A2 144A 4.02% 02-13-29                                                           | CUSIP: 06764YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3500913.50    | 0.00%             | 2029-02-13      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                                              | NSLT 2021-A APT1 144A 1.36% 04-20-62                                                         | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7439862 | PA      | $7097926.26    | 0.01%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C                                  | NAVSL 2021-CA A 144A 1.06% 10-15-69                                                          | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4934345 | PA      | $4498297.15    | 0.00%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-B                                              | NSLT 2021-BA AFX 144A 1.42% 04-20-62                                                         | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17405440 | PA      | $16553548.41   | 0.01%             | 2062-04-20      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                              | NSLT 2021-CA AFL 144A FRN 04-20-62                                                           | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9026681 | PA      | $8987911.21    | 0.01%             | 2062-04-20      | Variable      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                              | NSLT 2021-CA C 144A 3.36% 04-20-62                                                           | CUSIP: 64035GAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1328000 | PA      | $1173807.25    | 0.00%             | 2062-04-20      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                              | NSLT 2021-CA D 144A 4.44% 04-20-62                                                           | CUSIP: 64035GAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1889000 | PA      | $1681019.21    | 0.00%             | 2062-04-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1                                            | NAVTR 2021-1 A 144A 2.771% 11-15-46                                                          | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     844907 | PA      | $803558.54     | 0.00%             | 2046-11-15      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1                                            | NAVTR 2021-1 B 144A 3.571% 11-15-46                                                          | CUSIP: 63943BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     576834 | PA      | $549119.96     | 0.00%             | 2046-11-15      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2024-A                                                                      | NMEF 2024-A A2 144A 5.15% 12-15-31                                                           | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     682097 | PA      | $685614.87     | 0.00%             | 2031-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                                | SDART 2022-7 C 6.69% 03-17-31                                                                | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     217131 | PA      | $220516.05     | 0.00%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| SCFET 2024-1A                                                                    | SCFET 2024-1A A2 144A 5.88% 11-20-29                                                         | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      30886 | PA      | $30953.54      | 0.00%             | 2029-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-3                                                                     | SDART 2024-3 A3 5.63% 01-16-29                                                               | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     196198 | PA      | $196648.15     | 0.00%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY_24-3                                                   | SUBWAY 2024-3A A2I 144A 5.246% 07-30-54                                                      | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1254890 | PA      | $1239541.44    | 0.00%             | 2054-07-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY_24-3                                                   | SUBWAY 2024-3A A2II 144A 5.566% 07-30-54                                                     | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1481440 | PA      | $1459539.87    | 0.00%             | 2054-07-30      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY_24-3                                                   | SUBWAY 2024-3A A23 144A 5.914% 07-30-54                                                      | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1536600 | PA      | $1489404.87    | 0.00%             | 2054-07-30      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-5                                                                     | SDART 2024-5 A3 4.62% 11-15-28                                                               | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     112708 | PA      | $112811.02     | 0.00%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                                         | AI CANDELARIA -SPAIN- SA 144A LIFE SR SEC 1ST LIEN SF 7.5% 12-15-28                          | CUSIP: 001355AA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     254415 | PA      | $262071.88     | 0.00%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| WEF 2024-1A                                                                      | WEF 2024-1A A2 144A 4.99% 09-20-32                                                           | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     303464 | PA      | $304823.42     | 0.00%             | 2032-09-20      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-2                                         | WFLF 2024-2A A1 144A 4.87% 06-21-39                                                          | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     257958 | PA      | $259747.03     | 0.00%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                    | WLAKE 2024-3A A2A 144A 4.82% 09-15-27                                                        | CUSIP: 96043CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     126165 | PA      | $126227.13     | 0.00%             | 2027-09-15      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                    | WLAKE 2024-3A A3 144A 4.71% 04-17-28                                                         | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4547000 | PA      | $4554643.51    | 0.00%             | 2028-04-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-3                                         | WFLF 2024-3A A1 144A 4.8% 09-19-39                                                           | CUSIP: 96328GBZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     778755 | PA      | $783630.38     | 0.00%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                     | WLAKE 2025-1A B 144A 4.98% 09-16-30                                                          | CUSIP: 96043VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     129000 | PA      | $129789.35     | 0.00%             | 2030-09-16      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                     | WLAKE 2025-1A A2A 144A 4.66% 01-18-28                                                        | CUSIP: 96043VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      87100 | PA      | $87186.08      | 0.00%             | 2028-01-18      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-P1                                                                    | WLAKE 2025-P1 A2 144A 4.65% 02-15-28                                                         | CUSIP: 96043LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     551071 | PA      | $551911.46     | 0.00%             | 2028-02-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2                                     | WLAKE 2025-2A B 144A 4.63% 01-15-31                                                          | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     204000 | PA      | $204862.92     | 0.00%             | 2031-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 8.5% 01-12-31                              | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    1475000 | PA      | $887743.50     | 0.00%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NMEF 2025-B                                                                      | NMEF 2025-B A2 144A 4.64% 01-18-33                                                           | CUSIP: 62919WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1727703 | PA      | $1732644.45    | 0.00%             | 2033-01-18      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-A                                            | NAVSL 2021-A A 144A 0.84% 05-15-69                                                           | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     317953 | PA      | $291208.90     | 0.00%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| BJETS 2024-2A                                                                    | BJETS 2024-2A A 144A 5.364% 09-15-39                                                         | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1095572 | PA      | $1094827.00    | 0.00%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2025-1                                                                     | BLAST 2025-1 A3 4.67% 08-15-28                                                               | CUSIP: 10806HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     253895 | PA      | $254225.99     | 0.00%             | 2028-08-15      | Fixed         | 4.67%                 | 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        |    6435000 | PA      | $5482774.44    | 0.00%             | 2033-08-01      | Fixed         | 5.62%                 | 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        |    1240000 | PA      | $1207906.32    | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2025-1                                                                     | BLAST 2025-1 B 4.92% 03-15-29                                                                | CUSIP: 10806HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     355000 | PA      | $356317.41     | 0.00%             | 2029-03-15      | Fixed         | 4.92%                 | 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        |     106285 | PA      | $106312.97     | 0.00%             | 2031-05-17      | Variable      | 4.58%                 | Yes           |                  2 | 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        |    3581000 | PA      | $3360782.82    | 0.00%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HOLDINGS SRL                                               | AES PANAMA GENERATION HOLDINGS SRL 144A LIFE SR SEC 1ST LIEN SF 4.375% 05-31-30              | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    1248102 | PA      | $1173908.26    | 0.00%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  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        |     975000 | PA      | $947915.48     | 0.00%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                                       | AVIS BUDGET CAR RENTAL LLC 144A LIFE SR UNSEC 4.75% 04-01-28                                 | CUSIP: 053773BG1<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     830000 | PA      | $810816.21     | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                                         | AI CANDELARIA -SPAIN- SA 144A LIFE SR SEC 1ST LIEN SF 5.75% 06-15-33                         | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    2107000 | PA      | $1903387.95    | 0.00%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                              | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 5.875% 06-30-29                       | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    9265000 | PA      | $9287069.23    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | 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        |    4000000 | PA      | $3985744.00    | 0.00%             | 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        |          3 | PA      | $3.40          | 0.00%             | 2028-11-15      | Fixed         | 10.00%                | 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        |    2511000 | PA      | $2571311.71    | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | 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        |     335000 | PA      | $341198.51     | 0.00%             | 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        |   14000000 | PA      | $14221536.00   | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 7.38% 03-01-31                                                | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3545069.50    | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.338% 05-04-53                                         | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3120000 | PA      | $2947620.00    | 0.00%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                       | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-29                                  | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     456126 | PA      | $85204314.69   | 0.07%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                                    | B&G FOODS INC 144A LIFE SR SEC 1ST LIEN 8.0% 09-15-28                                        | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    9780000 | PA      | $9705173.22    | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | Yes           |                  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        |    1500000 | PA      | $1569976.50    | 0.00%             | 2029-10-19      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.516% 11-19-55/54                                                   | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9522370.00    | 0.01%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 02-15-30                                             | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    1267000 | PA      | $1280592.38    | 0.00%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1                                    | SPSS 2021-A A 144A 1.95% 09-15-75                                                            | CUSIP: 78472VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     534924 | PA      | $520949.86     | 0.00%             | 2075-09-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                 | SALTT 2021-1A B 144A 3.821% 02-28-33                                                         | CUSIP: 78433XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     416219 | PA      | $409052.16     | 0.00%             | 2033-02-28      | Fixed         | 3.82%                 | 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        |   18830000 | PA      | $20039827.50   | 0.02%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.875% 05-13-37                                         | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1815000 | PA      | $1918364.25    | 0.00%             | 2037-05-13      | Fixed         | 6.88%                 | 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        |   31750000 | PA      | $33006315.75   | 0.03%             | 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        |    1520000 | PA      | $1556449.60    | 0.00%             | 2032-02-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP                                                      | USA COMPRESSION PARTNERS LP 144A LIFE SR UNSEC 7.125% 03-15-29                               | CUSIP: 91740PAG3<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1426684.02    | 0.00%             | 2029-03-15      | Fixed         | 7.12%                 | Yes           |                  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        |    4000000 | PA      | $4062420.00    | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 5.2% 03-01-35                                                    | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    4879000 | PA      | $4924228.33    | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 5.65% 05-01-45                                                   | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     886000 | PA      | $872504.45     | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 5.7% 05-01-55                                                    | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    9151000 | PA      | $8910456.81    | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 5.8% 05-01-65                                                    | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     238000 | PA      | $233527.98     | 0.00%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.5% 07-15-44                                                | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3398962.00    | 0.00%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  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        |    3000000 | PA      | $2873769.00    | 0.00%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.994% 04-12-29/28                                                   | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1765111.25    | 0.00%             | 2029-04-12      | Variable      | 4.99%                 | 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        |    2000000 | PA      | $2004182.00    | 0.00%             | 2035-05-06      | 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        |    3650000 | PA      | $3720656.70    | 0.00%             | 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        |    1263000 | PA      | $1285871.67    | 0.00%             | 2035-02-20      | Fixed         | 5.10%                 | 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        |     675000 | PA      | $697140.00     | 0.00%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSEC 5.4% 09-15-35                                                               | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     992000 | PA      | $991906.75     | 0.00%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOLRR AIRCRAFT SOLRR_21-1 LIMITED                                                | SOLRR 2021-1 A 144A 2.636% 10-15-46                                                          | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |     499829 | PA      | $475311.81     | 0.00%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| SDART 2022-3                                                                     | SDART 2022-3 C 4.49% 08-15-29                                                                | CUSIP: 80285UAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     533492 | PA      | $533840.25     | 0.00%             | 2029-08-15      | Fixed         | 4.49%                 | 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        |    2173000 | PA      | $2127851.58    | 0.00%             | 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        |    4351000 | PA      | $3786501.26    | 0.00%             | 2031-01-15      | Fixed         | 10.62%                | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND EUR 3.5% 09-19-29                                       | CUSIP: 91087BBM1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4500000 | PA      | $5253966.89    | 0.00%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.356% 10-22-31/30                                                   | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9875000 | PA      | $9701545.63    | 0.01%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.95% 06-15-55                                               | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6188000 | PA      | $6270312.78    | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 4.4% 06-15-28                                                | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1374622.38    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.892% 10-22-36/35                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   19139000 | PA      | $18580294.31   | 0.01%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.133% 10-18-29/28                                                   | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9330000 | PA      | $9235039.26    | 0.01%             | 2029-10-18      | Variable      | 4.13%                 | 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        |   18458000 | PA      | $18834358.62   | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 4.65% 01-15-31                                               | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7785000 | PA      | $7835228.82    | 0.01%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 5.625% 11-15-55                                                  | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   21062000 | PA      | $19352671.27   | 0.02%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 4.875% 11-15-35                                                  | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   18042000 | PA      | $17590426.78   | 0.01%             | 2035-11-15      | Fixed         | 4.88%                 | 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        |    4565000 | PA      | $4727527.70    | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 3.15% 04-27-27                                                           | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3966852.00    | 0.00%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING COMPANY                                       | MAUSER PACKAGING SOLUTIONS HOLDING CO 144A LIFE SR SEC 1ST LIEN 7.875% 04-15-30              | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1123181.25    | 0.00%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALD'S CORP SR UNSEC 4.45% 03-01-47                                                      | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1758078.00    | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP SR UNSEC 5.853% 05-19-34/33                                              | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     538000 | PA      | $564817.69     | 0.00%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 6.0% 06-01-63                                                       | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     328000 | PA      | $312302.25     | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | 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        |    6000000 | PA      | $5918838.00    | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  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        |     890000 | PA      | $825290.77     | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 1.794% 02-13-32/31                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     150000 | PA      | $130590.75     | 0.00%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  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        |     260000 | PA      | $186555.98     | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                                | SORT 2022-1A A1 144A 5.97% 08-15-62                                                          | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   43565730 | PA      | $43626547.82   | 0.03%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO LTD SNDPT_14-1RA                                                 | SNDPT 2014-1RA A CLO 144A FRN 07-18-31                                                       | CUSIP: 83607EAA0<br>LEI: 549300UPX3H8ENJXHI23 | Long             | ABS-O            | CORP              | KY        |     184565 | PA      | $184924.87     | 0.00%             | 2031-07-18      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_25-3                         | BLAST 2025-3 A2 4.73% 02-15-28                                                               | CUSIP: 107920AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     466647 | PA      | $467064.06     | 0.00%             | 2028-02-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BLUEM 2021-31A                                                                   | BLUEM 2021-31A A1R CLO 144A FRN 04-19-34                                                     | CUSIP: 09631BAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3284000 | PA      | $3285018.04    | 0.00%             | 2034-04-19      | Variable      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 6.377% 06-08-34/33                                       | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     457000 | PA      | $483301.26     | 0.00%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 144A LIFE SR UNSEC 8.375% 07-01-28                                              | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1719084.33    | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | 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        |    8610000 | PA      | $7733553.66    | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 6.5% 03-15-33                                                  | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4704273.60    | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 144A LIFE SR UNSEC 8.75% 07-01-31                                               | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    2682000 | PA      | $2814581.99    | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP LTD                                                                | CARNIVAL CORP LTD 144A LIFE SR SEC 1ST LIEN 7.0% 08-15-29                                    | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    6115000 | PA      | $6351540.43    | 0.01%             | 2029-08-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP SR UNSEC 3.125% 05-04-27                                                            | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   12375000 | PA      | $12252004.88   | 0.01%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 2.95% 03-10-52                                                   | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     410000 | PA      | $258541.90     | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 6.1% 09-26-65                                                           | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1667000 | PA      | $1378545.65    | 0.00%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 5.875% 09-26-45                                                         | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1232735.79    | 0.00%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 5.2% 09-26-35                                                           | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   29004000 | PA      | $27042111.43   | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | 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        |    3000000 | PA      | $2875437.00    | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.5 G04697 09-01-38                                                                    | CUSIP: 3128M6RS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     552234 | PA      | $569695.69     | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | 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        |     317024 | PA      | $332468.56     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 4.125% 08-15-31                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    3485000 | PA      | $3266633.39    | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.85% 09-03-41                                           | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     460000 | PA      | $323517.54     | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 7.55% 11-15-30                                             | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3222225.00    | 0.00%             | 2030-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 7.45% 11-15-33                                             | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    3649000 | PA      | $3947426.17    | 0.00%             | 2033-11-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                           | LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.25% 04-02-31                                     | CUSIP: 50205MAL3<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    3400000 | PA      | $3409356.80    | 0.00%             | 2031-04-02      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION LTD                                                           | LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.875% 04-02-36                                    | CUSIP: 50205MAN9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    3920000 | PA      | $3930658.48    | 0.00%             | 2036-04-02      | Fixed         | 5.88%                 | 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        |    1992427 | PA      | $2009746.71    | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FM1262 07-01-49                                                                | CUSIP: 3140X4ML7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12782497 | PA      | $12171851.46   | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 7.35% 11-15-28                                             | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    2314000 | PA      | $2421830.09    | 0.00%             | 2028-11-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 144A LIFE SR UNSEC 8.625% 11-01-30                                              | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     490000 | PA      | $518542.50     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 3.5 ZA2505 05-01-38                                                                | CUSIP: 31329KYA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     198524 | PA      | $190431.13     | 0.00%             | 2038-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 3.5 AS9772 06-01-37                                                                | CUSIP: 3138WK2E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      22663 | PA      | $21790.08      | 0.00%             | 2037-06-01      | Fixed         | 3.50%                 | 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        |    2520000 | PA      | $2450901.60    | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 5.6% 02-15-54                                                       | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    2939000 | PA      | $2560336.30    | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | 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        |     740052 | PA      | $623592.63     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS0174 01-01-52                                                                | CUSIP: 3140XFFQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2392926 | PA      | $2011687.78    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC SR UNSEC 5.15% 01-30-30                                               | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     418000 | PA      | $427720.17     | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  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        |   32068000 | PA      | $32111836.96   | 0.03%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCI UMBS 1.5 QN3000 08-01-35                                                                | CUSIP: 3133G9KM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     148214 | PA      | $134028.32     | 0.00%             | 2035-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4255 02-01-51                                                                | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3258966 | PA      | $2637037.99    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BHG 2020-A                                                                       | BHG 2020-A C 144A 5.17% 09-17-31                                                             | CUSIP: 06616PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1409301 | PA      | $1409084.03    | 0.00%             | 2031-09-17      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| SCFET 2025-2A                                                                    | SCFET 2025-2A C 144A 4.82% 06-20-36                                                          | CUSIP: 78439XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     268000 | PA      | $262396.39     | 0.00%             | 2036-06-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| SCFET 2025-2A                                                                    | SCFET 2025-2A D 144A 5.33% 06-20-36                                                          | CUSIP: 78439XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     104000 | PA      | $101756.82     | 0.00%             | 2036-06-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SFUEL 2025-CA                                                                    | SFUEL 2025-CA A2 144A 4.06% 06-20-28                                                         | CUSIP: 85855EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1513000 | PA      | $1512620.24    | 0.00%             | 2028-06-20      | Fixed         | 4.06%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 2020-1 A1 144A 1.69% 07-15-60                                                           | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   34992576 | PA      | $29409300.22   | 0.02%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 2020-1 A2 144A 1.99% 07-15-60                                                           | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5548850 | PA      | $4571925.23    | 0.00%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                                       | SEACO 2020-1A A 144A 2.17% 10-17-40                                                          | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     588374 | PA      | $564056.43     | 0.00%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                                       | SEACO 2020-1A B 144A 3.55% 10-17-40                                                          | CUSIP: 37959PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     161588 | PA      | $156210.90     | 0.00%             | 2040-10-17      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A                                        | SMB 2021-A APT2 144A 1.07% 01-15-53                                                          | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2696771 | PA      | $2468255.07    | 0.00%             | 2053-01-15      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                                | SORT 2021-1A A1 144A 1.53% 03-15-61                                                          | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26239289 | PA      | $21555287.19   | 0.02%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 3.5% 01-15-27                                                  | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3950600.00    | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TMCL_20-3A                                    | TMCL 2020-3A A 144A 2.11% 09-20-45                                                           | CUSIP: 88315LAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     287279 | PA      | $275471.58     | 0.00%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_23-1                                  | TALNT 2023-1A A 144A 4.93% 06-25-36                                                          | CUSIP: 89231WAA1<br>LEI: 5493000KI9FC40RVHF71 | Long             | ABS-O            | CORP              | US        |   24543000 | PA      | $24877128.40   | 0.02%             | 2036-06-25      | Fixed         | 4.93%                 | Yes           |                  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        |    2570000 | PA      | $2571200.19    | 0.00%             | 2027-02-01      | Fixed         | 6.38%                 | 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        |     946000 | PA      | $965248.26     | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TPRK 2021-1A                                                                     | TPRK 2021-1A A1R CLO 144A FRN 04-15-34                                                       | CUSIP: 884887AN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     517000 | PA      | $517279.18     | 0.00%             | 2034-04-15      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| TAST 2025-1A                                                                     | TAST 2025-1A A 144A 4.94% 02-15-29                                                           | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1675080 | PA      | $971546.59     | 0.00%             | 2029-02-15      | Fixed         | 4.94%                 | Yes           |                  3 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.25% 02-13-34                                      | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1014219.42    | 0.00%             | 2034-02-13      | Fixed         | 5.25%                 | 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        |    2925000 | PA      | $3001009.05    | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                                  | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 5.0% 04-16-30/29                                      | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |    1430000 | PA      | $1740046.42    | 0.00%             | 2030-04-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 6.25% 02-01-33                            | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5121915.00    | 0.00%             | 2033-02-01      | Fixed         | 6.25%                 | 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        |     603804 | PA      | $602708.31     | 0.00%             | 2050-07-23      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| TRINITAS CLO LTD TRNTS_20-12                                                     | TRNTS 2020-12A A1R2 CLO 144A FRN 04-25-33                                                    | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-O            | CORP              | US        |     999931 | PA      | $999871.40     | 0.00%             | 2033-04-25      | Variable      | 4.72%                 | 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        |     840000 | PA      | $819630.00     | 0.00%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HOLDINGS INC 144A LIFE SR UNSEC 6.375% 03-01-33                                         | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    3290000 | PA      | $3290842.24    | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.9% 10-01-54                                    | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2821041.00    | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                        | PG&E CORP SUB (H) 7.375% 03-15-55/30                                                         | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6175212.00    | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HOLDINGS INC 144A LIFE SR UNSEC 6.25% 10-15-34                                          | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     610000 | PA      | $602720.87     | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | 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        |    2000000 | PA      | $1987812.00    | 0.00%             | 2034-11-01      | Fixed         | 4.90%                 | 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        |   20291538 | PA      | $17508026.15   | 0.01%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0379 04-01-59                                                                   | CUSIP: 3140FXM58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   55681201 | PA      | $50325059.28   | 0.04%             | 2059-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV9818 05-01-52                                                                | CUSIP: 3140MP4C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     141071 | PA      | $118861.51     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV5577 05-01-52                                                                | CUSIP: 3140MKFT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     242667 | PA      | $204031.78     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0145 03-01-57                                                                   | CUSIP: 3140FXET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   24114497 | PA      | $21823908.81   | 0.02%             | 2057-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 2.0 MA4364 06-01-41                                                                | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   67303916 | PA      | $58742184.85   | 0.05%             | 2041-06-01      | Fixed         | 2.00%                 | 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        |     368651 | PA      | $309271.29     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU1062 10-01-51                                                                | CUSIP: 3140M2FC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      28814 | PA      | $24233.76      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | 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        |     530920 | PA      | $445406.42     | 0.00%             | 2052-04-01      | 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        |      48147 | PA      | $40600.32      | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8276 12-01-52                                                                | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4115269 | PA      | $4077412.54    | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD8287 01-01-53                                                                | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1032118 | PA      | $997469.09     | 0.00%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8280 11-01-52                                                                | CUSIP: 3132DWFV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      17096 | PA      | $17809.36      | 0.00%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 394854 05-01-27                                                                | CUSIP: 31378CTK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        376 | PA      | $390.16        | 0.00%             | 2027-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | LIBERTY MUTUAL GROUP INC 144A LIFE SR UNSEC 5.25% 05-01-36                                   | CUSIP: 53079EBR4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    7951000 | PA      | $7822750.37    | 0.01%             | 2036-05-01      | Fixed         | 5.25%                 | Yes           |                  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        |     464109 | PA      | $477175.27     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 6.9% 05-15-53                                                       | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     231000 | PA      | $238683.06     | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                | DISH NETWORK CORP 144A LIFE SR SEC 1ST LIEN 11.75% 11-15-27                                  | CUSIP: 25470MAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   49646000 | PA      | $51284069.77   | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS LP                                                      | ENBRIDGE ENERGY PARTNERS LP SR UNSEC 7.375% 10-15-45                                         | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    5459000 | PA      | $6268924.54    | 0.00%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | EXELON CORP SR UNSEC 4.45% 04-15-46                                                          | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    8115000 | PA      | $6669759.08    | 0.01%             | 2046-04-15      | Fixed         | 4.45%                 | 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        |   15349000 | PA      | $15365607.62   | 0.01%             | 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        |     725000 | PA      | $200100.00     | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28                                                | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    1832000 | PA      | $1803501.41    | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC SR UNSEC 2.9% 11-18-26                                                           | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    6572000 | PA      | $6525555.68    | 0.01%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP SR UNSEC 7.0% 02-01-30                                                              | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $16048140.00   | 0.01%             | 2030-02-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                 | EXXON MOBIL CORP SR UNSEC 2.61% 10-15-30                                                     | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18696760.00   | 0.01%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                 | EXXON MOBIL CORP SR UNSEC 3.452% 04-15-51                                                    | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    2595000 | PA      | $1848618.32    | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                              | HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 04-15-30                                         | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    3260000 | PA      | $3248932.30    | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 4.625% 06-15-45                                           | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1198156.50    | 0.00%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 4.4% 04-15-46                                             | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1599108.00    | 0.00%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 6.5 256821 07-01-27                                                                | CUSIP: 31371NG66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       2879 | PA      | $2985.86       | 0.00%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA4820 10-01-52                                                                | CUSIP: 31418ELA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      29078 | PA      | $30312.80      | 0.00%             | 2052-10-01      | Fixed         | 6.50%                 | 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        |     684106 | PA      | $703365.80     | 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        |     493764 | PA      | $506167.44     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 3.25% 11-15-27                                                          | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4893950.00    | 0.00%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.6% 03-15-46                                             | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4186740.00    | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 AL4324 05-01-40                                                                | CUSIP: 3138ELYW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       4438 | PA      | $4719.54       | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 6.5 257145 03-01-28                                                                | CUSIP: 31371NTA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        428 | PA      | $444.39        | 0.00%             | 2028-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | PFIZER INC SR UNSEC 5.6% 11-15-55                                                            | CUSIP: 717081FG3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2945979.00    | 0.00%             | 2055-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | PFIZER INC SR UNSEC 5.7% 11-15-65                                                            | CUSIP: 717081FH1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1924602.00    | 0.00%             | 2065-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 3.875% 11-01-33                  | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8917230.00    | 0.01%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  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        |   11509000 | PA      | $10066657.59   | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | 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        |    7603613 | PA      | $6541235.83    | 0.01%             | 2063-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD6733 10-01-54                                                                | CUSIP: 3132DUPS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     297764 | PA      | $309695.47     | 0.00%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 6.25% 01-15-30                   | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    6731000 | PA      | $6931274.17    | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 8.375% 06-01-31                             | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1637673.28    | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47                                                  | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    5264000 | PA      | $4437436.19    | 0.00%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                          | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.2% 05-15-29                             | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3881792.00    | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  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        |    1455000 | PA      | $1561680.60    | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | 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        |    1000000 | PA      | $1012089.00    | 0.00%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS7057 07-01-52                                                                | CUSIP: 3140XNZX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2061232 | PA      | $1732454.85    | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 FA2203 08-01-55                                                                | CUSIP: 3140W2NV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2131947 | PA      | $2250796.42    | 0.00%             | 2055-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-4                                              | TPMT 2017-4 A1 144A FRN 06-25-57                                                             | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     193462 | PA      | $190628.66     | 0.00%             | 2057-06-25      | Variable      | 2.75%                 | 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        |     428119 | PA      | $426252.06     | 0.00%             | 2058-03-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 659096 08-01-32                                                                | CUSIP: 31390XGD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        585 | PA      | $606.52        | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC9251 10-01-51                                                                | CUSIP: 3133AUH43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     840770 | PA      | $705367.65     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 2001-50 BA 7.0% 10-25-41                                                                 | CUSIP: 31392AJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      10699 | PA      | $10963.13      | 0.00%             | 2041-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SL2625 07-01-55                                                                | CUSIP: 31427P4K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8271057 | PA      | $8582561.11    | 0.01%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.6% 04-06-28                                     | CUSIP: 44891AEJ2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8002280.00    | 0.01%             | 2028-04-06      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.0% 04-07-31                                     | CUSIP: 44891AEL7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6518603.00    | 0.01%             | 2031-04-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 4.7% 05-15-31                                                               | CUSIP: 404119DJ5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9955300.00    | 0.01%             | 2031-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 5.3% 05-15-36                                                               | CUSIP: 404119DL0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14870595.00   | 0.01%             | 2036-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-5                                              | TPMT 2018-5 A1A 144A FRN 07-25-58                                                            | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      53215 | PA      | $53008.13      | 0.00%             | 2058-07-25      | Variable      | 3.25%                 | 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        |     134396 | PA      | $134001.23     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 5.0% 05-15-33                                                               | CUSIP: 404119DK2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14905440.00   | 0.01%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUT 8 DC LLC                                                                     | HUT 8 DC LLC 144A LIFE SR SEC 1ST LIEN SF 6.192% 11-15-42                                    | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | US        |   13047000 | PA      | $13163235.72   | 0.01%             | 2042-11-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                                       | INTEL CORP SR UNSEC 4.65% 06-01-31                                                           | CUSIP: 458140CQ1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4419000 | PA      | $4403007.64    | 0.00%             | 2031-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | INTEL CORP SR UNSEC 5.3% 05-15-36                                                            | CUSIP: 458140CS7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5775000 | PA      | $5752974.15    | 0.00%             | 2036-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                            | TCF 2020-1A A 144A 2.11% 09-20-45                                                            | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1144883 | PA      | $1078879.27    | 0.00%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 4.95% 03-15-31                                                           | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1179021.69    | 0.00%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | INTEL CORP SR UNSEC 6.125% 05-15-56                                                          | CUSIP: 458140CU2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5959470.00    | 0.00%             | 2056-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | INTEL CORP SR UNSEC 5.0% 08-15-33                                                            | CUSIP: 458140CR9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    6517000 | PA      | $6493499.70    | 0.01%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                    | JEFFERIES FINANCIAL GROUP INC SR UNSEC 5.5% 02-15-36                                         | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7707280.00    | 0.01%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.898% 01-22-37/36                                              | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2121036.08    | 0.00%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  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        |     983000 | PA      | $996174.17     | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.375% 04-30-30                                     | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1971000 | PA      | $1962211.31    | 0.00%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL SA                                                                    | PLUSPETROL SA 144A LIFE SR UNSEC 8.5% 05-30-32                                               | CUSIP: 72942BAA3<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | AR        |     734000 | PA      | $765545.85     | 0.00%             | 2032-05-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.0% 08-15-35                                    | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3104787.00    | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SUB 5.193% 02-05-37/36                                                   | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10825441.00   | 0.01%             | 2037-02-05      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.148% 04-23-37/36                                              | CUSIP: 46647PFP6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8850000 | PA      | $8800510.80    | 0.01%             | 2037-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.622% 04-23-32/31                                              | CUSIP: 46647PFM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   16427000 | PA      | $16352125.73   | 0.01%             | 2032-04-23      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.408% 04-23-30/29                                              | CUSIP: 46647PFL5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $21914992.00   | 0.02%             | 2030-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSEC 4.241% 02-10-30/29                                         | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4500000 | PA      | $4457065.50    | 0.00%             | 2030-02-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                                 | LSEG US FIN CORP 144A LIFE SR UNSEC 4.5% 03-23-31                                            | CUSIP: 50222CAE0<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |     740000 | PA      | $733801.76     | 0.00%             | 2031-03-23      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                               | PERUVIAN GOVERNMENT INTERNATIONAL BOND 5.5% 03-30-36                                         | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1850000 | PA      | $1867297.50    | 0.00%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.373% 07-21-36/35                                 | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2428000 | PA      | $2441118.48    | 0.00%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                                 | LSEG US FIN CORP 144A LIFE SR UNSEC 5.25% 03-23-36                                           | CUSIP: 50222CAF7<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1310922.19    | 0.00%             | 2036-03-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                                 | LSEG US FIN CORP 144A LIFE SR UNSEC 4.25% 03-23-29                                           | CUSIP: 50222CAD2<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2480952.50    | 0.00%             | 2029-03-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.0% 10-29-30                                       | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1659000 | PA      | $1627223.51    | 0.00%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 783539 10-20-40                                                                     | CUSIP: 36241L4Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     449644 | PA      | $451712.31     | 0.00%             | 2040-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 5.35% 05-04-33                                                          | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2489000 | PA      | $2420925.85    | 0.00%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 4.95% 02-04-31                                                          | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4570000 | PA      | $4471452.52    | 0.00%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.5 783689 02-20-40                                                                     | CUSIP: 3622A2C26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     693270 | PA      | $716511.19     | 0.00%             | 2040-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 6.0 783690 09-20-39                                                                     | CUSIP: 3622A2C34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     571198 | PA      | $605514.02     | 0.00%             | 2039-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 6.7% 02-04-56                                                           | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   11418000 | PA      | $10531278.12   | 0.01%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 6.55% 02-04-46                                                          | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4701000 | PA      | $4375009.16    | 0.00%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 783688 06-20-41                                                                     | CUSIP: 3622A2CZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     708813 | PA      | $719566.17     | 0.00%             | 2041-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA9776 07-20-54                                                                     | CUSIP: 36179Y2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6598657 | PA      | $6194845.40    | 0.00%             | 2054-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 5.7% 02-04-36                                                           | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   11861000 | PA      | $11396665.57   | 0.01%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 4.55% 02-04-29                                                          | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9372000 | PA      | $9260173.30    | 0.01%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MB0024 11-20-54                                                                     | CUSIP: 3618N5A25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1290252 | PA      | $1248826.70    | 0.00%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.5 MA9961 10-20-54                                                                     | CUSIP: 36180AB69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     215114 | PA      | $194727.89     | 0.00%             | 2054-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 3.557% 08-15-27                                                    | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    7650000 | PA      | $7571587.50    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM4 TRUST                                                             | GCAT 2025-NQM4 A1 144A 5.529% 06-25-70                                                       | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2082327 | PA      | $2093885.59    | 0.00%             | 2070-06-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.5 MB0205 02-20-55                                                                     | CUSIP: 3618N5GP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     427075 | PA      | $431014.74     | 0.00%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT FUND                                                    | OAKTREE STRATEGIC CREDIT FUND SR UNSEC 6.19% 07-15-30                                        | CUSIP: 67403AAG4<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2980326.00    | 0.00%             | 2030-07-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                          | OAK-EAGLE ACQUIRECO INC 144A LIFE SR SEC 1ST LIEN 7.25% 07-01-33                             | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    2165000 | PA      | $2231835.72    | 0.00%             | 2033-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                          | OAK-EAGLE ACQUIRECO INC 144A LIFE SR UNSEC 8.75% 07-01-34                                    | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1046443.19    | 0.00%             | 2034-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| OXFORD FINANCE LLC                                                               | OXFORD FINANCE LLC 144A LIFE SR UNSEC 7.75% 05-15-31                                         | CUSIP: 69145LAE4<br>LEI: 549300LDNS0EYYWL5V49 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1309620.34    | 0.00%             | 2031-05-15      | Fixed         | 7.75%                 | Yes           |                  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        |     237000 | PA      | $237920.75     | 0.00%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.35% 02-12-48                                                  | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      44000 | PA      | $35399.94      | 0.00%             | 2048-02-12      | Fixed         | 6.35%                 | 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        |   14000000 | PA      | $14264600.00   | 0.01%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                          | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 5.625% 01-01-56                           | CUSIP: 74456QCY0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2557380.80    | 0.00%             | 2056-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_22-1                                          | HPA 2022-1 A 144A 3.93% 04-17-39                                                             | CUSIP: 43730NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3920036 | PA      | $3899612.13    | 0.00%             | 2039-04-17      | Fixed         | 3.93%                 | 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      | $595584.98     | 0.00%             | 2039-05-10      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SUB (H) 7.125% 08-15-56/31                                                        | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7976856.00    | 0.01%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 4.25% 03-15-29                                                    | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     150000 | PA      | $148713.15     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                       | PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 5.625% 03-01-34                                | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    3795000 | PA      | $3718424.49    | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 11-15-55                                                  | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  224231900 | PA      | $211548783.16  | 0.17%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HILT 2024-ORL                                                                    | HILT 2024-ORL A 144A FRN 05-15-37                                                            | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $750805.50     | 0.00%             | 2037-05-15      | Variable      | 5.20%                 | Yes           |                  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        |   23783000 | PA      | $24363994.91   | 0.02%             | 2040-01-13      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 11-15-45                                                  | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4000000 | PA      | $3824375.20    | 0.00%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.5% 11-30-30                                                    | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9000000 | PA      | $8811210.60    | 0.01%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.375% 11-30-27                                                  | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      13400 | PA      | $13298.19      | 0.00%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.75% 11-30-32                                                   | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3000000 | PA      | $2926289.10    | 0.00%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 2025-MAUI E 144A FRN 03-15-42                                                            | CUSIP: 419909AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     735000 | PA      | $722683.61     | 0.00%             | 2042-03-15      | Variable      | 6.94%                 | 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        |     211000 | PA      | $211499.23     | 0.00%             | 2042-03-15      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.5% 12-15-28                                                    | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50454500 | PA      | $49953895.50   | 0.04%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 6.125% 11-15-27                                                  | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  296293800 | PA      | $306293715.75  | 0.24%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 6.625% 02-15-27                                                  | CUSIP: 912810EZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   65000000 | PA      | $66536132.00   | 0.05%             | 2027-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.25% 02-15-27                                                   | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      75000 | PA      | $74132.81      | 0.00%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.0% 05-15-47                                                    | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  108296000 | PA      | $79741387.92   | 0.06%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 6.25% 05-15-30                                                   | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  198563300 | PA      | $215510995.36  | 0.17%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | 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        |   15965000 | PA      | $15994152.09   | 0.01%             | 2042-03-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 2025-MAUI D 144A FRN 03-15-42                                                            | CUSIP: 419909AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     407000 | PA      | $408131.87     | 0.00%             | 2042-03-15      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC TL-N 1ST LIEN (TSFR1M+250) (FLR 0.0) FRN 02-13-33                              | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    4875000 | PA      | $4887187.50    | 0.00%             | 2033-02-13      | Variable      | 6.15%                 | No            |                  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        |   15070707 | PA      | $15135465.53   | 0.01%             | 2030-05-30      | Variable      | 8.27%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM7                                       | IMPRL 2022-NQM7 A1 144A 7.369% 11-25-67                                                      | CUSIP: 452763AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9656607 | PA      | $9643078.33    | 0.01%             | 2067-11-25      | Variable      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| JPMMT 2026-NQX1                                                                  | JPMMT 2026-NQX1 A1 144A FRN 07-25-66                                                         | CUSIP: 46594QAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1618659 | PA      | $1629390.85    | 0.00%             | 2066-07-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                          | VERSANT MEDIA GROUP INC TL-B 1ST LIEN (TSFR3M + 175) (FLR 0.0) FRN 01-30-31                  | CUSIP: N/A<br>LEI: 254900D2Q5F5F229PU30       | Long             | LON              | CORP              | US        |    9020000 | PA      | $9052886.92    | 0.01%             | 2031-01-30      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                               | VOYAGER PARENT LLC TL-B 1ST LIEN (TSFR3M+425)(FLR 0.0) FRN 07-01-32                          | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    1090000 | PA      | $1091277.48    | 0.00%             | 2032-07-01      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 ZS4735 09-01-47                                                                | CUSIP: 3132A5HL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2056448 | PA      | $1889145.27    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 5.0 BF0339 01-01-59                                                                   | CUSIP: 3140FXLV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   26494321 | PA      | $26495142.61   | 0.02%             | 2059-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                       | VIASAT INC TL 1ST LIEN (TSFR3M+461.448)(FLR 0.5) FRN 03-02-29                                | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |   10868770 | PA      | $10934156.08   | 0.01%             | 2029-03-02      | Variable      | 8.27%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT                                                                     | BX 2025-VOLT A 144A FRN 12-15-44                                                             | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19529000 | PA      | $19550755.31   | 0.02%             | 2044-12-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                          | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.2% 08-01-49                             | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2223945.90    | 0.00%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 3.3% 03-15-51                                                     | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     800000 | PA      | $513236.00     | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT                                                                     | BX 2025-VOLT D 144A FRN 12-15-44                                                             | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     326000 | PA      | $325570.98     | 0.00%             | 2044-12-15      | Variable      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-DELC                                                                     | BX 2025-DELC B 144A FRN 12-15-42                                                             | CUSIP: 05594MAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     262000 | PA      | $262477.10     | 0.00%             | 2042-12-15      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50                                    | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   15500000 | PA      | $10246058.00   | 0.01%             | 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        |   16400000 | PA      | $14755982.00   | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                                     | SCRT 2017-3 HT 3.25% 07-25-56                                                                | CUSIP: 35563PBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    1451611 | PA      | $1308952.42    | 0.00%             | 2056-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                                     | SCRT 2017-3 MT 3.0% 07-25-56                                                                 | CUSIP: 35563PBS7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7241675 | PA      | $6400728.14    | 0.01%             | 2056-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8220 06-01-52                                                                | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   30214304 | PA      | $26533929.52   | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8242 09-01-52                                                                | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8605337 | PA      | $7555993.95    | 0.01%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_18-1SC                                                         | SCRT 2018-1 HT 3.0% 05-25-57                                                                 | CUSIP: 35563PDT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7547189 | PA      | $6563171.06    | 0.01%             | 2057-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA5216 02-01-50                                                                | CUSIP: 3140QCYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12433127 | PA      | $11110242.14   | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS2009 05-01-52                                                                | CUSIP: 3140XHGT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      35619 | PA      | $31614.92      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV6656 03-01-52                                                                | CUSIP: 3140MLME7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      23581 | PA      | $20971.52      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA5226 02-01-50                                                                | CUSIP: 3140QCYY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    5083089 | PA      | $4542827.54    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA2157 08-01-48                                                                | CUSIP: 3140Q9MF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15798002 | PA      | $15049160.63   | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS0752 03-01-52                                                                | CUSIP: 3140XFZS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   40704752 | PA      | $35954303.60   | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | 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        |   40750095 | PA      | $41724348.56   | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA4819 12-01-49                                                                | CUSIP: 3140QCK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6343293 | PA      | $6033346.82    | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS FM2675 06-01-49                                                                    | CUSIP: 3140X56M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4411652 | PA      | $4202531.14    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8367 10-01-53                                                                | CUSIP: 3132DWJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    8966182 | PA      | $9038691.94    | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QC4305 07-01-51                                                                | CUSIP: 3133ANYA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3774346 | PA      | $3310841.07    | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC7739 09-01-51                                                                | CUSIP: 3133ASS46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1690728 | PA      | $1418437.54    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FS COMMERCIAL TRUST FS_23-4SZN                                                   | FS 2023-4SZN A 144A 7.06626% 11-10-39                                                        | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3231000 | PA      | $3258773.68    | 0.00%             | 2039-11-10      | Fixed         | 7.07%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FM2676 03-01-50                                                                | CUSIP: 3140X56N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4021553 | PA      | $3826298.13    | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA2033 07-01-48                                                                | CUSIP: 3140Q9HK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7823093 | PA      | $7451848.20    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA5192 11-01-53                                                                | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      27229 | PA      | $28267.58      | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8374 11-01-53                                                                | CUSIP: 3132DWJT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      35115 | PA      | $36436.89      | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QA5741 12-01-49                                                                | CUSIP: 3133A0LW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2281747 | PA      | $2047783.40    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RA9284 06-01-53                                                                | CUSIP: 3133KRJ54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3054304 | PA      | $3185398.12    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD2979 05-01-53                                                                | CUSIP: 3132DQJY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1567856 | PA      | $1654699.60    | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FS5313 01-01-50                                                                | CUSIP: 3140XL3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  167081014 | PA      | $153925222.45  | 0.12%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8316 04-01-53                                                                | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   38599136 | PA      | $38956679.73   | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB0191 04-01-51                                                                | CUSIP: 3140QKF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12758129 | PA      | $11273389.17   | 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        |    1523226 | PA      | $1353613.20    | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QE9222 09-01-52                                                                | CUSIP: 3133BKG78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   44501605 | PA      | $44106430.64   | 0.03%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 QH3557 11-01-53                                                                | CUSIP: 3133CF5S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3002989 | PA      | $3161249.59    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | 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        |     103999 | PA      | $104931.49     | 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        |      26108 | PA      | $26723.83      | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5247 01-01-54                                                                | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      87051 | PA      | $88973.75      | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8402 02-01-54                                                                | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2021772 | PA      | $2068411.77    | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | 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        |    5067955 | PA      | $5196803.14    | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD4795 01-01-54                                                                | CUSIP: 3132DSKG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3728399 | PA      | $3815009.86    | 0.00%             | 2054-01-01      | 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        |   46155573 | PA      | $45759050.63   | 0.04%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FS6873 01-01-54                                                                | CUSIP: 3140XNT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11032751 | PA      | $11463977.16   | 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        |    6229001 | PA      | $6271793.90    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB8163 03-01-54                                                                | CUSIP: 3140QUB96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     540870 | PA      | $556686.18     | 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        |    4011154 | PA      | $4041575.03    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB8148 03-01-54                                                                | CUSIP: 3140QUBS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1673492 | PA      | $1692812.60    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | 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        |    2450000 | PA      | $2386383.30    | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.5% 03-15-64                                                            | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     129000 | PA      | $122415.71     | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.4% 03-15-54                                                            | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1899424.00    | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 5.2% 07-15-35                                                          | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2376000 | PA      | $2397740.40    | 0.00%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 190445 03-01-55                                                                | CUSIP: 31368HP64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   30842856 | PA      | $32004429.14   | 0.03%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AL1571 06-01-41                                                                | CUSIP: 3138EHW99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1873901 | PA      | $1897857.27    | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | 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        |    5000000 | PA      | $4495445.00    | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 5.93% 05-01-60                                                            | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4629000 | PA      | $4485014.96    | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 890445 07-01-42                                                                | CUSIP: 31410LHW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     867288 | PA      | $835347.97     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 7.0 SD8536 05-01-55                                                                | CUSIP: 3132DWPV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     916504 | PA      | $967638.12     | 0.00%             | 2055-05-01      | Fixed         | 7.00%                 | 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        |    4141000 | PA      | $4037777.29    | 0.00%             | 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        |    2813000 | PA      | $2859175.40    | 0.00%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.5 AS0831 10-01-43                                                                | CUSIP: 3138W94R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     144189 | PA      | $143050.69     | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q21442 08-01-43                                                                    | CUSIP: 3132JNS73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     266881 | PA      | $262783.80     | 0.00%             | 2043-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AO6721 06-01-42                                                                | CUSIP: 3138LXPF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6503620 | PA      | $6264053.13    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AO1820 06-01-42                                                                | CUSIP: 3138LSAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     734882 | PA      | $707816.80     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  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        |     219000 | PA      | $176869.88     | 0.00%             | 2039-01-05      | Variable      | 3.45%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                | JPMCC 2022-OPO B 144A 3.3765% 01-05-39                                                       | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     871000 | PA      | $730333.50     | 0.00%             | 2039-01-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI3 5.5 BF0320 01-01-49                                                                   | CUSIP: 3140FXLA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8302735 | PA      | $8605527.07    | 0.01%             | 2049-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ2860 11-01-54                                                                | CUSIP: 3142GTFA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3678477 | PA      | $3628000.79    | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_21-7                                              | JPMMT 2021-7 A6 144A FRN 11-25-51                                                            | CUSIP: 46592NAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     608832 | PA      | $570881.91     | 0.00%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JPMMT 2021-6                                                                     | JPMMT 2021-6 A6 144A FRN 10-25-51                                                            | CUSIP: 46653PAM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     580431 | PA      | $546204.82     | 0.00%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  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        |    4414854 | PA      | $4445916.76    | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2922 11-01-54                                                                | CUSIP: 3142GTG83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1160797 | PA      | $1188025.69    | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCI UMBS 2.5 SB0649 04-01-37                                                                | CUSIP: 3132CWWJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1593026 | PA      | $1502353.71    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 2.5 FS3558 02-01-38                                                                | CUSIP: 3140XJ5U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      78282 | PA      | $73737.37      | 0.00%             | 2038-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCI UMBS 2.5 QO1051 11-01-37                                                                | CUSIP: 3133WKEY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      33946 | PA      | $31974.88      | 0.00%             | 2037-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCI UMBS 2.5 SB8175 09-01-37                                                                | CUSIP: 3132D6CL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      73223 | PA      | $68971.96      | 0.00%             | 2037-09-01      | 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        |    3595000 | PA      | $3579185.60    | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                        | PG&E CORP SR SEC 1ST LIEN 5.25% 07-01-30                                                     | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   12763000 | PA      | $12640041.26   | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 2.5 BW0488 05-01-37                                                                | CUSIP: 3140MRRJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     867385 | PA      | $817028.62     | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2026-1                                         | GCAR 2026-1A A2 144A 4.04% 11-15-28                                                          | CUSIP: 36274AAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1998868.00    | 0.00%             | 2028-11-15      | Fixed         | 4.04%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.55% 07-01-30                                   | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2173000 | PA      | $2148931.85    | 0.00%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.95% 07-01-50                                   | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   23054000 | PA      | $19160432.99   | 0.02%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | EQUITABLE HOLDINGS INC                                                                       | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    1466314 | NS      | $61878450.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC (REIT)                                                                           | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     126200 | NS      | $136653146.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP                                                                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    1632647 | NS      | $98089431.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSILORLUXOTTICA SA                                                              | ESSILORLUXOTTICA SA                                                                          | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |     116918 | NS      | $24932107.14   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BALL CORP                                                                        | BALL CORP SR UNSEC 5.5% 09-15-33                                                             | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    3945000 | PA      | $3957738.41    | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 144A LIFE SR UNSEC 5.625% 08-15-30                                                 | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     565000 | PA      | $565889.31     | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1512 05-01-54                                                                | CUSIP: 3142GRVE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   23252184 | PA      | $23676768.51   | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 MA5274 02-01-54                                                                | CUSIP: 31418E2G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   40880466 | PA      | $43159224.53   | 0.03%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB7018 09-01-53                                                                | CUSIP: 3140QSYQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      29686 | PA      | $27897.61      | 0.00%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD6203 06-01-52                                                                | CUSIP: 3132DT3L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1741637 | PA      | $1527194.54    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS2676 06-01-52                                                                | CUSIP: 3140XH6N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     955436 | PA      | $837690.85     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | 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        |     860874 | PA      | $879370.61     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | 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        |     704096 | PA      | $690006.60     | 0.00%             | 2041-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.0 MA7051 12-20-50                                                                     | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2237887 | PA      | $1843602.54    | 0.00%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 1.922% 10-24-31/30                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4869000 | PA      | $4318145.69    | 0.00%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.25% 02-01-28                                                            | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1961508.00    | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR CAPITAL CORP SR UNSEC 6.125% 01-15-30                                                 | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    1239000 | PA      | $1201261.30    | 0.00%             | 2030-01-15      | Fixed         | 6.12%                 | 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        |   22500000 | PA      | $22939087.50   | 0.02%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NESTLE SA                                                                        | NESTLE SA                                                                                    | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |    5325956 | NS      | $540204967.88  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC                                                                            | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |   40637913 | NS      | $726953120.30  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES ISSUER TRUST 2026-2                                  | GSAR 2026-2A A2 144A 4.46% 06-15-32                                                          | CUSIP: 379958AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6010320.00    | 0.00%             | 2032-06-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| GMCAR 2026-2                                                                     | GMCAR 2026-2 B 4.44% 04-16-32                                                                | CUSIP: 380143AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1595000 | PA      | $1596020.80    | 0.00%             | 2032-04-16      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                            | TCF 2020-1A B 144A 3.74% 09-20-45                                                            | CUSIP: 89680HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     420333 | PA      | $402950.03     | 0.00%             | 2045-09-20      | Fixed         | 3.74%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                                     | TMCL 2020-2A A 144A 2.1% 09-20-45                                                            | CUSIP: 88315LAG3<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | BM        |     434799 | PA      | $408914.14     | 0.00%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                                     | TMCL 2020-2A B 144A 3.34% 09-20-45                                                           | CUSIP: 88315LAH1<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | BM        |     539167 | PA      | $511749.97     | 0.00%             | 2045-09-20      | Fixed         | 3.34%                 | 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        |    2488000 | PA      | $2374218.78    | 0.00%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GMCAR 2026-2                                                                     | GMCAR 2026-2 A2A 4.05% 05-16-29                                                              | CUSIP: 380143AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6540000 | PA      | $6547259.40    | 0.01%             | 2029-05-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LEDN 2026-1A                                                                     | LEDN 2026-1A A 144A 6.748% 02-25-41                                                          | CUSIP: 523299AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11884000 | PA      | $11906223.08   | 0.01%             | 2041-02-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_26-A                                      | MLANE 2026-A A 144A 4.95% 07-15-32                                                           | CUSIP: 60510MCG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2135000 | PA      | $2137006.90    | 0.00%             | 2032-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING 2026-A LLC                                                          | NMEF 2026-A A2 144A 4.09% 02-15-34                                                           | CUSIP: 62919FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     302000 | PA      | $301481.47     | 0.00%             | 2034-02-15      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| OHS 2026-1A                                                                      | OHS 2026-1A A2 144A 5.98% 02-25-61                                                           | CUSIP: 67115SAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1678198 | PA      | $1652201.36    | 0.00%             | 2061-02-25      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| OHS 2026-1A                                                                      | OHS 2026-1A B 144A 8.35% 02-25-61                                                            | CUSIP: 67115SAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1450000 | PA      | $1426238.85    | 0.00%             | 2061-02-25      | Fixed         | 8.35%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2026-1A                                                                     | PEAC 2026-1A A2 144A 4.27% 10-20-28                                                          | CUSIP: 704583AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1073000 | PA      | $1072623.38    | 0.00%             | 2028-10-20      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| PAID 2026-1                                                                      | PAID 2026-1 B 144A 5.37% 09-15-33                                                            | CUSIP: 694969AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     352000 | PA      | $351021.79     | 0.00%             | 2033-09-15      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC 144A LIFE SR UNSEC 6.0% 08-15-33                                                   | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     725000 | PA      | $724184.38     | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                                   | BHP BILLITON FINANCE USA LTD SR UNSEC 5.75% 09-05-55                                         | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    2544000 | PA      | $2559398.83    | 0.00%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PAID 2026-1                                                                      | PAID 2026-1 A2 144A 4.739% 09-15-33                                                          | CUSIP: 694969AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99875.40      | 0.00%             | 2033-09-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2026-1                                                                     | PKAIR 2026-1 A 144A 4.614% 09-15-43                                                          | CUSIP: 72585CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1124000 | PA      | $1102451.80    | 0.00%             | 2043-09-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.0 MA7533 08-20-51                                                                     | CUSIP: 36179WLN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1966687 | PA      | $1620184.47    | 0.00%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.0 MA7704 11-20-51                                                                     | CUSIP: 36179WRZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52280 | PA      | $43069.31      | 0.00%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.0 MA6930 10-20-50                                                                     | CUSIP: 36179VVX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     454973 | PA      | $375464.73     | 0.00%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.5 MA8044 05-20-52                                                                     | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     658631 | PA      | $600985.12     | 0.00%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8346 10-20-52                                                                     | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20935720 | PA      | $19756306.08   | 0.02%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8267 09-20-52                                                                     | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  217727899 | PA      | $205526645.13  | 0.16%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                    | PSTAT 2024-2A A1R CLO 144A FRN 01-15-33                                                      | CUSIP: 69702WAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     458666 | PA      | $458886.48     | 0.00%             | 2033-01-15      | Variable      | 4.49%                 | Yes           |                  2 | On Loan: No      |
| REACH 2026-1A                                                                    | REACH 2026-1A C 144A 4.8% 02-15-33                                                           | CUSIP: 75526XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     703000 | PA      | $697191.11     | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.5 MA8199 08-20-52                                                                     | CUSIP: 36179XDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     196340 | PA      | $179155.20     | 0.00%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8567 01-20-53                                                                     | CUSIP: 36179XQU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15712363 | PA      | $14810661.46   | 0.01%             | 2053-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 RA7556 06-01-52                                                                | CUSIP: 3133KPMD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   60127313 | PA      | $58127358.39   | 0.05%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD1584 09-01-52                                                                | CUSIP: 3132DNXM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   13705482 | PA      | $13319398.48   | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                                                | KIMCO REALTY CORP (REIT)                                                                     | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |     295754 | NS      | $6991624.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO INC                                                                     | KKR & CO INC CV PFD CL D 6.250% 03-01-28                                                     | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |    3043800 | NS      | $135083844.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 MA9016 07-20-53                                                                     | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   78412718 | PA      | $78147683.06   | 0.06%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 MA8947 06-20-53                                                                     | CUSIP: 36179X5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14279319 | PA      | $14244991.90   | 0.01%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA CORP                                                                                     | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     163435 | NS      | $286068452.25  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | KIMBERLY-CLARK CORP                                                                          | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |    1556004 | NS      | $153157473.72  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO                                                                     | COCA-COLA CO                                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    3670852 | NS      | $289116303.52  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE KPN NV                                                               | KONINKLIJKE KPN NV                                                                           | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |   57175746 | NS      | $306263172.69  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.7% 03-15-55                                       | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     445000 | PA      | $440458.33     | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                         | LINDBLAD EXPEDITIONS LLC 144A LIFE SR SEC 1ST LIEN 7.0% 09-15-30                             | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2631211.52    | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  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        |       5298 | PA      | $5430.92       | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY (NEW)                                               | LINDE PUBLIC LIMITED COMPANY (NEW)                                                           | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | US        |     670663 | NS      | $336096055.82  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | LOCKHEED MARTIN CORP                                                                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |     353549 | NS      | $183127775.53  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.875% 01-15-36                                   | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   11246000 | PA      | $11365949.84   | 0.01%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.125% 01-15-31                                   | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    1163000 | PA      | $1170360.63    | 0.00%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | NORTHROP GRUMMAN CORP                                                                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     467619 | NS      | $270975858.12  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO NORDISK AS                                                                  | NOVO NORDISK AS CL B                                                                         | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |   10324407 | NS      | $434737540.08  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 2.651% 03-11-32/31                                             | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9091250.00    | 0.01%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2749000 | PA      | $2432251.97    | 0.00%             | 2032-07-21      | Variable      | 2.30%                 | 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        |    2114000 | PA      | $1730220.21    | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 144A LIFE SR UNSEC 5.0% 10-15-26                                                | CUSIP: 097793AE3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3069128.12    | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 2.572% 10-20-32/31                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     700000 | PA      | $623854.70     | 0.00%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 2.972% 02-04-33/32                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      54000 | PA      | $48943.22      | 0.00%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SUB 3.846% 03-08-37/32                                                  | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4646315.00    | 0.00%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 5.65% 03-16-52                                                     | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     713000 | PA      | $663559.15     | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 4.571% 04-27-33/32                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49217.55      | 0.00%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSEC 3.132% 12-01-51                                            | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $1844033.73    | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 7.25% 02-13-33                             | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    1270000 | PA      | $728662.50     | 0.00%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 7.25% 02-13-33                                 | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |    2750000 | PA      | $1577812.50    | 0.00%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                                   | BHP BILLITON FINANCE USA LTD SR UNSEC 4.9% 02-28-33                                          | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     665000 | PA      | $668758.58     | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY CO                                                     | BERKSHIRE HATHAWAY ENERGY CO SR UNSEC 4.6% 05-01-53                                          | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1646188.00    | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 6.5% 01-15-34                                                  | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2528310.49    | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 7.081% 08-02-53                                                    | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2843000 | PA      | $3148457.61    | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.625% 03-22-33                                                    | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1073374.85    | 0.00%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 4.8% 02-15-36                                                          | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1929000 | PA      | $1883230.62    | 0.00%             | 2036-02-15      | Fixed         | 4.80%                 | 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        |    1144000 | PA      | $1242653.98    | 0.00%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                                   | BHP BILLITON FINANCE USA LTD SR UNSEC 5.25% 09-08-33                                         | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    1301000 | PA      | $1331976.81    | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS4191 03-01-53                                                                | CUSIP: 3140XKUR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2164328 | PA      | $2195950.61    | 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        |    1153003 | PA      | $1169850.54    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                                              | LABORATORY CORP OF AMERICA HOLDINGS SR UNSEC 4.7% 02-01-45                                   | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6071958.60    | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSEC 4.375% 03-22-28                                            | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4375000 | PA      | $4371745.00    | 0.00%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LONDON STOCK EXCHANGE GROUP PLC                                                  | LONDON STOCK EXCHANGE GROUP PLC                                                              | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |     329850 | NS      | $42797846.16   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                                              | LVMH MOET HENNESSY LOUIS VUITTON SE                                                          | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |     278112 | NS      | $147579457.75  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LYONDELLBASELL INDUSTRIES NV                                                     | LYONDELLBASELL INDUSTRIES NV                                                                 | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |    1666617 | NS      | $124329628.20  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALDS CORP                                                                               | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    2020117 | NS      | $593086150.03  | 0.47%             |  |  |  | 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        |    2300822 | NS      | $181005666.74  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                       | MONDELEZ INTERNATIONAL INC CL A                                                              | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |   17633594 | NS      | $1083408015.36 | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                                                    | MEDTRONIC PLC                                                                                | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |    1455734 | NS      | $117870781.98  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                  | CAPITAL GROUP CENTRAL CASH FUND                                                              | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |   64490618 | NS      | $6448416864.82 | 5.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                                                   | STARBUCKS CORP                                                                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    8492037 | NS      | $894466257.21  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| BATH & BODY WORKS INC                                                            | BATH & BODY WORKS INC SR UNSEC 7.5% 06-15-29                                                 | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1015488.00    | 0.00%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                               | LEVIATHAN BOND LTD 144A LIFE/REG S SR SEC 1ST LIEN 6.75% 06-30-30                            | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |    2085000 | PA      | $2148434.04    | 0.00%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 4.9% 02-15-38                                                          | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1762000 | PA      | $1703885.72    | 0.00%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 3.469% 04-15-34                                                        | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1354243.50    | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1215 04-01-54                                                                | CUSIP: 3142GRK58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     809615 | PA      | $815580.54     | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | 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        |    2097267 | PA      | $2114407.88    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 8.5% 01-12-31                                  | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $240744.00     | 0.00%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                               | FORESTAR GROUP INC 144A LIFE SR UNSEC 6.5% 03-15-33                                          | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    2640000 | PA      | $2657603.52    | 0.00%             | 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        |     703000 | PA      | $700247.05     | 0.00%             | 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        |    1171000 | PA      | $1187305.00    | 0.00%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1503 05-01-54                                                                | CUSIP: 3142GRU57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3274028 | PA      | $3353315.25    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5879 11-01-55                                                                | CUSIP: 31418FQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   98697293 | PA      | $99268947.72   | 0.08%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA6029 04-01-56                                                                | CUSIP: 31418FVX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   47114935 | PA      | $46458529.68   | 0.04%             | 2056-04-01      | Fixed         | 5.00%                 | 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        |     435608 | PA      | $365465.60     | 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        |    5612869 | PA      | $4718609.49    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD1660 03-01-52                                                                | CUSIP: 3132DNZZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     290560 | PA      | $245015.81     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS5929 01-01-51                                                                | CUSIP: 3140XMST4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     907340 | PA      | $762351.11     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD3095 07-01-51                                                                | CUSIP: 3132DQNL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     908076 | PA      | $762405.92     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA6079 06-01-50                                                                | CUSIP: 3140QDXH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      15997 | PA      | $13440.64      | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN                                   | COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN                                               | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |   22275201 | NS      | $808500455.50  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| MINDSPACE BUSINESS PARKS REIT                                                    | MINDSPACE BUSINESS PARKS REIT (REIT)                                                         | CUSIP: N/A<br>LEI: 335800KNDFQZVN5X6W64       | Long             | EC               | CORP              | IN        |   29892332 | NS      | $147268756.00  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CDX EMERGING MARKET ISSUER                                                       | CDX EM S45 1.0% 03-20-26/06-20-31 ICE                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |          1 | NC      | $7235.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 3.375% 10-01-40                                   | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    2413000 | PA      | $1775087.26    | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SUB 5.942% 02-07-39/34                                                        | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2187000 | PA      | $2252817.77    | 0.00%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 4.5 BM6737 11-01-59                                                                   | CUSIP: 3140JBPX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   43808503 | PA      | $42378900.02   | 0.03%             | 2059-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BW9049 09-01-52                                                                | CUSIP: 3140N2BT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     110473 | PA      | $106943.38     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  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        |    2725000 | PA      | $2760964.55    | 0.00%             | 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        |      29000 | PA      | $30398.64      | 0.00%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  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        |     355000 | PA      | $360191.88     | 0.00%             | 2031-05-28      | Variable      | 5.39%                 | Yes           |                  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        |    2418000 | PA      | $2414029.64    | 0.00%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  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      | $2022632.00    | 0.00%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.05% 06-11-27              | CUSIP: 592179KL8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3025251.00    | 0.00%             | 2027-06-11      | Fixed         | 5.05%                 | Yes           |                  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      | $981056.30     | 0.00%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28                                              | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5678000 | PA      | $5959821.85    | 0.00%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                           | EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 8.625% 05-15-32                             | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   20775000 | PA      | $22059206.63   | 0.02%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | EVERSOURCE ENERGY SR UNSEC 5.95% 07-15-34                                                    | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     647000 | PA      | $676289.04     | 0.00%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  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        |     395000 | PA      | $399566.20     | 0.00%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | MORGAN STANLEY BANK NA SR UNSEC 4.968% 07-14-28/27                                           | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1106689.10    | 0.00%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                      | EUROBANK SA EUR REG S SR UNSEC (B) 4.875% 04-30-31/30                                        | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |   10982000 | PA      | $13407897.79   | 0.01%             | 2031-04-30      | Variable      | 4.88%                 | 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        |    2000000 | PA      | $2013844.00    | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | 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        |     883000 | PA      | $785329.60     | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC SR UNSEC 4.55% 01-15-35                                                       | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    1009000 | PA      | $990131.70     | 0.00%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO LLC                                                    | BLACKSTONE REG FINANCE CO LLC SR UNSEC 4.95% 02-15-36                                        | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3549351.25    | 0.00%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC                                                     | BREAD FINANCIAL HOLDINGS INC 144A LIFE SR UNSEC 6.75% 05-15-31                               | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     845000 | PA      | $864345.43     | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                           | EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 8.0% 03-15-33                               | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9444870.00    | 0.01%             | 2033-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| EUROBANK SA                                                                      | EUROBANK SA EUR REG S SR UNSEC (B) 4.0% 09-24-30/29                                          | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     955000 | PA      | $1131139.60    | 0.00%             | 2030-09-24      | Variable      | 4.00%                 | 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        |    4627625 | PA      | $5027368.50    | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | ECHOSTAR CORP SR SEC 1ST LIEN PIK 6.75% 11-30-30                                             | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   40144799 | PA      | $40781776.53   | 0.03%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 5.25% 03-15-32                                                 | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    2280000 | PA      | $2250660.96    | 0.00%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG RESOURCES INC SR UNSEC 5.65% 12-01-54                                                    | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    4559000 | PA      | $4431580.51    | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 3.0% 10-15-30                                                          | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2329855.22    | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | CARRIER GLOBAL CORP SR UNSEC 2.722% 02-15-30                                                 | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   12267000 | PA      | $11481801.60   | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSEC 4.45% 02-15-29                                             | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    1512000 | PA      | $1498203.00    | 0.00%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSEC 4.9% 12-15-30                                              | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    4030000 | PA      | $3989192.22    | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | 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        |     896000 | PA      | $781328.13     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | 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        |   27281000 | PA      | $17161222.17   | 0.01%             | 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        |    3359909 | PA      | $3182206.77    | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                 | CCO HOLDINGS LLC 144A SR UNSEC 4.5% 06-01-33                                                 | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18325000 | PA      | $15761534.08   | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | 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        |    5000000 | PA      | $5006255.00    | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP LTD                                                                | CARNIVAL CORP LTD 144A LIFE SR SEC 1ST LIEN 4.0% 08-01-28                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2930910.00    | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 2.625% 08-01-31                                                        | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    3214000 | PA      | $2787601.83    | 0.00%             | 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        |   71195000 | PA      | $59791768.05   | 0.05%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BV8976 08-01-52                                                                | CUSIP: 3140MN6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3777944 | PA      | $3760852.87    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 FS5520 01-01-53                                                                | CUSIP: 3140XMD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   18626896 | PA      | $18005447.06   | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD4116 12-01-52                                                                | CUSIP: 3132E0SD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   15844138 | PA      | $15308970.14   | 0.01%             | 2052-12-01      | 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        |    6874989 | PA      | $7022718.92    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD8711 03-01-52                                                                | CUSIP: 3133B6VC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     144696 | PA      | $115956.00     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB2095 11-01-51                                                                | CUSIP: 3140QMKH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2341949 | PA      | $2053605.72    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW9710 05-01-53                                                                | CUSIP: 3140N2YG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    6886359 | PA      | $6038221.54    | 0.00%             | 2053-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8517 03-01-55                                                                | CUSIP: 3132DWPA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7449481 | PA      | $7730043.64    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSEC 5.65% 12-15-35                                             | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    5176000 | PA      | $5087024.56    | 0.00%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 4.5% 01-10-28                                  | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     600000 | PA      | $377250.00     | 0.00%             | 2028-01-10      | Fixed         | 4.50%                 | Yes           |                  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        |     550000 | PA      | $553955.60     | 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        |     885000 | PA      | $900514.05     | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 5.2% 01-15-36                                     | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     165000 | PA      | $166519.16     | 0.00%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 4.6% 01-15-31                                     | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1096000 | PA      | $1098276.39    | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 3.419% 12-20-28/27                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8853057.00    | 0.01%             | 2028-12-20      | Variable      | 3.42%                 | 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        |   14323000 | PA      | $15124185.65   | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.654% 10-18-30/29                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     500000 | PA      | $499246.00     | 0.00%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 6.5% 02-15-31                                       | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $6061265.00    | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                         | EAGLE FUNDING LUXCO SARL 144A LIFE SF 5.5% 08-17-30                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   13205000 | PA      | $13323184.75   | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                 | ELI LILLY & CO SR UNSEC 4.9% 10-15-35                                                        | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2994945.00    | 0.00%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BQ8428 12-01-50                                                                | CUSIP: 3140KULJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1202438 | PA      | $964401.22     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BT0136 06-01-51                                                                | CUSIP: 3140LNEJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     126957 | PA      | $101742.24     | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                 | ELI LILLY & CO SR UNSEC 5.55% 10-15-55                                                       | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1259000 | PA      | $1238534.96    | 0.00%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | ECOLAB INC SR UNSEC 5.0% 09-01-35                                                            | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3022806.00    | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA5204 05-01-51                                                                | CUSIP: 3133KLX93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      63940 | PA      | $51241.65      | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BQ8474 12-01-50                                                                | CUSIP: 3140KUMY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1245332 | PA      | $1001381.02    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | 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        |     321235 | PA      | $270638.00     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC9944 11-01-51                                                                | CUSIP: 3133AVBM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2183730 | PA      | $1832040.06    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.375% 10-01-28                                       | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1631053.10    | 0.00%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.625% 10-01-31                                       | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    3690000 | PA      | $3237022.98    | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSEC 5.7% 09-15-55                                                   | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1518139.84    | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSEC 5.0% 01-15-36                                                   | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    5427000 | PA      | $5330676.18    | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QC0887 04-01-51                                                                | CUSIP: 3133AJ6Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      39697 | PA      | $31813.09      | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QB2937 08-01-50                                                                | CUSIP: 3133A9HN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     766590 | PA      | $616647.16     | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP SR UNSEC 4.5% 01-15-29                                                              | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1029000 | PA      | $1021734.23    | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  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        |    1702000 | PA      | $1714244.19    | 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        |    7728000 | PA      | $7803000.24    | 0.01%             | 2035-07-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                      | ION PLATFORM FINANCE US INC 144A LIFE SR SEC 1ST LIEN 9.5% 05-30-29                          | CUSIP: 46206AAB8<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |   10919000 | PA      | $10219288.64   | 0.01%             | 2029-05-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| CAMPBELL'S COMPANY/THE                                                           | CAMPBELL'S COMPANY SR UNSEC 4.75% 03-23-35                                                   | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     121000 | PA      | $111508.16     | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 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      | $217498.51     | 0.00%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 2.069% 06-01-29/28                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5717412.00    | 0.00%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 2.545% 11-08-32/31                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5255000 | PA      | $4678153.40    | 0.00%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 2.963% 01-25-33/32                                              | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10763000 | PA      | $9774052.51    | 0.01%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 6.875% 11-01-29                                      | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9178065.00    | 0.01%             | 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        |    3325000 | PA      | $3362785.30    | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.75% 11-07-36                                        | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     245000 | PA      | $258597.50     | 0.00%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SUB (H) 7.0% 03-10-55/30                                                     | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5190935.00    | 0.00%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SUB (H) 6.75% 12-10-54/34                                                    | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5182580.00    | 0.00%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 5.245% 01-13-31/30                               | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1020559.00    | 0.00%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP LTD                                                                | CARNIVAL CORP LTD 144A LIFE SR UNSEC 6.125% 02-15-33                                         | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    8965000 | PA      | $9101357.65    | 0.01%             | 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        |    1830000 | PA      | $1869989.16    | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU3058 12-01-51                                                                | CUSIP: 3140M4MG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1910585 | PA      | $1605993.41    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA4805 11-01-52                                                                | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2813818 | PA      | $2719647.96    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FM8194 07-01-51                                                                | CUSIP: 3140XCC89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1204684 | PA      | $965437.54     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD5035 01-01-52                                                                | CUSIP: 3133B2SY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     120780 | PA      | $96790.37      | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP LTD                                                                | CARNIVAL CORP LTD 144A LIFE SR UNSEC 5.75% 03-15-30                                          | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    3628000 | PA      | $3682579.63    | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.5% 04-15-30                                              | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2047148.00    | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BR3771 04-01-51                                                                | CUSIP: 3140L2FM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     384014 | PA      | $307755.01     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FM8114 06-01-51                                                                | CUSIP: 3140XCAQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2154083 | PA      | $1726290.92    | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD6093 02-01-52                                                                | CUSIP: 3133B3XW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     824756 | PA      | $660942.20     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QB8132 01-01-51                                                                | CUSIP: 3133AFA92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     544145 | PA      | $437610.08     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FM9783 12-01-51                                                                | CUSIP: 3140XD2R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      58856 | PA      | $47166.35      | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA6427 12-01-51                                                                | CUSIP: 3133KND83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     855526 | PA      | $750433.05     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW9618 06-01-53                                                                | CUSIP: 3140N2VL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1916756 | PA      | $1680763.51    | 0.00%             | 2053-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BW9206 08-01-52                                                                | CUSIP: 3140N2GQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      52908 | PA      | $54878.82      | 0.00%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB4421 08-01-52                                                                | CUSIP: 3140QP4F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      26059 | PA      | $26459.02      | 0.00%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX1298 11-01-52                                                                | CUSIP: 3140N5NQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      69657 | PA      | $70924.70      | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | 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        |    5449104 | PA      | $5252658.68    | 0.00%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.5% 03-01-42                           | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    5675000 | PA      | $3867160.65    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  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        |    1775000 | PA      | $1705650.75    | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9865 09-01-53                                                                | CUSIP: 3133KR6A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   36867443 | PA      | $38810247.09   | 0.03%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB7139 09-01-53                                                                | CUSIP: 3140QS4Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   53917236 | PA      | $56385567.06   | 0.04%             | 2053-09-01      | Fixed         | 6.50%                 | 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        |    1247000 | PA      | $921827.29     | 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        |    3885000 | PA      | $2533074.39    | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                         | COTY INC 144A LIFE SR SEC 1ST LIEN 4.75% 01-15-29                                            | CUSIP: 222070AG9<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    1407000 | PA      | $1363727.72    | 0.00%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 3.057% 01-25-33/32                                                    | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8537000 | PA      | $7739242.96    | 0.01%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                     | GCAR 2024-1A E 144A 7.94% 10-15-30                                                           | CUSIP: 36269HAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     915000 | PA      | $948532.01     | 0.00%             | 2030-10-15      | Fixed         | 7.94%                 | Yes           |                  2 | On Loan: No      |
| GMALT 2024-2                                                                     | GMALT 2024-2 A3 5.39% 07-20-27                                                               | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100255 | PA      | $100501.77     | 0.00%             | 2027-07-20      | Fixed         | 5.39%                 | 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        |    4000000 | PA      | $4122632.00    | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | 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        |    3934000 | PA      | $3951266.33    | 0.00%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| GALC 2023-1                                                                      | GALC 2023-1 A3 144A 5.15% 07-15-27                                                           | CUSIP: 39154TCC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     257696 | PA      | $258654.81     | 0.00%             | 2027-07-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 4.8% 01-15-31                                                       | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2476040.00    | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | HIGHWOODS REALTY LP SR UNSEC 7.65% 02-01-34                                                  | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2929988.25    | 0.00%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | INTEL CORP SR UNSEC 5.6% 02-21-54                                                            | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   10177000 | PA      | $9463490.53    | 0.01%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BX6545 02-01-53                                                                | CUSIP: 3140NBHX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   22383593 | PA      | $22984078.08   | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS4933 06-01-53                                                                | CUSIP: 3140XLPT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3967735 | PA      | $4078363.37    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD3505 06-01-53                                                                | CUSIP: 3132DQ3N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   26079625 | PA      | $26787426.23   | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD3175 06-01-53                                                                | CUSIP: 3132DQQ41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    7372731 | PA      | $7576543.17    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                            | DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 8.875% 02-01-30                              | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5850000 | PA      | $5965373.70    | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 4.85% 12-01-35                                       | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     425000 | PA      | $418035.53     | 0.00%             | 2035-12-01      | Fixed         | 4.85%                 | 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        |     650000 | PA      | $653270.15     | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO Y CONSTITUCION SA                                                | CELULOSA ARAUCO Y CONSTITUCION SA 144A LIFE SR UNSEC 6.18% 05-05-32                          | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    1160000 | PA      | $1181460.00    | 0.00%             | 2032-05-05      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 4.2% 12-01-30                                        | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3954528.00    | 0.00%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 4.375% 11-15-42                                                     | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     795000 | PA      | $633006.83     | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | 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        |    5504000 | PA      | $4269408.77    | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC SR UNSEC 4.35% 05-09-27                                             | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    2454000 | PA      | $2455361.97    | 0.00%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | INTEL CORP SR UNSEC 5.0% 02-21-31                                                            | CUSIP: 458140CN8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3031287.00    | 0.00%             | 2031-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVELOPERS LTD                                                | IRB INFRASTRUCTURE DEVELOPERS LTD 144A LIFE SR SEC 1ST LIEN SF 7.11% 03-11-32                | CUSIP: 449881AA9<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |    1140000 | PA      | $1170335.40    | 0.00%             | 2032-03-11      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP SR UNSEC 6.05% 05-15-55                                                         | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     145000 | PA      | $142605.18     | 0.00%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | CITIBANK NA SR UNSEC 4.914% 05-29-30                                                         | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     375000 | PA      | $381289.88     | 0.00%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM ENERGY CO 144A LIFE SR UNSEC 9.625% 06-15-33                                              | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     915000 | PA      | $1020014.55    | 0.00%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 5.734% 01-28-56/55                                          | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12688208.00   | 0.01%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVELOPERS LTD                                                | IRB INFRASTRUCTURE DEVELOPERS LTD REG S SR SEC 1ST LIEN SF 7.11% 03-11-32                    | CUSIP: N/A<br>LEI: 335800XGO3AITGW6AK27       | Long             | DBT              | CORP              | IN        |     415000 | PA      | $426043.15     | 0.00%             | 2032-03-11      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                      | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 5.875% 07-01-34                               | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    2452000 | PA      | $2530817.09    | 0.00%             | 2034-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 7.379% 07-15-32                                            | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    3179000 | PA      | $3371256.38    | 0.00%             | 2032-07-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.0% 04-20-33                                         | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2500000 | PA      | $2691250.00    | 0.00%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                                      | GEOPARK LTD REG S SR UNSEC 8.75% 01-31-30                                                    | CUSIP: N/A<br>LEI: 529900ZR5QI19AH4KZ07       | Long             | DBT              | CORP              | CO        |     292000 | PA      | $293594.32     | 0.00%             | 2030-01-31      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GEOPARK LTD                                                                      | GEOPARK LTD 144A LIFE SR UNSEC 8.75% 01-31-30                                                | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | CO        |    1258000 | PA      | $1264868.68    | 0.00%             | 2030-01-31      | Fixed         | 8.75%                 | Yes           |                  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        |    2325000 | PA      | $2386665.98    | 0.00%             | 2029-01-18      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.25% 10-29-32                                      | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3405034.50    | 0.00%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.625% 04-04-32                                     | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1133788.57    | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.45% 07-15-30                                      | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2049372.00    | 0.00%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 4.625% 10-01-44                                                     | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      98000 | PA      | $77964.49      | 0.00%             | 2044-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 5.55% 11-30-48                                                      | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1619000 | PA      | $1419320.64    | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 6.15% 07-15-35                                      | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3109000 | PA      | $3237016.18    | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | 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        |    4620000 | PA      | $4700295.60    | 0.00%             | 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      | $724282.28     | 0.00%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                            | GILDAN ACTIVEWEAR INC 144A LIFE SR UNSEC 5.4% 10-07-35                                       | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |     645000 | PA      | $631786.53     | 0.00%             | 2035-10-07      | Fixed         | 5.40%                 | 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        |    2000000 | PA      | $2011538.00    | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                             | ICAHN ENTERPRISES LP 144A LIFE SR SEC 1ST LIEN 10.0% 11-15-29                                | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     550000 | PA      | $555488.45     | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  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        |   12000000 | PA      | $12235752.00   | 0.01%             | 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        |    1214000 | PA      | $1215170.30    | 0.00%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  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        |     556000 | PA      | $438428.80     | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                     | DISCOVERY COMMUNICATIONS LLC SR UNSEC 3.625% 05-15-30                                        | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $2730500.00    | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5108 08-01-53                                                                | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   92188745 | PA      | $94620684.08   | 0.07%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FS3189 04-01-50                                                                | CUSIP: 3140XJRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   29582734 | PA      | $28179861.91   | 0.02%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.625% 10-29-35                                     | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   21280000 | PA      | $20539732.64   | 0.02%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                                | PIEDMONT OPERATING PARTNERSHIP LP SR UNSEC 5.625% 01-15-33                                   | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    1891000 | PA      | $1861992.06    | 0.00%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                             | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 5.0% 02-02-36                                        | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    2793000 | PA      | $2751054.73    | 0.00%             | 2036-02-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                             | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 6.0% 02-02-56                                        | CUSIP: 80415RAD3<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    2500000 | PA      | $2450080.00    | 0.00%             | 2056-02-02      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 4.939% 10-21-36/35                                          | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   51396000 | PA      | $49877659.37   | 0.04%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 4.369% 10-21-31/30                                          | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11852000 | PA      | $11629644.63   | 0.01%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                                                | GOLDMAN SACHS PRIVATE CREDIT CORP 144A SR UNSEC 5.875% 01-31-31                              | CUSIP: 38152BAG6<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    3493000 | PA      | $3436371.48    | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                                   | GLP CAPITAL LP SR UNSEC 4.0% 01-15-30                                                        | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    3240000 | PA      | $3115674.72    | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.8% 03-15-33                                  | CUSIP: 842400JL8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    4526000 | PA      | $4431510.70    | 0.00%             | 2033-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 144A LIFE SR UNSEC 5.375% 07-15-31                                                 | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     750000 | PA      | $746913.75     | 0.00%             | 2031-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_19-1A                                                | GSCFV 2019-1A B 144A 4.81% 08-17-39                                                          | CUSIP: 37891TAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1098333 | PA      | $1073103.51    | 0.00%             | 2039-08-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | GILEAD SCIENCES INC SR UNSEC 2.8% 10-01-50                                                   | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $1862172.00    | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN LTD                                                          | GENM CAPITAL LABUAN LTD REG S SR UNSEC 3.882% 04-19-31                                       | CUSIP: N/A<br>LEI: 254900DWSHIWTSE0YG58       | Long             | DBT              | CORP              | MY        |    3800000 | PA      | $3456901.80    | 0.00%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 2.908% 07-21-42/41                                          | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      61000 | PA      | $43594.81      | 0.00%             | 2042-07-21      | Variable      | 2.91%                 | 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        |    1500000 | PA      | $1501758.00    | 0.00%             | 2026-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 3.102% 02-24-33/32                                          | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $11321025.00   | 0.01%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  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        |    5000000 | PA      | $4842515.00    | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | 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        |     373000 | PA      | $243480.23     | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 144A LIFE SR UNSEC 5.625% 07-15-34                                                 | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     515000 | PA      | $508352.38     | 0.00%             | 2034-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL USA LLC                                                    | TOTALENERGIES CAPITAL USA LLC SR UNSEC 4.248% 01-13-31                                       | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |    3194000 | PA      | $3162060.00    | 0.00%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 3.436% 02-24-43/42                                          | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     666000 | PA      | $506480.35     | 0.00%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.8% 01-07-29                                       | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     750000 | PA      | $771846.75     | 0.00%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.81% 10-22-36/35                                               | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13850000 | PA      | $13459069.90   | 0.01%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 1.764% 11-19-31/30                                              | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11208000 | PA      | $9873766.06    | 0.01%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 1.953% 02-04-32/31                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1341608.24    | 0.00%             | 2032-02-04      | Variable      | 1.95%                 | 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        |    2000000 | PA      | $2032816.00    | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC 144A LIFE SR UNSEC 6.75% 03-01-33                                      | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     550000 | PA      | $558071.25     | 0.00%             | 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        |    4775000 | PA      | $4873723.13    | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                      | ION PLATFORM FINANCE US INC 144A LIFE SR SEC 1ST LIEN 4.625% 05-01-28                        | CUSIP: 46206AAC6<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     340000 | PA      | $313697.26     | 0.00%             | 2028-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                      | ION PLATFORM FINANCE US INC 144A LIFE SR SEC 1ST LIEN 5.0% 05-01-28                          | CUSIP: 46206AAE2<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     125000 | PA      | $115569.38     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG RESOURCES INC SR UNSEC 4.4% 01-15-31                                                     | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    1673000 | PA      | $1660409.00    | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                      | ION PLATFORM FINANCE US INC 144A LIFE SR SEC 1ST LIEN 8.75% 05-01-29                         | CUSIP: 46206AAD4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     573000 | PA      | $527851.61     | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | 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        |    3855000 | PA      | $3486839.79    | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 144A LIFE SR UNSEC 6.625% 06-15-29                                         | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1799224.25    | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | REGAL REXNORD CORP SR UNSEC 6.4% 04-15-33                                                    | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2660800.00    | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | REGAL REXNORD CORP SR UNSEC 6.3% 02-15-30                                                    | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    1555000 | PA      | $1628892.05    | 0.00%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | ROPER TECHNOLOGIES INC SR UNSEC 4.9% 10-15-34                                                | CUSIP: 776696AJ5<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2350938.08    | 0.00%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  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        |    1095000 | PA      | $1110234.74    | 0.00%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA SR UNSEC 4.65% 10-18-30/29                                              | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1066000 | PA      | $1069419.73    | 0.00%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA SR UNSEC 5.153% 02-04-31/30                                             | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1016799.00    | 0.00%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                          | RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.7% 02-25-37                                     | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    2275000 | PA      | $1238453.13    | 0.00%             | 2037-02-25      | Fixed         | 6.70%                 | 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        |     790000 | PA      | $814188.22     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                      | ION PLATFORM FINANCE US INC 144A LIFE SR SEC 1ST LIEN 9.0% 08-01-29                          | CUSIP: 46206AAF9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |   22123000 | PA      | $20458111.51   | 0.02%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                      | ION PLATFORM FINANCE US INC 144A LIFE SR SEC 1ST LIEN 7.875% 09-30-32                        | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    8215000 | PA      | $6394358.84    | 0.01%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                    | INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.2% 03-15-31                                         | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    1639000 | PA      | $1617538.93    | 0.00%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | INTEL CORP SR UNSEC 3.1% 02-15-60                                                            | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $4514192.00    | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA SR UNSEC 4.696% 08-06-31/30                                             | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $2997285.00    | 0.00%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | ROPER TECHNOLOGIES INC SR UNSEC 5.1% 09-15-35                                                | CUSIP: 776696AM8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    2424000 | PA      | $2354535.43    | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                                | REPSOL E&P CAPITAL MARKETS US LLC 144A LIFE SR UNSEC 5.976% 09-16-35                         | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    1542000 | PA      | $1574053.55    | 0.00%             | 2035-09-16      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD SR UNSEC 5.375% 01-15-36                                         | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    3188000 | PA      | $3133998.47    | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | 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        |   25000000 | PA      | $24775800.00   | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | INTEL CORP SR UNSEC 3.05% 08-12-51                                                           | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2455000 | PA      | $1515253.01    | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  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        |    1000000 | PA      | $998219.00     | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                             | RANGE RESOURCES CORP 144A LIFE SR UNSEC 4.75% 02-15-30                                       | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     445000 | PA      | $436856.06     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SR NON PREF 7.778% 06-20-54/53                                 | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1855000 | PA      | $2152675.56    | 0.00%             | 2054-06-20      | Variable      | 7.78%                 | Yes           |                  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        |    3850000 | PA      | $3893404.90    | 0.00%             | 2028-04-22      | Variable      | 5.57%                 | 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        |    1500000 | PA      | $1411545.00    | 0.00%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.15% 06-01-29                                 | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2530272.50    | 0.00%             | 2029-06-01      | Fixed         | 5.15%                 | 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        |     730000 | PA      | $728963.40     | 0.00%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  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        |     685000 | PA      | $637761.72     | 0.00%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                                  | DELTA AIR LINES INC 144A LIFE SR SEC 1ST LIEN SF 4.75% 10-20-28                              | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | US        |    2033333 | PA      | $2035372.76    | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HOLDINGS LLC                                               | WILDFIRE INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 7.5% 10-15-29                          | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     845000 | PA      | $870155.65     | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | WASTE MANAGEMENT INC SR UNSEC 5.35% 10-15-54                                                 | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2384065.00    | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 5.15% 04-23-31/30                                                  | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4294000 | PA      | $4368883.07    | 0.00%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                            | JANE STREET GROUP 144A LIFE SR SEC 1ST LIEN 7.125% 04-30-31                                  | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     225000 | PA      | $233410.73     | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.995% 07-22-30/29                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1012499.00    | 0.00%             | 2030-07-22      | Variable      | 5.00%                 | 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        |    2128000 | PA      | $2130834.50    | 0.00%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                            | JANE STREET GROUP 144A LIFE SR SEC 1ST LIEN 6.125% 11-01-32                                  | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    3445000 | PA      | $3465074.02    | 0.00%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.534% 11-29-45/44                                              | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9861100.00    | 0.01%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.14% 01-24-31/30                                               | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1017987.00    | 0.00%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.572% 04-22-36/35                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     462000 | PA      | $475429.42     | 0.00%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                            | JANE STREET GROUP 144A LIFE SR SEC 1ST LIEN 6.75% 05-01-33                                   | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     840000 | PA      | $863394.84     | 0.00%             | 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        |     175000 | PA      | $175055.83     | 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        |    3165000 | PA      | $3174143.69    | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.255% 10-22-31/30                                              | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     875000 | PA      | $861076.13     | 0.00%             | 2031-10-22      | Variable      | 4.25%                 | 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        |    6800000 | PA      | $6405504.80    | 0.01%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.676% 01-22-35/34                                 | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      46000 | PA      | $47429.40      | 0.00%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP SR UNSEC 5.25% 03-15-54                                                          | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     270000 | PA      | $252031.77     | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | 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        |    1000000 | PA      | $985545.00     | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC 144A LIFE SR UNSEC 5.5% 07-01-29                                         | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     325000 | PA      | $322818.28     | 0.00%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29                                 | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     549000 | PA      | $518535.44     | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 4.009% 02-09-29/28                                              | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7947320.00    | 0.01%             | 2029-02-09      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 5.605% 04-23-36/35                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2059000 | PA      | $2112363.10    | 0.00%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | DISCOVERY GLOBAL HOLDINGS INC SR UNSEC 3.755% 03-15-27                                       | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    4764000 | PA      | $4726783.63    | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | DISCOVERY GLOBAL HOLDINGS INC SR UNSEC 5.141% 03-15-52                                       | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1349000 | PA      | $888653.75     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | DISCOVERY GLOBAL HOLDINGS INC SR UNSEC 5.05% 03-15-42                                        | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   10948000 | PA      | $7839096.44    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC SR UNSEC 4.4% 02-15-33                                                          | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     882000 | PA      | $868828.21     | 0.00%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC SR UNSEC 5.65% 02-15-56                                                         | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2979000 | PA      | $2923960.00    | 0.00%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC SR UNSEC 5.75% 02-15-66                                                         | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1265778.80    | 0.00%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC SR UNSEC 4.8% 02-15-36                                                          | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   10372000 | PA      | $10272273.22   | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | DISCOVERY GLOBAL HOLDINGS INC SR UNSEC 4.279% 03-15-32                                       | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3627920.00    | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | DISCOVERY GLOBAL HOLDINGS INC SR UNSEC 4.054% 03-15-29                                       | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   20001000 | PA      | $19477573.83   | 0.02%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                 | WULF COMPUTE LLC 144A LIFE SR SEC 1ST LIEN 7.75% 10-15-30                                    | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2334574.20    | 0.00%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| WEA FINANCE LLC                                                                  | WEA FINANCE LLC 144A LIFE SR UNSEC 3.5% 06-15-29                                             | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    2083000 | PA      | $2011242.73    | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | 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        |    5113000 | PA      | $5242246.41    | 0.00%             | 2030-04-30      | Fixed         | 8.62%                 | 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        |   10000000 | PA      | $10169750.00   | 0.01%             | 2028-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 3.35% 03-02-33/32                                                  | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9208740.00    | 0.01%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | DISCOVERY GLOBAL HOLDINGS INC SR UNSEC 4.054% 03-15-29                                       | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $4848055.50    | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.65% 02-19-56                                                            | CUSIP: 031162DY3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3982000 | PA      | $3825774.19    | 0.00%             | 2056-02-19      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 4.2% 02-19-31                                                             | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     513000 | PA      | $506164.79     | 0.00%             | 2031-02-19      | Fixed         | 4.20%                 | 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        |    1525000 | PA      | $1428026.78    | 0.00%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | ARES CAPITAL CORP SR UNSEC 5.25% 04-12-31                                                    | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3210923.10    | 0.00%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 4.125% 02-28-29                                          | CUSIP: 00774MBT1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    3000000 | PA      | $2963556.00    | 0.00%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 4.444% 05-03-30/29                                              | CUSIP: 025816ET2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   26552000 | PA      | $26504790.54   | 0.02%             | 2030-05-03      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                   | BLACKSTONE PRIVATE CREDIT FUND SR UNSEC 5.35% 03-12-31                                       | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2886702.00    | 0.00%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 5.417% 01-13-37/36                                             | CUSIP: 05571ABF1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   10819000 | PA      | $10576513.75   | 0.01%             | 2037-01-13      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 11-15-53                                                   | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60200000 | PA      | $57839028.24   | 0.05%             | 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        |   27016000 | PA      | $26467237.50   | 0.02%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 4.85% 02-19-36                                                            | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    9698000 | PA      | $9492392.70    | 0.01%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.5% 02-19-46                                                             | CUSIP: 031162DX5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2756000 | PA      | $2637070.33    | 0.00%             | 2046-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 01-31-29                                                    | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  423733000 | PA      | $424759238.95  | 0.34%             | 2029-01-31      | Fixed         | 4.00%                 | 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      | $274176.56     | 0.00%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  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        |   27000000 | PA      | $25972733.70   | 0.02%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 05-31-29                                                    | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  125100000 | PA      | $127191521.88  | 0.10%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.55% 03-15-56                                                           | CUSIP: 00287YEH8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2756000 | PA      | $2671451.43    | 0.00%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 4.125% 03-15-31                                                          | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     683000 | PA      | $672318.56     | 0.00%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 4.4% 03-15-33                                                            | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1355139.30    | 0.00%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 4.75% 03-15-36                                                           | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4208000 | PA      | $4116362.38    | 0.00%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                                             | APLD COMPUTECO 2 LLC 144A LIFE SR SEC 1ST LIEN SF 6.75% 03-15-31                             | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4060000 | PA      | $4022221.70    | 0.00%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | AMAZON.COM INC SR UNSEC 4.875% 03-13-36                                                      | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5618586.90    | 0.00%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 06-30-31                                                   | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20000000 | PA      | $20189062.00   | 0.02%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.375% 07-31-26                                                  | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  875000000 | PA      | $876538075.00  | 0.69%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 08-15-34                                                  | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50000000 | PA      | $48531250.00   | 0.04%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.75% 08-15-27                                                   | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  353000000 | PA      | $352545653.70  | 0.28%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | AMAZON.COM INC SR UNSEC 5.8% 03-13-56                                                        | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    3646000 | PA      | $3591054.78    | 0.00%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORP                                                              | AUGUSTA SPINCO CORP SR UNSEC 4.398% 03-23-29                                                 | CUSIP: 051473AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2492447.50    | 0.00%             | 2029-03-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORP                                                              | AUGUSTA SPINCO CORP SR UNSEC 4.945% 03-23-33                                                 | CUSIP: 051473AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2488560.00    | 0.00%             | 2033-03-23      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORP                                                              | AUGUSTA SPINCO CORP SR UNSEC 5.245% 03-23-36                                                 | CUSIP: 051473AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1501000 | PA      | $1495492.83    | 0.00%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 6.2% 10-30-56                                                              | CUSIP: 00206RNP3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4460769.00    | 0.00%             | 2056-10-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 12-31-27                                                  | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  123463000 | PA      | $123443715.08  | 0.10%             | 2027-12-31      | Fixed         | 3.88%                 | 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        |    3000000 | PA      | $3003398.40    | 0.00%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 07-31-28                                                  | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  207000000 | PA      | $208051166.70  | 0.16%             | 2028-07-31      | Fixed         | 4.12%                 | 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      | $3242613.61    | 0.00%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 08-15-44                                                  | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4000000 | PA      | $3598124.80    | 0.00%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.75% 08-31-31                                                   | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  124127700 | PA      | $122265784.50  | 0.10%             | 2031-08-31      | Fixed         | 3.75%                 | 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      | $1846250.00    | 0.00%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 11-15-44                                                  | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4000000 | PA      | $3837812.40    | 0.00%             | 2044-11-15      | Fixed         | 4.62%                 | 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        |  250000000 | PA      | $250830075.00  | 0.20%             | 2026-12-31      | Fixed         | 4.25%                 | 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        |    4500000 | PA      | $4469941.35    | 0.00%             | 2032-04-30      | Fixed         | 4.00%                 | 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        |   12000000 | PA      | $11542500.00   | 0.01%             | 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        |    2000000 | PA      | $1985234.20    | 0.00%             | 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        |    3000000 | PA      | $3013125.00    | 0.00%             | 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        |  516999800 | PA      | $516614221.55  | 0.41%             | 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        |   31000000 | PA      | $30761445.70   | 0.02%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 07-31-27                                                  | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     560000 | PA      | $560211.18     | 0.00%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 07-31-30                                                  | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39282000 | PA      | $39111677.18   | 0.03%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 08-15-35                                                   | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6500000 | PA      | $6443886.80    | 0.01%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 08-15-55                                                   | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  351322400 | PA      | $338147810.00  | 0.27%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.5% 09-30-27                                                    | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  200000000 | PA      | $199027340.00  | 0.16%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 09-30-30                                                  | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7000000 | PA      | $6895273.70    | 0.01%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 09-30-32                                                  | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2500000 | PA      | $2459277.25    | 0.00%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.5% 10-15-28                                                    | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9000000 | PA      | $8915976.90    | 0.01%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 10-31-30                                                  | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8000000 | PA      | $7876562.40    | 0.01%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.75% 10-31-32                                                   | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7500000 | PA      | $7320117.00    | 0.01%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.5% 10-31-27                                                    | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  200000000 | PA      | $198905900.00  | 0.16%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 11-15-35                                                    | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11000000 | PA      | $10676444.90   | 0.01%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REACH 2024-2A                                                                    | REACH 2024-2A A 144A 5.88% 07-15-31                                                          | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11375 | PA      | $11394.11      | 0.00%             | 2031-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH DRIVEN PAGAYA MOTOR ASSET TRUST RPM _25-4                               | RPM 2025-4A A2 144A 5.124% 04-25-34                                                          | CUSIP: 76089MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     580000 | PA      | $582007.96     | 0.00%             | 2034-04-25      | Fixed         | 5.12%                 | Yes           |                  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        |   10620000 | PA      | $10592377.38   | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN & BROWN INC SR UNSEC 6.25% 06-23-55                                                    | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4627294.05    | 0.00%             | 2055-06-23      | Fixed         | 6.25%                 | 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        |     687000 | PA      | $659644.35     | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                                                       | SOTERA HEALTH HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 7.375% 06-01-31                         | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1149964.66    | 0.00%             | 2031-06-01      | Fixed         | 7.38%                 | Yes           |                  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        |    9720000 | PA      | $9157270.32    | 0.01%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                         | SNAP INC 144A LIFE SR UNSEC 6.875% 03-01-33                                                  | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    5525000 | PA      | $5382355.55    | 0.00%             | 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        |   25000000 | PA      | $25011525.00   | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | SYNOPSYS INC SR UNSEC 5.7% 04-01-55                                                          | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   22694000 | PA      | $21809841.76   | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL SR UNSEC 5.45% 03-06-31/30                                               | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    2741000 | PA      | $2749875.36    | 0.00%             | 2031-03-06      | Variable      | 5.45%                 | 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        |    1974000 | PA      | $1935384.61    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL SR UNSEC 6.0% 07-29-36/35                                                | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     998000 | PA      | $993594.83     | 0.00%             | 2036-07-29      | Variable      | 6.00%                 | 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      | $778763.20     | 0.00%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.375% 12-31-29                                                  | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  219000000 | PA      | $222113917.20  | 0.18%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.375% 01-31-32                                                  | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10000000 | PA      | $10137500.00   | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | 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      | $1597233.60    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | 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        |    2102000 | PA      | $1493094.74    | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 144A LIFE SR UNSEC 5.875% 03-15-34                                                 | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1355812.56    | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 144A LIFE SR UNSEC 5.625% 03-15-31                                                 | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     295000 | PA      | $296211.27     | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST 144A LIFE SR SEC 1ST LIEN 0.0% 09-30-27                             | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   29378000 | PA      | $27030110.24   | 0.02%             | 2027-09-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                                          | SCIENCE APPLICATIONS INTERNATIONAL CORP 144A LIFE SR UNSEC 5.875% 11-01-33                   | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     310000 | PA      | $306096.79     | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST INC 144A LIFE SR UNSEC 5.75% 01-15-31                                | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1285349.52    | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | STATE STREET CORP SR UNSEC 4.784% 10-23-36/35                                                | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     144000 | PA      | $140523.41     | 0.00%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 6.0% 01-15-34                                  | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     443000 | PA      | $459802.55     | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.0% 04-01-47                                  | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   15884000 | PA      | $11736052.24   | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  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        |    2647000 | PA      | $2640628.67    | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | 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        |   22469000 | PA      | $22160702.85   | 0.02%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE LLC                                                       | ALLIANT ENERGY FINANCE LLC 144A LIFE SR UNSEC 3.6% 03-01-32                                  | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     750000 | PA      | $697590.75     | 0.00%             | 2032-03-01      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.5% 11-15-28                                                    | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10500000 | PA      | $10397870.70   | 0.01%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOCA 2025-BOCA                                                                   | BOCA 2025-BOCA D 144A FRN 12-15-42                                                           | CUSIP: 05619RAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100489.00     | 0.00%             | 2042-12-15      | Variable      | 6.25%                 | 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        |    2409000 | PA      | $2411852.26    | 0.00%             | 2039-06-10      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNW 2002-W3 A5 7.5% 11-25-41                                                                 | CUSIP: 31392CT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      28572 | PA      | $29662.12      | 0.00%             | 2041-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5971 02-01-56                                                                | CUSIP: 31418FT56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3288244 | PA      | $3242346.45    | 0.00%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QC4237 07-01-51                                                                | CUSIP: 3133ANV68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4295105 | PA      | $3442028.40    | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | 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        |   25300000 | PA      | $25836635.77   | 0.02%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 02-15-55                                                  | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  114500000 | PA      | $107907307.55  | 0.09%             | 2055-02-15      | Fixed         | 4.62%                 | 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        |    3272000 | PA      | $2878362.04    | 0.00%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 4.2% 03-01-33                                                             | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7726416.00    | 0.01%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.25% 03-02-33                                                            | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $3403612.98    | 0.00%             | 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        |    8000000 | PA      | $7895728.00    | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QC0203 03-01-51                                                                | CUSIP: 3133AJGL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      36286 | PA      | $29103.04      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FA1591 10-01-51                                                                | CUSIP: 3140W1XV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4225013 | PA      | $3385938.35    | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD0195 11-01-51                                                                | CUSIP: 3133AWGC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3487159 | PA      | $2794557.11    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 FA4425 08-01-55                                                                | CUSIP: 3140W44K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2750769 | PA      | $2908247.61    | 0.00%             | 2055-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOCA 2025-BOCA                                                                   | BOCA 2025-BOCA B 144A FRN 12-15-42                                                           | CUSIP: 05619RAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     343000 | PA      | $344908.80     | 0.00%             | 2042-12-15      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| BOCA 2025-BOCA                                                                   | BOCA 2025-BOCA A 144A FRN 12-15-42                                                           | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7296000 | PA      | $7316779.01    | 0.01%             | 2042-12-15      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.65% 03-02-53                                                            | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     103000 | PA      | $99114.02      | 0.00%             | 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        |    5800000 | PA      | $5547497.00    | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 7.0 RQ0016 06-01-55                                                                | CUSIP: 3142J6AS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1297543 | PA      | $1369878.77    | 0.00%             | 2055-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 FA4420 09-01-55                                                                | CUSIP: 3140W44E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1733520 | PA      | $1832850.99    | 0.00%             | 2055-09-01      | Fixed         | 7.00%                 | 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        |    2623000 | PA      | $2669891.37    | 0.00%             | 2028-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FINANCING (UK) PLC                                          | ALLWYN ENTERTAINMENT FINANCING UK PLC 144A LIFE SR SEC 1ST LIEN 7.875% 04-30-29              | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    1355000 | PA      | $1395914.23    | 0.00%             | 2029-04-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BOCA 2025-BOCA                                                                   | BOCA 2025-BOCA C 144A FRN 12-15-42                                                           | CUSIP: 05619RAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     233000 | PA      | $234068.31     | 0.00%             | 2042-12-15      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 7.0 SL4068 09-01-55                                                                | CUSIP: 31427RQW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     904607 | PA      | $956396.96     | 0.00%             | 2055-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 MA5856 10-01-55                                                                | CUSIP: 31418FQJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     872679 | PA      | $921330.42     | 0.00%             | 2055-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL3368 12-01-55                                                                | CUSIP: 31427QW65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     399589 | PA      | $408366.96     | 0.00%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.0 UMBS TBA 05-01-56                                                                   | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   37905088 | PA      | $35552319.19   | 0.03%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.5 UMBS TBA 05-01-56                                                                   | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24178221 | PA      | $20249622.76   | 0.02%             | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.0 UMBS TBA 05-01-56                                                                   | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   57592512 | PA      | $46094858.09   | 0.04%             | 2056-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 3.5 UMBS TBA 05-01-56                                                                   | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   73272458 | PA      | $66705120.86   | 0.05%             | 2056-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT_07-FXD2                                     | OOMLT 2007-FXD2 2A6 5.68% 03-25-37                                                           | CUSIP: 68403BAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     386661 | PA      | $338328.67     | 0.00%             | 2037-03-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_21-B                                                    | OPTN 2021-B A 144A 1.47% 05-08-31                                                            | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     704138 | PA      | $693033.47     | 0.00%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.0 UMBS TBA 05-01-56                                                                   | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11240499 | PA      | $11476425.83   | 0.01%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.5 UMBS TBA 05-01-56                                                                   | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15974000 | PA      | $16575037.72   | 0.01%             | 2056-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                    | ALPHA BANK SA EUR REG S SR UNSEC (B) 6.875% 06-27-29/28                                      | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |    3040000 | PA      | $3816028.91    | 0.00%             | 2029-06-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                               | AEGEA FINANCE SARL 144A LIFE SR UNSEC 9.0% 01-20-31                                          | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     330000 | PA      | $276787.50     | 0.00%             | 2031-01-20      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 MA5825 09-01-55                                                                | CUSIP: 31418FPK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   23013035 | PA      | $24317253.08   | 0.02%             | 2055-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 MA5795 08-01-55                                                                | CUSIP: 31418FNM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2409801 | PA      | $2544140.26    | 0.00%             | 2055-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2                                  | ONDK 2024-2A B 144A 5.42% 10-17-31                                                           | CUSIP: 67108SAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     145000 | PA      | $144783.52     | 0.00%             | 2031-10-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2                                  | ONDK 2024-2A C 144A 7.03% 10-17-31                                                           | CUSIP: 67108SAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100947.50     | 0.00%             | 2031-10-17      | Fixed         | 7.03%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-2                                  | ONDK 2024-2A A 144A 4.98% 10-17-31                                                           | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     801000 | PA      | $800906.28     | 0.00%             | 2031-10-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                                    | OWLEF 2024-1A A2 144A 5.05% 03-15-29                                                         | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     230124 | PA      | $230877.53     | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 5.5 UMBS TBA 05-01-56                                                                   | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26872335 | PA      | $27010216.95   | 0.02%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 3.0 UMBS TBA 05-01-56                                                                   | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  127765568 | PA      | $111872170.17  | 0.09%             | 2056-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 7.0 QJ5645 08-01-54                                                                | CUSIP: 3133CWHW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2676607 | PA      | $2826825.70    | 0.00%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 7.0 SL4069 06-01-55                                                                | CUSIP: 31427RQX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     940306 | PA      | $992724.34     | 0.00%             | 2055-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 7.0 MA5874 09-01-45                                                                | CUSIP: 31418FQ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     926888 | PA      | $978909.28     | 0.00%             | 2045-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 7.0 RQ0043 08-01-55                                                                | CUSIP: 3142J6BM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1747718 | PA      | $1845254.85    | 0.00%             | 2055-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 7.0 MA5841 07-01-45                                                                | CUSIP: 31418FP35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     674654 | PA      | $712518.33     | 0.00%             | 2045-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 7.0 RQ0067 11-01-55                                                                | CUSIP: 3142J6CD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1550677 | PA      | $1637872.81    | 0.00%             | 2055-11-01      | Fixed         | 7.00%                 | No            |                  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        |     965000 | PA      | $1032834.68    | 0.00%             | 2029-03-30      | Fixed         | 12.25%                | 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        |    3958000 | PA      | $4055200.56    | 0.00%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONDK 2025-1A                                                                     | ONDK 2025-1A A 144A 5.08% 04-19-32                                                           | CUSIP: 68237DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     159000 | PA      | $158890.61     | 0.00%             | 2032-04-19      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_23-B                                                    | PFSFC 2023-B A 144A 5.27% 05-15-28                                                           | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15258000 | PA      | $15266559.74   | 0.01%             | 2028-05-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-1                                                                     | PKAIR 2024-1 A1 144A 5.842% 09-15-39                                                         | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     466598 | PA      | $474081.55     | 0.00%             | 2039-09-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-1                                                                     | PKAIR 2024-1 AF 144A FRN 09-15-39                                                            | CUSIP: 69291VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     146636 | PA      | $148172.26     | 0.00%             | 2039-09-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 5.0 UMBS TBA 05-01-56                                                                   | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   89156272 | PA      | $87847903.71   | 0.07%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCI 2.5 UMBS TBA 05-01-41                                                                   | CUSIP: 01F022451<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5883472 | PA      | $5538529.92    | 0.00%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PEAC 2024-1A                                                                     | PEAC 2024-1A A2 144A 5.79% 06-21-27                                                          | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     112840 | PA      | $113434.99     | 0.00%             | 2027-06-21      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-2                                                                     | PKAIR 2024-2 A 144A 5.052% 10-15-39                                                          | CUSIP: 69381EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     688662 | PA      | $688926.37     | 0.00%             | 2039-10-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCI 5.0 UMBS TBA 05-01-41                                                                   | CUSIP: 01F050452<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25000000 | PA      | $25185025.00   | 0.02%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | UMBS  15YR TBA(REG B) 4.5 UMBS TBA 05-01-41                                                  | CUSIP: 01F042459<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   30000000 | PA      | $29769180.00   | 0.02%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.5 UMBS TBA 06-01-56                                                                   | CUSIP: 01F022667<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   95156543 | PA      | $79661632.16   | 0.06%             | 2056-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.0 UMBS TBA 06-01-56                                                                   | CUSIP: 01F020661<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   72461409 | PA      | $57969924.28   | 0.05%             | 2056-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.5 UMBS TBA 06-01-56                                                                   | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   78534990 | PA      | $75486340.22   | 0.06%             | 2056-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 5.5 UMBS TBA 06-01-56                                                                   | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14355462 | PA      | $14412295.27   | 0.01%             | 2056-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PEAC 2024-2A                                                                     | PEAC 2024-2A A3 144A 4.65% 10-20-31                                                          | CUSIP: 69392BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      78000 | PA      | $78234.62      | 0.00%             | 2031-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| PREF 2025-1A                                                                     | PREF 2025-1A A2 144A 4.9% 05-15-31                                                           | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      90841 | PA      | $91444.40      | 0.00%             | 2031-05-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 FA4426 04-01-55                                                                | CUSIP: 3140W44L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     903497 | PA      | $953906.57     | 0.00%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 MA5763 07-01-55                                                                | CUSIP: 31418FMM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   62284212 | PA      | $65756369.72   | 0.05%             | 2055-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.0 UMBS TBA 06-01-56                                                                   | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   30372730 | PA      | $28466142.62   | 0.02%             | 2056-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCI 2.5 UMBS TBA 06-01-41                                                                   | CUSIP: 01F022469<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   65154469 | PA      | $61326904.56   | 0.05%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.5% 02-22-44                                               | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     325000 | PA      | $320525.73     | 0.00%             | 2044-02-22      | Fixed         | 5.50%                 | 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        |    8005000 | PA      | $7690211.38    | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2026-4                                                | VERUS 2026-4 A1 144A FRN 04-25-71                                                            | CUSIP: 924936AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2890000 | PA      | $2886387.50    | 0.00%             | 2071-04-25      | Variable      | 5.00%                 | Yes           |                  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        |     142967 | PA      | $144551.56     | 0.00%             | 2069-06-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2025-1A                                                                     | PEAC 2025-1A A2 144A 4.94% 10-20-28                                                          | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     357164 | PA      | $358865.79     | 0.00%             | 2028-10-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| PNFED 2025-A                                                                     | PNFED 2025-A A2 144A 4.12% 09-15-28                                                          | CUSIP: 706916AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     663159 | PA      | $663308.86     | 0.00%             | 2028-09-15      | Fixed         | 4.12%                 | Yes           |                  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        |    2115000 | PA      | $2213349.62    | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 6.0% 02-20-34                                                      | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2116714.00    | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                            | BLACKROCK FUNDING INC SR UNSEC 5.25% 03-14-54                                                | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2376000 | PA      | $2227939.56    | 0.00%             | 2054-03-14      | Fixed         | 5.25%                 | 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        |     346000 | PA      | $354493.95     | 0.00%             | 2031-03-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2025-2                                                                     | PKAIR 2025-2 A 144A 4.75% 03-15-43                                                           | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     904856 | PA      | $896362.95     | 0.00%             | 2043-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PRNT 2025-A                                                                      | PRNT 2025-A C 144A 5.48% 09-15-29                                                            | CUSIP: 45333GAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99902.50      | 0.00%             | 2029-09-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.3% 03-26-34                                             | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     925000 | PA      | $944755.23     | 0.00%             | 2034-03-26      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC SR UNSEC 5.9% 04-18-64                                                | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     432000 | PA      | $417046.32     | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                                | DEVON ENERGY CORP SR UNSEC 5.75% 09-15-54                                                    | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2182607.47    | 0.00%             | 2054-09-15      | Fixed         | 5.75%                 | 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        |    8605000 | PA      | $9060763.83    | 0.01%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| PRNT 2025-A                                                                      | PRNT 2025-A D 144A 5.82% 09-15-29                                                            | CUSIP: 45333GAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     104000 | PA      | $103900.68     | 0.00%             | 2029-09-15      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| PRNT 2025-A                                                                      | PRNT 2025-A B 144A 5.24% 09-15-29                                                            | CUSIP: 45333GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     112000 | PA      | $111678.78     | 0.00%             | 2029-09-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 3.5% 09-15-53                                                              | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3227000 | PA      | $2091399.34    | 0.00%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 2.55% 12-01-33                                                             | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5181000 | PA      | $4382063.90    | 0.00%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP SR UNSEC 4.914% 11-14-36/35                                              | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     145000 | PA      | $141551.61     | 0.00%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                             | COMMERCIAL METALS CO 144A LIFE SR UNSEC 5.75% 11-15-33                                       | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3232230.45    | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DRVPNK 2026-1A                                                                   | DRVPNK 2026-1A A2 144A 3.95% 01-11-29                                                        | CUSIP: 05330WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     657000 | PA      | $656848.89     | 0.00%             | 2029-01-11      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| EART 2026-1A                                                                     | EART 2026-1A A2 4.08% 09-15-28                                                               | CUSIP: 30168HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     614000 | PA      | $614041.14     | 0.00%             | 2028-09-15      | Fixed         | 4.08%                 | No            |                  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        |     764000 | PA      | $759495.46     | 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        |    4126000 | PA      | $3778809.48    | 0.00%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP                                                                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    8829704 | NS      | $454729756.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TELKOM INDONESIA PERSERO TBK PT                                                  | TELKOM INDONESIA PERSERO TBK PT CL B                                                         | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |   77079500 | NS      | $12703158.82   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                             | COMMERCIAL METALS CO 144A LIFE SR UNSEC 6.0% 12-15-35                                        | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    5120000 | PA      | $5117445.12    | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 7.375% 02-15-34                                            | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2498797.89    | 0.00%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.384% 10-23-35                         | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1010969.00    | 0.00%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                      | COMMONWEALTH EDISON CO SR SEC 1ST LIEN 2.95% 08-15-27                                        | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2414374.55    | 0.00%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | CENOVUS ENERGY INC SR UNSEC 5.25% 06-15-37                                                   | CUSIP: 15135UAP4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     395000 | PA      | $384494.98     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | CENOVUS ENERGY INC SR UNSEC 5.4% 06-15-47                                                    | CUSIP: 15135UAR0<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    2910000 | PA      | $2680677.45    | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.05% 03-30-29                          | CUSIP: 161175BR4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3008340.00    | 0.00%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP SR UNSEC 3.35% 09-15-49                                                             | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4145706.00    | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP SR UNSEC 2.4% 02-15-30                                                              | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    6636000 | PA      | $6186603.44    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  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        |    1475000 | PA      | $1398954.90    | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.8% 03-01-50                           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    4290000 | PA      | $3155766.90    | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP SR UNSEC 2.65% 02-01-30                                                         | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $16846740.00   | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | 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        |    1000000 | PA      | $1027537.00    | 0.00%             | 2035-04-01      | Fixed         | 5.55%                 | 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        |    3295000 | PA      | $3399369.13    | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | 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        |    4000000 | PA      | $3733180.00    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | 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        |    6469000 | PA      | $3971804.28    | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | 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        |    2714000 | PA      | $2699303.69    | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.323% 04-26-28/27                                              | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     768000 | PA      | $767710.46     | 0.00%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | AMERICA MOVIL SAB DE CV MXN SR UNSEC 8.46% 12-18-36                                          | CUSIP: 02364WAM7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |  147200000 | PA      | $7619109.41    | 0.01%             | 2036-12-18      | Fixed         | 8.46%                 | 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        |     499000 | PA      | $508828.30     | 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        |    1500000 | PA      | $1507588.50    | 0.00%             | 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        |     495000 | PA      | $488596.68     | 0.00%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 4.55% 02-15-32                                                         | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     492000 | PA      | $489104.09     | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                   | BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 8.0% 10-15-34                              | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    1740000 | PA      | $1019013.60    | 0.00%             | 2034-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE US INC                                                                  | T-MOBILE US INC                                                                              | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     907938 | NS      | $177501879.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG INC                                                                          | TPG INC CL A                                                                                 | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |    4389704 | NS      | $191478888.48  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY INDUSTRIES INC                                                           | TRINITY INDUSTRIES INC                                                                       | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |    2645967 | NS      | $86284983.87   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TC ENERGY CORP                                                                   | TC ENERGY CORP                                                                               | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |    6038722 | NS      | $404908013.22  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 7.008% 05-01-64                                                           | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     271000 | PA      | $302956.32     | 0.00%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.528% 05-01-34                                                           | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   71724000 | PA      | $78462828.42   | 0.06%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                     | DISCOVERY COMMUNICATIONS LLC SR UNSEC 3.95% 03-20-28                                         | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    1604000 | PA      | $1578921.46    | 0.00%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 5.65% 03-15-36                                                      | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     470000 | PA      | $468613.03     | 0.00%             | 2036-03-15      | Fixed         | 5.65%                 | 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        |    1849000 | PA      | $1857723.58    | 0.00%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNERS LLC                                                    | KRAKEN OIL & GAS PARTNERS LLC 144A LIFE SR UNSEC 7.625% 08-15-29                             | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |     375000 | PA      | $382303.13     | 0.00%             | 2029-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER INC SR UNSEC 5.15% 05-15-35                                                 | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    1156000 | PA      | $1132248.82    | 0.00%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                                     | KKR & CO INC SR UNSEC 5.1% 08-07-35                                                          | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10729829.00   | 0.01%             | 2035-08-07      | Fixed         | 5.10%                 | 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        |    1894000 | PA      | $2023356.41    | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.858% 05-01-54                                                           | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     749000 | PA      | $832559.94     | 0.00%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                          | KODIAK GAS SERVICES LLC 144A LIFE SR UNSEC 6.5% 10-01-33                                     | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     300000 | PA      | $307031.10     | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                          | KODIAK GAS SERVICES LLC 144A LIFE SR UNSEC 6.75% 10-01-35                                    | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     580000 | PA      | $602779.50     | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           |                  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        |     553761 | PA      | $550114.26     | 0.00%             | 2055-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR2                                             | TCN 2023-SFR2 A 144A 5.0% 12-17-40                                                           | CUSIP: 895978AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2635971 | PA      | $2614698.96    | 0.00%             | 2040-12-17      | Fixed         | 5.00%                 | Yes           |                  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        |    3228000 | PA      | $3386220.42    | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 6.293% 01-14-36/35                                             | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2650000 | PA      | $2776047.25    | 0.00%             | 2036-01-14      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                                | TRACTOR SUPPLY CO                                                                            | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |    2978987 | NS      | $104562443.70  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                                                                 | TOTALENERGIES SE                                                                             | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |    7618988 | NS      | $709435757.34  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                     | BANK OF NEW YORK MELLON CORP SR UNSEC 4.942% 02-11-31/30                                     | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    2816000 | PA      | $2855607.04    | 0.00%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 5.35% 08-15-32                                                     | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2570877.50    | 0.00%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TCN 2024-SFR2                                                                    | TCN 2024-SFR2 A 144A 4.75% 06-17-40                                                          | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     942017 | PA      | $938683.34     | 0.00%             | 2040-06-17      | Fixed         | 4.75%                 | Yes           |                  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        |     285040 | PA      | $285547.68     | 0.00%             | 2065-07-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA                                                          | KSA SUKUK LTD 144A 3.628% 04-20-27                                                           | CUSIP: 48266XAB1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    3500000 | PA      | $3479525.00    | 0.00%             | 2027-04-20      | Fixed         | 3.63%                 | 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        |    1150000 | PA      | $1143170.15    | 0.00%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  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        |    6676000 | PA      | $6887095.12    | 0.01%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 6.25% 08-15-55                                                     | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2308000 | PA      | $2334987.44    | 0.00%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | TEXAS INSTRUMENTS INC                                                                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     808733 | NS      | $227318671.64  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR INC                                                                          | UDR INC (REIT)                                                                               | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |    2486523 | NS      | $90360245.82   | 0.07%             |  |  |  | No            |                  1 | 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        |    1000000 | PA      | $1033443.00    | 0.00%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC SR UNSEC 6.5% 05-15-32                                                             | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    9345000 | PA      | $9528105.93    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | 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        |    2520000 | PA      | $2511419.40    | 0.00%             | 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        |     310000 | PA      | $306103.30     | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                                | EURO-SCHATZ 2YR FUT DUM6 06-08-26                                                            | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         28 | NC      | $40394.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                                | EURO-BUND 10YR FUT RXM6 06-08-26                                                             | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |        100 | NC      | $406024.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPMT 2015-5                                                                      | TPMT 2015-5 B1 144A FRN 05-25-55                                                             | CUSIP: 89171VAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     373996 | PA      | $370520.10     | 0.00%             | 2055-05-25      | Variable      | 3.97%                 | Yes           |                  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        |     415238 | PA      | $414136.21     | 0.00%             | 2056-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| EUREX CLEARING AG                                                                | EURO-BOBL 5YR FUT OEM6 06-08-26                                                              | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |         81 | NC      | $230449.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                                | ITA GB 10YR FUT IKM6 06-08-26                                                                | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |        102 | NC      | $-567541.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CPS 2026-B                                                                       | CPS 2026-B A 144A 4.35% 02-15-30                                                             | CUSIP: 12676XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1941000 | PA      | $1941407.61    | 0.00%             | 2030-02-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST 2026-2                                      | CLAST 2026-2A A 144A 5.333% 04-15-51                                                         | CUSIP: 14855UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5300000 | PA      | $5310547.00    | 0.00%             | 2051-04-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                              | KINETIK HOLDINGS LP 144A LIFE SR UNSEC 6.625% 12-15-28                                       | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1546228.70    | 0.00%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.5% 03-01-34                                     | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     517000 | PA      | $518744.88     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                                              | ACCENDRA HEALTH INC 144A LIFE SR UNSEC 4.5% 03-31-29                                         | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   11072000 | PA      | $7389674.24    | 0.01%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 3.95% 03-25-51                                                          | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3029000 | PA      | $1905216.77    | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  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        |    2300000 | PA      | $2271266.10    | 0.00%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.875% 10-20-34/33                                 | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $8629311.60    | 0.01%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                                         | JPN GB 10YR FUT JBM6 06-15-26                                                                | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |          6 | NC      | $99830.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UL SOLUTIONS INC                                                                 | UL SOLUTIONS INC CL A                                                                        | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |     321616 | NS      | $29103031.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PIRAEUS BANK SA                                                                  | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 6.75% 12-05-29/28                                     | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |    1090000 | PA      | $1378515.98    | 0.00%             | 2029-12-05      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.1% 02-15-29                                                     | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     175000 | PA      | $177167.73     | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | SOFR 90DAY FUT SFRZ6 03-16-27                                                                | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      24584 | NC      | $3105713.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 10YR FUT ULTRA UXYM6 06-18-26                                                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       2471 | NC      | $-393682.48    | -0.00%            |  |  |  | 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        |    2500000 | PA      | $2530935.00    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP 144A LIFE SR UNSEC 7.0% 05-01-29                                                   | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     935000 | PA      | $966025.17     | 0.00%             | 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        |    1766000 | PA      | $1850367.12    | 0.00%             | 2032-05-01      | Fixed         | 7.25%                 | 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        |    1620000 | PA      | $1660548.60    | 0.00%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CAALT 2026-1A                                                                    | CAALT 2026-1A A 144A 4.65% 04-15-36                                                          | CUSIP: 22535XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     942000 | PA      | $943271.70     | 0.00%             | 2036-04-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| SHELL PLC                                                                        | SHELL PLC (LONDON)                                                                           | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |   10931578 | NS      | $496240955.66  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                            | ANTERO RESOURCES CORP SR UNSEC 5.4% 02-01-36                                                 | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1302077.50    | 0.00%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                        | APOLLO DEBT SOLUTIONS BDC 144A SR UNSEC 5.7% 01-23-31                                        | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1966564.00    | 0.00%             | 2031-01-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 30YR FUT ULTRA WNM6 06-18-26                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       3858 | NC      | $-14981851.68  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                          | VERSANT MEDIA GROUP INC CL A                                                                 | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |     200945 | NS      | $8075979.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                       | ARES STRATEGIC INCOME FUND 144A SR UNSEC 5.55% 04-15-31                                      | CUSIP: 04020EAU1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3881544.00    | 0.00%             | 2031-04-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 4.76% 01-13-32/31                                              | CUSIP: 05571ABE4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    5733000 | PA      | $5671095.07    | 0.00%             | 2032-01-13      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC                                                                   | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    4903006 | NS      | $235491378.18  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                                                                    | WELLTOWER INC (REIT)                                                                         | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |    3397421 | NS      | $738395480.14  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS AG                                                                       | SIEMENS AG                                                                                   | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |    2152394 | NS      | $639292058.31  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| SLB LTD                                                                          | SLB LTD                                                                                      | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     276549 | NS      | $15730107.12   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                            | BANQUE FEDERATIVE DU CREDIT MUTUEL SA 144A LIFE SR UNSEC 5.106% 01-15-36                     | CUSIP: 06675DCS9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    2618000 | PA      | $2566414.93    | 0.00%             | 2036-01-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                                      | BIOMARIN PHARMACEUTICAL INC 144A LIFE SR UNSEC 5.5% 02-15-34                                 | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    8708000 | PA      | $8651075.80    | 0.01%             | 2034-02-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO                                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    8493546 | NS      | $698424287.58  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | WASTE MANAGEMENT INC                                                                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     174981 | NS      | $40691831.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO/THE                                                                  | SOUTHERN CO/THE                                                                              | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     997626 | NS      | $96470434.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH BOW CORP                                                                   | SOUTH BOW CORP                                                                               | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |    2102883 | NS      | $71987381.38   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| WATSCO INC                                                                       | WATSCO INC                                                                                   | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     619524 | NS      | $271252388.16  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO                                                                 | WESTERN UNION CO                                                                             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |   14269948 | NS      | $129713827.32  | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC                                                                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    3957367 | NS      | $328263592.65  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                                 | EXXON MOBIL CORP                                                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    8598593 | NS      | $1327020857.69 | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                                                                  | YUM! BRANDS INC                                                                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |    2593631 | NS      | $414073189.15  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | BRL FWD SALE TO USD NDF 5/11/2026                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-1339522.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 5.045% 02-06-37/36                                             | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9849250.00    | 0.01%             | 2037-02-06      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 4.456% 02-06-32/31                                             | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15930000 | PA      | $15713097.12   | 0.01%             | 2032-02-06      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                                          | BLACK PEARL COMPUTE LLC 144A LIFE SR SEC 1ST LIEN 6.125% 02-15-31                            | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21910000 | PA      | $22257010.58   | 0.02%             | 2031-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                                       | BRAZILIAN GOVERNMENT INTERNATIONAL BOND 6.25% 05-22-36                                       | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    5000000 | PA      | $4977500.00    | 0.00%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP INC                                                         | SIMON PROPERTY GROUP INC (REIT)                                                              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     433475 | NS      | $88303192.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIE SA                                                                          | SPIE SA                                                                                      | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               | CORP              | FR        |    2071892 | NS      | $120610389.84  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BRL FWD SALE TO USD NDF 5/18/2026                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-60551.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BRL FWD SALE TO USD NDF 5/22/2026                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-232334.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 5/15/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $19032.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 6/5/2026                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $23868.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD SALE TO USD 5/20/2026                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $-166847.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD PUR FROM USD 5/20/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $263.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD PUR FROM USD 5/20/2026                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |          1 | NC      | $128.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                                                        | ZURICH INSURANCE GROUP AG                                                                    | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |     827893 | NS      | $573807322.45  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | SEMPRA                                                                                       | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    2385292 | NS      | $226888975.04  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC                                                                                      | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |   15426625 | NS      | $555065940.50  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL SA (CAYMAN ISLANDS BRANCH)                                       | BANCO DO BRASIL SA 144A LIFE SR UNSEC 5.625% 10-23-31                                        | CUSIP: 05959LAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    8060000 | PA      | $8021715.00    | 0.01%             | 2031-10-23      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 4.695% 04-23-32/31                                             | CUSIP: 06051GNA3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   14304000 | PA      | $14248557.70   | 0.01%             | 2032-04-23      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.045% 03-24-23/07-27-50 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $11939698.56   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX JPY 3.0878% 01-22-26/01-22-56 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          1 | NC      | $-14123.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE TECHNOLOGIES ENGINEERING LTD                                           | SINGAPORE TECHNOLOGIES ENGINEERING LTD                                                       | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |   39303028 | NS      | $333340724.44  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE TELECOMMUNICATIONS LTD                                                 | SINGAPORE TELECOM LTD                                                                        | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |  285986600 | NS      | $1034406742.04 | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | NATIONAL BANK OF CANADA                                                                      | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     823655 | NS      | $124328944.09  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                               | NEXTERA ENERGY INC                                                                           | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    1025851 | NS      | $100410295.88  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                                                | STATE STREET CORP                                                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     853853 | NS      | $130502892.52  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE TECHNOLOGY HOLDINGS PLC                                                  | SEAGATE TECHNOLOGY HOLDINGS PLC                                                              | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | US        |    1179262 | NS      | $794398053.68  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC CL A                                                                | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     368437 | NS      | $57689865.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SULZER AG                                                                        | SULZER AG                                                                                    | CUSIP: N/A<br>LEI: 529900NZ6MAST5IJF669       | Long             | EC               | CORP              | CH        |     260827 | NS      | $49996696.55   | 0.04%             |  |  |  | No            |                  2 | On Loan: —       |
| PG&E CORP                                                                        | PG&E CORP SUB (H) 6.85% 09-15-56/31                                                          | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    9025000 | PA      | $9027436.75    | 0.01%             | 2056-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.2% 05-01-36                                    | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $998789.73     | 0.00%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                               | NEXTERA ENERGY INC CV PFD EQUITY UNITS 7.234% 11-01-27                                       | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |    2339772 | NS      | $126043517.64  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD                                                                  | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |    2658361 | NS      | $701169297.36  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.45% 04-15-33                                                    | CUSIP: 695114DP0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   18250000 | PA      | $18598374.25   | 0.01%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                               | PERUVIAN GOVERNMENT INTERNATIONAL BOND 2.783% 01-23-31                                       | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   12640000 | PA      | $11647128.00   | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| RELX PLC                                                                         | RELX PLC                                                                                     | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |   10572772 | NS      | $386199670.10  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCALIZA RENT A CAR SA                                                           | LOCALIZA RENT A CAR SA ON                                                                    | CUSIP: N/A<br>LEI: 984500C442A7E0CD4D11       | Long             | EC               | CORP              | BR        |   22426150 | NS      | $207921270.35  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                            | ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR REG S 3.5% 04-03-34                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    2373000 | PA      | $2416255.58    | 0.00%             | 2034-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                            | ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 3.5% 04-03-34                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1770000 | PA      | $1802263.96    | 0.00%             | 2034-04-03      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| LOCALIZA RENT A CAR SA                                                           | LOCALIZA RENT A CAR SA PN                                                                    | CUSIP: N/A<br>LEI: 984500C442A7E0CD4D11       | Long             | EC               | CORP              | BR        |     782409 | NS      | $6974339.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY INC                                                    | REXFORD INDUSTRIAL REALTY INC (REIT)                                                         | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |    5313348 | NS      | $190696059.72  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA                                                          | SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 3.625% 03-04-28                                | CUSIP: 80413TAE9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   11435000 | PA      | $11240845.14   | 0.01%             | 2028-03-04      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                                 | QATAR GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.103% 04-23-48                                | CUSIP: 74727PAY7<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    4800000 | PA      | $4571395.20    | 0.00%             | 2048-04-23      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| ROBERT HALF INC                                                                  | ROBERT HALF INC                                                                              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |    1178978 | NS      | $31372604.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                                                    | RIO TINTO PLC                                                                                | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |    4406275 | NS      | $440220886.44  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                                 | QATAR GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.5% 04-23-28                                  | CUSIP: 74727PAX9<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    7070000 | PA      | $7104162.24    | 0.01%             | 2028-04-23      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.0% 02-15-49                                                    | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  112915600 | PA      | $81581521.00   | 0.06%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDING AG                                                                 | ROCHE HOLDING AG                                                                             | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |     840477 | NS      | $344111500.85  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | ROYALTY PHARMA PLC CL A                                                                      | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | US        |    8584627 | NS      | $430003966.43  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.25% 02-15-52                                                   | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  207137000 | PA      | $123359777.51  | 0.10%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.875% 02-15-32                                                  | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  100000000 | PA      | $88531250.00   | 0.07%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP                                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    9186947 | NS      | $1617545758.29 | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                                           | RWE AG                                                                                       | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |    3165725 | NS      | $230190521.76  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.625% 05-31-27                                                  | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6500000 | PA      | $6419892.70    | 0.01%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.0% 08-15-52                                                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  136283000 | PA      | $95717506.47   | 0.08%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RYANAIR HOLDINGS PLC                                                             | RYANAIR HOLDINGS PLC ADR                                                                     | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |    3131496 | NS      | $171136256.40  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFRAN SA                                                                        | SAFRAN SA                                                                                    | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |      72686 | NS      | $23175482.53   | 0.02%             |  |  |  | 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      | $3409765.80    | 0.00%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 02-29-32                                                  | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  114000000 | PA      | $114066792.60  | 0.09%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SAGAX AB                                                                         | SAGAX AB CL B                                                                                | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | EC               | CORP              | SE        |    5980498 | NS      | $119484395.55  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                                        | SAMPO OYJ CL A                                                                               | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |   10624390 | NS      | $110376946.23  | 0.09%             |  |  |  | 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      | $3001054.80    | 0.00%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX 2025-ARIA                                                                     | BX 2025-ARIA A 144A FRN 12-13-42                                                             | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2015432.00    | 0.00%             | 2042-12-13      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_25-1                                                       | COLT 2025-1 A1 144A 5.699% 01-25-70                                                          | CUSIP: 196920AC6<br>LEI: 21380069FFOP8RZNF423 | Long             | ABS-CBDO         | CORP              | US        |    4355814 | PA      | $4388495.21    | 0.00%             | 2070-01-25      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP. CSFB_02-30                             | CSFB 2002-30 1A1 7.5% 11-25-32                                                               | CUSIP: 22541NTQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      59774 | PA      | $61696.49      | 0.00%             | 2032-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA                                                                           | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |   29166612 | NS      | $356728236.55  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                           | SAP SE                                                                                       | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |     610402 | NS      | $104510198.81  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI                                                                           | SANOFI                                                                                       | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |    6140070 | NS      | $573604946.99  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDNET AB                                                                       | NORDNET AB                                                                                   | CUSIP: N/A<br>LEI: 549300D6WW5ZTWLZ4C08       | Long             | EC               | CORP              | SE        |    2750000 | NS      | $90736098.91   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_02-34                              | CSFB 2002-34 1A1 7.5% 12-25-32                                                               | CUSIP: 2254W0BZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      50667 | PA      | $51946.18      | 0.00%             | 2032-12-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_03-21                              | CSFB 2003-21 5A1 6.5% 07-25-33                                                               | CUSIP: 22541QQA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      53302 | PA      | $54999.46      | 0.00%             | 2033-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK PLC                                                             | SMURFIT WESTROCK PLC                                                                         | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |    9030709 | NS      | $346688918.51  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                           | SKYWORKS SOLUTIONS INC                                                                       | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     710860 | NS      | $49881046.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_06-F                                    | CWHEL 2006-F 2A1A FRN 07-15-36                                                               | CUSIP: 23242LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     717594 | PA      | $687085.88     | 0.00%             | 2036-07-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| CIM TRUST CIM_22-R2                                                              | CIM 2022-R2 A1 144A FRN 12-25-61                                                             | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11826844 | PA      | $11199086.51   | 0.01%             | 2061-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_23-HB12                                      | CFMT 2023-HB12 M1 144A FRN 04-25-33                                                          | CUSIP: 12530QAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     675000 | PA      | $671607.45     | 0.00%             | 2033-04-25      | Variable      | 4.25%                 | 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        |   22540000 | PA      | $23002723.66   | 0.02%             | 2040-10-12      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| CAS 2023-R05                                                                     | CAS 2023-R05 1M1 144A FRN 06-25-43                                                           | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5771538 | PA      | $5805191.43    | 0.00%             | 2043-06-25      | Variable      | 5.55%                 | 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        |      27990 | PA      | $27992.61      | 0.00%             | 2044-05-25      | Variable      | 4.75%                 | 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        |    1135000 | PA      | $1138238.16    | 0.00%             | 2041-07-15      | Variable      | 5.55%                 | Yes           |                  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        |     215872 | PA      | $215312.64     | 0.00%             | 2034-08-25      | Variable      | 4.00%                 | 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        |     760468 | PA      | $746888.11     | 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        |    1664707 | PA      | $1627832.20    | 0.00%             | 2054-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORP                                                                       | SYSCO CORP                                                                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |    1939869 | NS      | $144927612.99  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC                                                                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   17690939 | NS      | $462264236.07  | 0.36%             |  |  |  | No            |                  1 | 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        |     722965 | PA      | $727266.31     | 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        |    1723428 | PA      | $1696702.88    | 0.00%             | 2064-06-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MORTGAGE TRUST DATA_23-CNTR                                                      | DATA 2023-CNTR A 144A FRN 08-12-43                                                           | CUSIP: 238021AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   46770000 | PA      | $47216326.11   | 0.04%             | 2043-08-12      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                            | DC 2023-DC D 144A FRN 09-12-40                                                               | CUSIP: 24023AAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1031000 | PA      | $1037017.95    | 0.00%             | 2040-09-12      | Variable      | 7.14%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                            | DC 2023-DC C 144A FRN 09-12-40                                                               | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     680000 | PA      | $688068.88     | 0.00%             | 2040-09-12      | Variable      | 7.14%                 | Yes           |                  2 | On Loan: No      |
| DURST 2025-151                                                                   | DURST 2025-151 A 144A FRN 08-10-42                                                           | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1312000 | PA      | $1327169.34    | 0.00%             | 2042-08-10      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2026-NQM4                                                                   | EFMT 2026-NQM4 A1 144A FRN 04-25-71                                                          | CUSIP: 26846KAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5310240 | PA      | $5337242.57    | 0.00%             | 2071-04-25      | Variable      | 5.47%                 | 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        |    2651000 | PA      | $2654138.78    | 0.00%             | 2039-06-10      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RQ0113 04-01-56                                                                | CUSIP: 3142J6DT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     537717 | PA      | $557885.98     | 0.00%             | 2056-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SI2134 01-01-55                                                                | CUSIP: 3133USLP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4207036 | PA      | $4365480.99    | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                         | MOLSON COORS BEVERAGE CO CL B (LIMITED VOTING)                                               | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |    1108000 | NS      | $47355920.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSURBAN GROUP                                                                 | TRANSURBAN GROUP UNIT                                                                        | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |    8755955 | OU      | $88909976.46   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 BW2544 02-01-56                                                                | CUSIP: 3140MTZJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     461943 | PA      | $489847.31     | 0.00%             | 2056-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                        | TORONTO-DOMINION BANK/THE                                                                    | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |    2876611 | NS      | $309886618.05  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PLC                                                              | TE CONNECTIVITY PLC                                                                          | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |    1562151 | NS      | $330644880.66  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                                                    | BLACKROCK INC                                                                                | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |     527976 | NS      | $562611225.60  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA                                                                               | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |    4564512 | NS      | $480391873.02  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF HAWAII CORP                                                              | BANK OF HAWAII CORP                                                                          | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     298128 | NS      | $23704157.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUYGUES SA                                                                      | BOUYGUES SA                                                                                  | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |    5441118 | NS      | $322969972.36  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BT GROUP PLC                                                                     | BT GROUP PLC                                                                                 | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |    5430953 | NS      | $15998146.44   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DANONE SA                                                                        | DANONE SA                                                                                    | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |    2176149 | NS      | $170648893.49  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                           | DBS GROUP HOLDINGS LTD                                                                       | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |   14985131 | NS      | $691286385.88  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                                                 | DEUTSCHE POST AG                                                                             | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |    5568087 | NS      | $328879623.47  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| DOW INC                                                                          | DOW INC                                                                                      | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     431584 | NS      | $17474836.16   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | DARDEN RESTAURANTS INC                                                                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     618239 | NS      | $123994013.84  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE ENERGY CO                                                                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |    3163094 | NS      | $479809728.86  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                              | DEUTSCHE TELEKOM AG                                                                          | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |    2393125 | NS      | $77465040.94   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC                                                                             | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     760862 | NS      | $112599967.38  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | DUKE ENERGY CORP                                                                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    1930359 | NS      | $250078008.45  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA (LOYALTY BONUS DIV) (NOT LISTED OR TRADING)                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    3818624 | NS      | $126096358.09  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SBERBANK OF RUSSIA PJSC                                                          | SBERBANK OF RUSSIA PJSC (USD)                                                                | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |   19327472 | NS      | $1.93          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EFG INTERNATIONAL AG                                                             | EFG INTERNATIONAL AG                                                                         | CUSIP: N/A<br>LEI: 506700PR1R98BSF81139       | Long             | EC               | CORP              | CH        |    7208814 | NS      | $155222779.27  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER BANCA SPA                                                                   | BPER BANCA SPA                                                                               | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |   18267410 | NS      | $269508476.62  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | EASTMAN CHEMICAL CO                                                                          | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     394467 | NS      | $28831593.03   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                                                         | ENGIE SA                                                                                     | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |   19125212 | NS      | $631541513.58  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT NV                                                                      | EURONEXT NV                                                                                  | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |    1620919 | NS      | $272139649.23  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG RESOURCES INC                                                                            | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    3239135 | NS      | $455325206.95  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                                                                                      | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |   20056681 | NS      | $444270745.63  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| EPIROC AB                                                                        | EPIROC AB CL A                                                                               | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |    3882825 | NS      | $111425557.23  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                               | CLAF 2021-1 A 144A 2.868% 05-11-37                                                           | CUSIP: 12567UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2296433 | PA      | $2173291.48    | 0.00%             | 2037-05-11      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                                | CPS 2024-A C 144A 5.74% 04-15-30                                                             | CUSIP: 22411CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      86024 | PA      | $86428.01      | 0.00%             | 2030-04-15      | Fixed         | 5.74%                 | Yes           |                  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        |     927443 | PA      | $897914.94     | 0.00%             | 2037-01-15      | Variable      | 3.91%                 | 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        |    1784264 | PA      | $1702604.96    | 0.00%             | 2037-02-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST  CWHEL_05-D                                   | CWHEL 2005-D 2A FRN 11-15-35                                                                 | CUSIP: 126685AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10381 | PA      | $9921.26       | 0.00%             | 2035-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| CPS 2024-C                                                                       | CPS 2024-C B 144A 5.68% 12-15-28                                                             | CUSIP: 223920AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     124533 | PA      | $124806.22     | 0.00%             | 2028-12-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CPTRS 2024-1A                                                                    | CPTRS 2024-1A A2 144A 5.58% 07-20-32                                                         | CUSIP: 14077AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     308107 | PA      | $312514.76     | 0.00%             | 2032-07-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CLARUS 2024-1A                                                                   | CLARUS 2024-1A A2 144A 4.71% 08-20-32                                                        | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     460230 | PA      | $461275.38     | 0.00%             | 2032-08-20      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| CLAST 2025-1A                                                                    | CLAST 2025-1A A 144A 5.783% 02-15-50                                                         | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4807326 | PA      | $4847990.76    | 0.00%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CCG 2025-1                                                                       | CCG 2025-1 D 144A 5.28% 10-14-32                                                             | CUSIP: 12515XAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99771.60      | 0.00%             | 2032-10-14      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | CATERPILLAR INC                                                                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      98239 | NS      | $87443516.29   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COBANK ACB                                                                       | COBANK ACB PFD CL E 144A NON-CUM FIXED TO FLOATING PERPETUAL 144A                            | CUSIP: 19075Q607<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |      13000 | NS      | $10296000.00   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CORPORATE BOND FUND                                        | CAPITAL GROUP CENTRAL CORPORATE BOND FUND CL M (CCBF CL M)                                   | CUSIP: 14020L100<br>LEI: N/A                  | Long             | EC               | RF                | US        |  316482325 | NS      | $2652121884.54 | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                                                       | CF INDUSTRIES HOLDINGS INC                                                                   | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     130216 | NS      | $16172827.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                     | CITIZENS FINANCIAL GROUP INC                                                                 | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    1700000 | NS      | $110585000.00  | 0.09%             |  |  |  | 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        |    1342806 | NS      | $256269052.31  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BANK OF COMMERCE (CAD)                                                     | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |    1383303 | NS      | $154354353.23  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP CL A                                                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    9687009 | NS      | $261936723.36  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CLAST 2025-3A                                                                    | CLAST 2025-3A A 144A 5.087% 11-15-50                                                         | CUSIP: 14855YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1250574 | PA      | $1235710.81    | 0.00%             | 2050-11-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2025-2                                                     | CCG 2025-2 A2 144A 4.14% 08-15-34                                                            | CUSIP: 12516XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2072000 | PA      | $2072538.72    | 0.00%             | 2034-08-15      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME GROUP INC CL A                                                                           | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |    1034145 | NS      | $297647613.90  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CENTERPOINT ENERGY INC                                                                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |   11188382 | NS      | $488372874.30  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CLI FUNDING VI LLC                                                               | CLIF 2020-1A A 144A 2.08% 09-18-45                                                           | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |     442967 | PA      | $416686.81     | 0.00%             | 2045-09-18      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                               | CLIF 2020-1A B 144A 3.62% 09-18-45                                                           | CUSIP: 12563LAP2<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |     289329 | PA      | $274154.89     | 0.00%             | 2045-09-18      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-2                                                        | CLIF 2020-2A B 144A 3.56% 09-15-45                                                           | CUSIP: 12563LAR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     152956 | PA      | $144439.82     | 0.00%             | 2045-09-15      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-2                                                        | CLIF 2020-2A A 144A 2.03% 09-15-45                                                           | CUSIP: 12563LAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     323577 | PA      | $304638.15     | 0.00%             | 2045-09-15      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD                                                               | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    4255746 | NS      | $202956526.74  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD                                                               | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |   30064047 | NS      | $1435088752.88 | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                     | CANADIAN NATIONAL RAILWAY CO                                                                 | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     953562 | NS      | $107104173.70  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP                                                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     130687 | NS      | $25000423.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | CONOCOPHILLIPS                                                                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    3504396 | NS      | $440782928.88  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA                                                                                | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |    6468124 | NS      | $499858605.98  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP                                                                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    1661182 | NS      | $75467498.26   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CTP NV                                                                           | CTP NV                                                                                       | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | EC               | CORP              | NL        |    7843173 | NS      | $149143001.18  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| DLLAD 2024-1A                                                                    | DLLAD 2024-1A A3 144A 5.3% 07-20-29                                                          | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3681000 | PA      | $3734322.97    | 0.00%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| DEFT 2024-2                                                                      | DEFT 2024-2 A3 144A 4.59% 08-22-30                                                           | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     244000 | PA      | $244884.50     | 0.00%             | 2030-08-22      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | CENOVUS ENERGY INC (USD)                                                                     | CUSIP: 15135U109<br>LEI: 254900LJGL2N2XEMD470 | Long             | EC               | CORP              | CA        |    4465883 | NS      | $130582418.92  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                                                     | ENTERGY CORP                                                                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |    1272355 | NS      | $150023378.05  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT SA                                                                         | LIGHT SA UNIT (1 UNIT = 1 FCL121769 + 409 EWL24888) (NOT LISTED OR TRADING)                  | CUSIP: 53223N208<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     604926 | OU      | $181477.80     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EVOLUTION AB                                                                     | EVOLUTION AB                                                                                 | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |    2383690 | NS      | $166386230.16  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| EAST WEST BANCORP INC                                                            | EAST WEST BANCORP INC                                                                        | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |    1001794 | NS      | $126696887.18  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                                                      | EXELON CORP                                                                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    5229711 | NS      | $240514408.89  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXT 2023-1                                                                      | DEXT 2023-1 A2 144A 5.99% 03-15-32                                                           | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      98159 | PA      | $98466.30      | 0.00%             | 2032-03-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| DEFT 2025-1                                                                      | DEFT 2025-1 A2 144A 4.68% 07-22-27                                                           | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     905605 | PA      | $907671.22     | 0.00%             | 2027-07-22      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| EXPERIAN PLC                                                                     | EXPERIAN PLC                                                                                 | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | IE        |    1293032 | NS      | $47210437.02   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                                          | EXTRA SPACE STORAGE INC (REIT)                                                               | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |    1364315 | NS      | $195547268.95  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.05% 03-15-34                                                           | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4675000 | PA      | $4741581.35    | 0.00%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  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      | $2503820.00    | 0.00%             | 2026-08-27      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6                                        | AESOP 2023-6A A 144A 5.81% 12-20-29                                                          | CUSIP: 05377RHG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29522000 | PA      | $30395201.72   | 0.02%             | 2029-12-20      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-7                                        | AESOP 2023-7A A 144A 5.9% 08-21-28                                                           | CUSIP: 05377RHL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2600000 | PA      | $2645073.60    | 0.00%             | 2028-08-21      | Fixed         | 5.90%                 | 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        |     565000 | PA      | $580441.45     | 0.00%             | 2030-01-15      | Fixed         | 8.25%                 | 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        |    1358000 | PA      | $1388307.84    | 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        |    1110000 | PA      | $1130519.46    | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AUTONATION INC SR UNSEC 5.89% 03-15-35                                                       | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4097972.00    | 0.00%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| AXIS EQUIPMENT FINANCE RECEIVABLES LLC AXIS_23-1A                                | AXIS 2023-1A A2 144A 6.09% 12-20-29                                                          | CUSIP: 03236YAB1<br>LEI: 5493000K1GV1VHEHGY40 | Long             | ABS-O            | CORP              | US        |     236191 | PA      | $237465.65     | 0.00%             | 2029-12-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_24-1                              | AMCAR 2024-1 A3 5.43% 01-18-29                                                               | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     266219 | PA      | $267751.69     | 0.00%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                        | APOLLO DEBT SOLUTIONS BDC SR UNSEC 6.7% 07-29-31                                             | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5109795.00    | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | 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        |    1167000 | PA      | $1063774.18    | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                 | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.45% 05-07-35                                     | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15304.76      | 0.00%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | ATHENE HOLDING LTD SR UNSEC 6.625% 05-19-55                                                  | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2903076.00    | 0.00%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ALLEG 2019-1A                                                                    | ALLEG 2019-1A ARR CLO 144A FRN 04-20-32                                                      | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-O            | CORP              | KY        |     156107 | PA      | $156197.84     | 0.00%             | 2032-04-20      | Variable      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| AVCCT 2024-2A                                                                    | AVCCT 2024-2A A 144A 5.38% 05-15-29                                                          | CUSIP: 05351KAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2502647.50    | 0.00%             | 2029-05-15      | Fixed         | 5.38%                 | Yes           |                  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        |    8162000 | PA      | $8403276.88    | 0.01%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                              | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 6.625% 07-15-33                       | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     645000 | PA      | $663009.69     | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-4                                                                      | ACAR 2024-4 B 144A 4.8% 11-13-28                                                             | CUSIP: 024945AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     896640 | PA      | $897066.28     | 0.00%             | 2028-11-13      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-4                                                                      | ACAR 2024-4 C 144A 4.91% 08-12-31                                                            | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1869000 | PA      | $1874328.52    | 0.00%             | 2031-08-12      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS INC 144A LIFE SR UNSEC 7.0% 08-01-30                                      | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     356000 | PA      | $367422.62     | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | 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        |    5654000 | PA      | $5837133.06    | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2024-3AL                                                                    | ACHV 2024-3AL A 144A 5.01% 12-26-31                                                          | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     414297 | PA      | $416685.44     | 0.00%             | 2031-12-26      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-4A                                                                     | EART 2024-4A D 5.81% 12-16-30                                                                | CUSIP: 30166UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     745000 | PA      | $759829.23     | 0.00%             | 2030-12-16      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| EART 2024-4A                                                                     | EART 2024-4A E 144A 7.65% 02-17-32                                                           | CUSIP: 30166UAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1480000 | PA      | $1537795.48    | 0.00%             | 2032-02-17      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-A                                                                     | SSTRT 2025-A B 144A 5.038% 07-25-31                                                          | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | US        |      21293 | PA      | $21435.46      | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                               | SCFET 2025-1A A2 144A 4.82% 07-22-30                                                         | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      86592 | PA      | $86786.79      | 0.00%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| STEELE CREEK CLO LTD STCR_19-2A                                                  | STCR 2019-2A ARR CLO 144A FRN 07-15-32                                                       | CUSIP: 85817EAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     201538 | PA      | $201433.63     | 0.00%             | 2032-07-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| STCR 2019-1A                                                                     | STCR 2019-1A ARR CLO 144A FRN 04-15-32                                                       | CUSIP: 85817BAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     171606 | PA      | $171612.73     | 0.00%             | 2032-04-15      | Variable      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT_25-A2                                        | SYNIT 2025-A2 A 4.49% 05-15-31                                                               | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20413000 | PA      | $20509165.64   | 0.02%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                                     | APOLLO GLOBAL MANAGEMENT INC SR UNSEC 5.15% 08-12-35                                         | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9739540.00    | 0.01%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA CORP SR UNSEC 5.25% 02-01-42                                                             | CUSIP: 03743QBC1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     116000 | PA      | $99606.76      | 0.00%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-2A                                                                    | SFAST 2025-2A A2 144A 4.52% 11-20-28                                                         | CUSIP: 78398HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     152802 | PA      | $153049.14     | 0.00%             | 2028-11-20      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-B                                                                     | SSTRT 2025-B B 144A 4.925% 12-29-32                                                          | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     116125 | PA      | $116862.53     | 0.00%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| APA CORP                                                                         | APA CORP SR UNSEC 5.35% 07-01-49                                                             | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    1032000 | PA      | $884410.58     | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA CORP SR UNSEC 4.25% 01-15-30                                                             | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   10285000 | PA      | $10159954.97   | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KT&G CORP                                                                        | KT&G CORP                                                                                    | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |     319206 | NS      | $38402735.22   | 0.03%             |  |  |  | No            |                  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        |    1441179 | PA      | $1444263.05    | 0.00%             | 2028-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| SEACO 2025-1H                                                                    | SEACO 2025-1H A 144A 6.169% 09-20-45                                                         | CUSIP: 37893FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3686041 | PA      | $3673261.80    | 0.00%             | 2045-09-20      | Fixed         | 6.17%                 | Yes           |                  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        |    7506139 | PA      | $7521729.01    | 0.01%             | 2028-09-15      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| WEFUN 2025-1                                                                     | WEFUN 2025-1 A 144A 4.75% 07-16-35                                                           | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     222000 | PA      | $223114.88     | 0.00%             | 2035-07-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| APA CORP                                                                         | APA CORP SR UNSEC 6.75% 02-15-55                                                             | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     280000 | PA      | $286365.52     | 0.00%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                                        | ALTICE FRANCE SA 144A LIFE SR SEC 1ST LIEN 6.5% 04-15-32                                     | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     316715 | PA      | $311684.30     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                                        | ALTICE FRANCE SA 144A LIFE SR SEC 1ST LIEN 6.875% 07-15-32                                   | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    3091935 | PA      | $3043821.40    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 4.804% 10-24-36/35                                              | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2907132.00    | 0.00%             | 2036-10-24      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP INC                                                                   | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |    4753300 | NS      | $206060239.05  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                                                        | TOKIO MARINE HOLDINGS INC                                                                    | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |   12285500 | NS      | $556973789.15  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| WEFUN 2025-1                                                                     | WEFUN 2025-1 B 144A 4.98% 09-17-35                                                           | CUSIP: 958250AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     112000 | PA      | $112665.62     | 0.00%             | 2035-09-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| WOSAT 2025-A                                                                     | WOSAT 2025-A A2A 4.14% 05-15-30                                                              | CUSIP: 98164UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1002472 | PA      | $1003207.45    | 0.00%             | 2030-05-15      | Fixed         | 4.14%                 | 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        |    1933000 | PA      | $1950911.18    | 0.00%             | 2036-07-03      | Variable      | 5.58%                 | Yes           |                  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        |    2700000 | PA      | $2704673.70    | 0.00%             | 2031-07-03      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| T&D HOLDINGS INC                                                                 | T&D HOLDINGS INC                                                                             | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |    7439900 | NS      | $181138788.66  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HIKARI TSUSHIN INC                                                               | HIKARI TSUSHIN INC                                                                           | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | EC               | CORP              | JP        |     491100 | NS      | $119780135.40  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WEF 2025-1A                                                                      | WEF 2025-1A A2 144A 4.33% 09-20-33                                                           | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     270000 | PA      | $270099.36     | 0.00%             | 2033-09-20      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| WEF 2025-1A                                                                      | WEF 2025-1A C 144A 4.76% 09-20-33                                                            | CUSIP: 97415CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     160000 | PA      | $159105.28     | 0.00%             | 2033-09-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP LTD                                                                | CARNIVAL CORP LTD 144A LIFE SR UNSEC 5.75% 08-01-32                                          | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3521973.00    | 0.00%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  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        |    3073000 | PA      | $3098392.20    | 0.00%             | 2027-06-24      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| KANSAI ELECTRIC POWER CO INC/THE                                                 | KANSAI ELECTRIC POWER CO INC/THE                                                             | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |     870000 | NS      | $13974767.26   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NETEASE INC                                                                      | NETEASE INC                                                                                  | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | CN        |    3254700 | NS      | $75729505.25   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WEF 2025-1A                                                                      | WEF 2025-1A B 144A 4.57% 09-20-33                                                            | CUSIP: 97415CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1052000 | PA      | $1047015.62    | 0.00%             | 2033-09-20      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3                                     | WLAKE 2025-3A A2 144A 4.31% 04-17-28                                                         | CUSIP: 96043QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2499147 | PA      | $2501143.58    | 0.00%             | 2028-04-17      | Fixed         | 4.31%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                                  | ONDK 2024-1A A 144A 6.27% 06-17-31                                                           | CUSIP: 67118NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4284000 | PA      | $4316729.76    | 0.00%             | 2031-06-17      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| XROAD 2024-A                                                                     | XROAD 2024-A A2 144A 5.9% 08-20-30                                                           | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     149731 | PA      | $150962.58     | 0.00%             | 2030-08-20      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 5.4% 06-25-64                                                        | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1390277.96    | 0.00%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | EXPAND ENERGY CORP SR UNSEC 5.375% 02-01-29                                                  | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    2135000 | PA      | $2135292.50    | 0.00%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  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        |     785000 | PA      | $793142.02     | 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        |    4173000 | PA      | $4209134.01    | 0.00%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN PLC                                                               | ANGLO AMERICAN PLC                                                                           | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |    5094801 | NS      | $250595688.87  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC                                                                                   | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    8909439 | NS      | $1882742649.48 | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC SR UNSEC 5.55% 05-01-35                                                           | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9942450.00    | 0.01%             | 2035-05-01      | Fixed         | 5.55%                 | 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        |    1000000 | PA      | $1011227.00    | 0.00%             | 2030-03-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/NV                                                       | ANHEUSER-BUSCH INBEV SA/NV                                                                   | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |     867244 | NS      | $65554920.44   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | ABBOTT LABORATORIES                                                                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    8554879 | NS      | $776697464.41  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENDRA HEALTH INC                                                              | ACCENDRA HEALTH INC 144A LIFE SR UNSEC 6.625% 04-01-30                                       | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    6160000 | PA      | $3314800.72    | 0.00%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                     | DISCOVERY COMMUNICATIONS LLC SR UNSEC 3.625% 05-15-30                                        | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4706700.00    | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 144A LIFE SR UNSEC 7.0% 06-15-30                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1056592.67    | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 144A LIFE SR UNSEC 7.25% 06-15-33                                          | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    3825000 | PA      | $4007945.93    | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BARRICK MINING CORP                                                              | BARRICK MINING CORP                                                                          | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |    3443330 | NS      | $135289521.92  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                                                                    | ACCENTURE PLC CL A                                                                           | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |    1583780 | NS      | $283037323.80  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| 3R LUX SARL                                                                      | 3R LUX SARL 144A LIFE SR SEC 1ST LIEN 9.75% 02-05-31                                         | CUSIP: 88563PAA6<br>LEI: 9845007D0DF0BEFD8D97 | Long             | DBT              | CORP              | LU        |     485000 | PA      | $510850.50     | 0.00%             | 2031-02-05      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                                 | AMBIPAR LUX SARL 144A LIFE SR UNSEC 9.875% 02-06-31                                          | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     385000 | PA      | $72187.50      | 0.00%             | 2031-02-06      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI COMMERCIAL BANK PJSC                                                   | ABU DHABI COMMERCIAL BANK PJSC                                                               | CUSIP: N/A<br>LEI: 213800RWVKKIRX1AUH58       | Long             | EC               | CORP              | AE        |   18724505 | NS      | $70873318.38   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | ANALOG DEVICES INC                                                                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     346966 | NS      | $139570543.16  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ADNOC GAS PLC                                                                    | ADNOC GAS PLC                                                                                | CUSIP: N/A<br>LEI: 254900O5NS03BDOOM362       | Long             | EC               | CORP              | AE        |   48221116 | NS      | $44259838.56   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                                    | AUTOMATIC DATA PROCESSING INC                                                                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     904496 | NS      | $191698882.24  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA BANK SA                                                                    | ALPHA BANK SA EUR REG S SR UNSEC (B) 5.0% 05-12-30/29                                        | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |    1864000 | PA      | $2269295.14    | 0.00%             | 2030-05-12      | Variable      | 5.00%                 | No            |                  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        |    2900000 | PA      | $2962573.30    | 0.00%             | 2031-02-15      | Fixed         | 7.75%                 | 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        |    1334000 | PA      | $1339686.84    | 0.00%             | 2027-06-23      | Fixed         | 4.88%                 | Yes           |                  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        |    1422000 | PA      | $1429784.03    | 0.00%             | 2028-06-23      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| AES CORP (THE)                                                                   | AES CORP (THE)                                                                               | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    3439574 | NS      | $49701844.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                 | AMERICAN INTERNATIONAL GROUP INC                                                             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    2731970 | NS      | $204351356.00  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LIQUIDE SA                                                                   | AIR LIQUIDE SA                                                                               | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |     192264 | NS      | $41386647.02   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE PARTNERS LP                                            | BROOKFIELD INFRASTRUCTURE PARTNERS LP (CAD)                                                  | CUSIP: N/A<br>LEI: 549300WEH5R2OODI7Y90       | Long             | EC               | CORP              | BM        |    4731808 | NS      | $169541793.62  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.25% 09-18-28                                    | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2166000 | PA      | $2148245.30    | 0.00%             | 2028-09-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.5% 09-18-30                                     | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1043000 | PA      | $1027058.79    | 0.00%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 4.9% 02-26-31                                               | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     275000 | PA      | $280581.95     | 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        |    1000000 | PA      | $1014570.00    | 0.00%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                         | ALBERTSONS COS INC 144A LIFE SR UNSEC 5.5% 03-31-31                                          | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $2150701.20    | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                         | ALBERTSONS COS INC 144A LIFE SR UNSEC 5.75% 03-31-34                                         | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    7070000 | PA      | $6891609.76    | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 4.619% 11-06-31/30                                                | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2975000 | PA      | $2947796.60    | 0.00%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 5.133% 11-06-36/35                                                | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5975000 | PA      | $5863303.35    | 0.00%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 144A LIFE SR UNSEC 5.75% 03-15-31                                          | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1725153.12    | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                | HERC HOLDINGS INC 144A LIFE SR UNSEC 6.0% 03-15-34                                           | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1781725.98    | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | AMPHENOL CORP SR UNSEC 5.3% 11-15-55                                                         | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    1463000 | PA      | $1371366.46    | 0.00%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | AMPHENOL CORP SR UNSEC 4.625% 02-15-36                                                       | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   11880000 | PA      | $11487971.88   | 0.01%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC SR UNSEC 4.375% 11-15-32                                                        | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     540000 | PA      | $534792.78     | 0.00%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC SR UNSEC 4.7% 11-15-35                                                          | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2063000 | PA      | $2026251.78    | 0.00%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | AMAZON.COM INC SR UNSEC 5.45% 11-20-55                                                       | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    6392000 | PA      | $6040900.22    | 0.00%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | AMAZON.COM INC SR UNSEC 5.55% 11-20-65                                                       | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    4325000 | PA      | $4038412.53    | 0.00%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | AMAZON.COM INC SR UNSEC 4.65% 11-20-35                                                       | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2284000 | PA      | $2224670.82    | 0.00%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 4.4% 05-01-45                                                             | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1686258.00    | 0.00%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | CHUBB INA HOLDINGS LLC SR UNSEC 4.35% 11-03-45                                               | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $2746594.97    | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ACE CAPITAL TRUST II                                                             | ACE CAPITAL TRUST II PFD JR SUB (H) 9.7% 04-01-30                                            | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7210000 | PA      | $8447135.06    | 0.01%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR UNSEC 4.95% 02-15-27                                             | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     140000 | PA      | $140051.66     | 0.00%             | 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        |    3286000 | PA      | $2344314.55    | 0.00%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSEC 4.6% 07-15-30                                                          | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2009730.00    | 0.00%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD                                                                     | BORR IHC LTD 144A LIFE SR SEC 1ST LIEN SF 10.375% 11-15-30                                   | CUSIP: 100018AB6<br>LEI: 254900WQF2MM46DNLY83 | Long             | DBT              | CORP              | US        |    1430214 | PA      | $1501994.59    | 0.00%             | 2030-11-15      | Fixed         | 10.38%                | 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        |   38375000 | PA      | $34853403.00   | 0.03%             | 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        |    5110000 | PA      | $4958003.05    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | 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        |    1741000 | PA      | $1789142.13    | 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        |     470000 | PA      | $487819.58     | 0.00%             | 2035-02-01      | Variable      | 6.05%                 | 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        |      60000 | PA      | $54053.22      | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                   | CONSOLIDATED ENERGY FINANCE SA 144A LIFE SR UNSEC 12.0% 02-15-31                             | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    4190000 | PA      | $4299987.50    | 0.00%             | 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        |     860000 | PA      | $899437.88     | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  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        |    1085000 | PA      | $1093133.16    | 0.00%             | 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        |    3150000 | PA      | $3151975.05    | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                      | CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.625% 04-01-32                               | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    3155000 | PA      | $3250334.64    | 0.00%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.4% 06-01-29                                                       | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2047440.00    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  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        |    2467000 | PA      | $2551563.83    | 0.00%             | 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        |    1066000 | PA      | $1100625.81    | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 6.0% 06-01-44                                                       | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11852640.00   | 0.01%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 6.05% 06-01-54                                                      | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7809576.00    | 0.01%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 1ST LIEN 8.25% 06-30-32                            | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3802972.00    | 0.00%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.55% 06-01-34                          | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     161000 | PA      | $166585.41     | 0.00%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP SR UNSEC 5.65% 06-01-54                                                         | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1691000 | PA      | $1545661.93    | 0.00%             | 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        |     775000 | PA      | $793606.20     | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                     | CITIZENS FINANCIAL GROUP INC SR UNSEC 5.718% 07-23-32/31                                     | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     495000 | PA      | $510126.71     | 0.00%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC PRP SUB (H) 7.25% 12-31-79                                                     | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2078674.00    | 0.00%             | 2079-12-31      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                     | COCA-COLA CO SR UNSEC 5.2% 01-14-55                                                          | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    1498000 | PA      | $1415231.01    | 0.00%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                      | ENERGEAN ISRAEL FINANCE LTD 144A LIFE/REG S SR SEC 1ST LIEN 5.875% 03-30-31                  | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |    5760000 | PA      | $5529047.04    | 0.00%             | 2031-03-30      | Fixed         | 5.88%                 | 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        |    1440000 | PA      | $1547516.16    | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | 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        |    1000000 | PA      | $1005139.00    | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                      | EUROBANK SA EUR REG S SR UNSEC (B) 5.875% 11-28-29/28                                        | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     200000 | PA      | $248708.64     | 0.00%             | 2029-11-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SUB (H) 7.875% 06-15-54/29                                              | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1831968.63    | 0.00%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | EVERSOURCE ENERGY SR UNSEC 5.5% 01-01-34                                                     | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     900000 | PA      | $917784.00     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.125% 03-08-34                                            | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    7803000 | PA      | $7839884.78    | 0.01%             | 2034-03-08      | Fixed         | 6.12%                 | 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        |   10004464 | PA      | $9706791.16    | 0.01%             | 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      | $3849277.70    | 0.00%             | 2041-03-10      | Variable      | 5.31%                 | 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        |    3164000 | PA      | $3173514.15    | 0.00%             | 2041-05-15      | Variable      | 5.35%                 | 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        |      83983 | PA      | $84657.37      | 0.00%             | 2059-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8723 03-20-53                                                                     | CUSIP: 36179XVQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10049762 | PA      | $9483678.57    | 0.01%             | 2053-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2RF 4.916 AG8117 04-20-64                                                                   | CUSIP: 36182DAS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1107 | PA      | $1107.59       | 0.00%             | 2064-04-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2RF 4.386 795485 07-20-62                                                                   | CUSIP: 36177QCX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3402 | PA      | $3370.07       | 0.00%             | 2062-07-20      | Fixed         | 4.39%                 | 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        |     921000 | PA      | $923862.47     | 0.00%             | 2039-11-15      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JPMMT 2024-INV1                                                                  | JPMMT 2024-INV1 A4 144A FRN 04-25-55                                                         | CUSIP: 46658PAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     222010 | PA      | $222839.82     | 0.00%             | 2055-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| KSL 2024-HT2                                                                     | KSL 2024-HT2 A 144A FRN 12-15-39                                                             | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4117388 | PA      | $4122584.63    | 0.00%             | 2039-12-15      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-3                                                                     | VERUS 2025-3 A1 144A 5.623% 05-25-70                                                         | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-CBDO         | CORP              | US        |    1106643 | PA      | $1115790.82    | 0.00%             | 2070-05-25      | Variable      | 5.62%                 | 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        |     490407 | PA      | $492756.34     | 0.00%             | 2065-05-25      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-7                                                                     | VERUS 2025-7 A1 144A 5.129% 08-25-70                                                         | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-CBDO         | CORP              | US        |     539847 | PA      | $540971.69     | 0.00%             | 2070-08-25      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-6                                                                     | VERUS 2025-6 A1 144A 5.417% 07-25-70                                                         | CUSIP: 92540YAA7<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-CBDO         | CORP              | US        |    1066276 | PA      | $1073575.09    | 0.00%             | 2070-07-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2024-5C2                                                                    | WFCM 2024-5C2 A3 FRN 11-15-57                                                                | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5186000 | PA      | $5376787.75    | 0.00%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| WFCM 2025-1918                                                                   | WFCM 2025-1918 A 144A FRN 09-15-40                                                           | CUSIP: 95004QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     276000 | PA      | $274519.54     | 0.00%             | 2040-09-15      | Variable      | 5.58%                 | Yes           |                  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      | $4034984.00    | 0.00%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | FIFTH THIRD BANCORP SR UNSEC 4.895% 09-06-30/29                                              | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     175000 | PA      | $175690.73     | 0.00%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                                      | FTAI AVIATION INVESTORS LLC 144A LIFE SR UNSEC 5.875% 04-15-33                               | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1921309.21    | 0.00%             | 2033-04-15      | Fixed         | 5.88%                 | Yes           |                  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        |    9602000 | PA      | $9743965.57    | 0.01%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-10-29                                              | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    8995000 | PA      | $8450622.60    | 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        |    8050000 | PA      | $8051183.35    | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.1% 04-01-33                                       | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2115000 | PA      | $2161348.11    | 0.00%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.3% 04-01-53                                       | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1368000 | PA      | $1283561.57    | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 8.625% 06-01-31                                | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $5219765.00    | 0.00%             | 2031-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 06-10-26                                             | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2200919.60    | 0.00%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | ASCENSION HEALTH SR UNSEC 4.923% 11-15-35                                                    | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1363685.64    | 0.00%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | ASCENSION HEALTH SR UNSEC 4.078% 11-15-28                                                    | CUSIP: 04351LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     673000 | PA      | $670532.78     | 0.00%             | 2028-11-15      | Fixed         | 4.08%                 | 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        |     385000 | PA      | $375577.51     | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | GILEAD SCIENCES INC SR UNSEC 5.1% 06-15-35                                                   | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    3202000 | PA      | $3230718.74    | 0.00%             | 2035-06-15      | Fixed         | 5.10%                 | 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        |    4690000 | PA      | $4252352.65    | 0.00%             | 2031-05-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GRAND PARKWAY TRANSPORTATION CORP                                                | GRAND PARKWAY TRANSPORTATION CORP 3.236% 10-01-52                                            | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8155000 | PA      | $5633115.18    | 0.00%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.9% 01-07-35                                       | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    8361000 | PA      | $8587825.57    | 0.01%             | 2035-01-07      | Fixed         | 5.90%                 | 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        |    1042000 | PA      | $980001.00     | 0.00%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                                         | GOLDEN STATE TOBACCO SECURITIZATION CORP ST APPROP 2.746% 06-01-34                           | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1030000 | PA      | $912604.72     | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | 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        |   20186422 | PA      | $20511725.75   | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | 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      | $7333277.60    | 0.01%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ACAR 2026-2                                                                      | ACAR 2026-2 A 144A 4.32% 05-08-30                                                            | CUSIP: 02528FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $8001600.00    | 0.01%             | 2030-05-08      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| ALTDE 2026-1A                                                                    | ALTDE 2026-1A A 144A 5.521% 04-15-51                                                         | CUSIP: 02090EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5800000 | PA      | $5811866.80    | 0.00%             | 2051-03-31      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| BALLYROCK LTD BALLY_22-20A                                                       | BALLY 2022-20A A1A3 CLO 144A FRN 10-15-36                                                    | CUSIP: 05876CBJ1<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-O            | CORP              | KY        |    1876000 | PA      | $1873261.04    | 0.00%             | 2036-10-15      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2026-2                                                                     | BLAST 2026-2 B 4.56% 02-17-32                                                                | CUSIP: 10807VAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     230000 | PA      | $230092.00     | 0.00%             | 2032-02-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| BLAST 2026-2                                                                     | BLAST 2026-2 A3 4.27% 01-15-30                                                               | CUSIP: 10807VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1270000 | PA      | $1270139.70    | 0.00%             | 2030-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CLARUS 2026-1A                                                                   | CLARUS 2026-1A A2 144A 4.52% 11-20-34                                                        | CUSIP: 18271RAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1197000 | PA      | $1196928.18    | 0.00%             | 2034-11-20      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| CLARUS 2026-1A                                                                   | CLARUS 2026-1A B 144A 5.01% 11-20-34                                                         | CUSIP: 18271RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     832000 | PA      | $830752.00     | 0.00%             | 2034-11-20      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | NUTRIEN LTD (USD)                                                                            | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     270067 | NS      | $20525092.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC                                                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |  106664123 | NS      | $844574802.80  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                     | HUDSON PACIFIC PROPERTIES LP SR UNSEC 3.25% 01-15-30                                         | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1023562.80    | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                              | HILCORP ENERGY I LP 144A LIFE SR UNSEC 5.75% 02-01-29                                        | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     665000 | PA      | $664932.17     | 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        |    1050000 | PA      | $1038285.15    | 0.00%             | 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        |     260000 | PA      | $250488.42     | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 2.871% 11-22-32/31                                                | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4128000 | PA      | $3711443.52    | 0.00%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| NEXT PLC                                                                         | NEXT PLC                                                                                     | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |     493472 | NS      | $87033993.48   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC                                                                                    | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |    6399893 | NS      | $591734106.78  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                                                                | OMNICOM GROUP INC                                                                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |    2829267 | NS      | $217061364.24  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| 360 ONE WAM LTD                                                                  | 360 ONE WAM LTD                                                                              | CUSIP: N/A<br>LEI: 335800DDYMCDBO5OLL32       | Long             | EC               | CORP              | IN        |    9872552 | NS      | $108500093.93  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP CL D CV PFD 6.50% 01-15-29                                                       | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |    3253503 | NS      | $158347991.01  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| L'OREAL SA                                                                       | L'OREAL SA (BEARER)                                                                          | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |     251024 | NS      | $107679541.20  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL INC                                                             | BLUE OWL CAPITAL INC CL A                                                                    | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   11200000 | NS      | $109200000.00  | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| PATRIA INVESTMENTS LTD                                                           | PATRIA INVESTMENTS LTD CL A                                                                  | CUSIP: N/A<br>LEI: 254900MZMZN2NNVXYO82       | Long             | EC               | CORP              | KY        |    4600368 | NS      | $59390750.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| PAYCHEX INC                                                                      | PAYCHEX INC                                                                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |    3260403 | NS      | $302011129.89  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                                                      | PEPSICO INC                                                                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     738407 | NS      | $117030125.43  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO                                                              | PROCTER & GAMBLE CO                                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     788982 | NS      | $116051362.38  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESSIVE CORP (THE)                                                           | PROGRESSIVE CORP (THE)                                                                       | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    2907277 | NS      | $585176714.56  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER GRID CORP OF INDIA LTD                                                     | POWER GRID CORP OF INDIA LTD                                                                 | CUSIP: N/A<br>LEI: 3358009SHWZ3DZEQ4Z56       | Long             | EC               | CORP              | IN        |   59380192 | NS      | $200431482.41  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS INC                                                                     | PROLOGIS INC (REIT)                                                                          | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    1529887 | NS      | $217274551.74  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC                                                              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |   19796167 | NS      | $3267753286.69 | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC                                                             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    2948630 | NS      | $657544490.00  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                       | PINNACLE WEST CAPITAL CORP                                                                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |    4412220 | NS      | $457635458.40  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER CORP OF CANADA                                                             | POWER CORP OF CANADA S/V                                                                     | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |    1496962 | NS      | $83512924.03   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                                   | PUBLIC STORAGE (REIT)                                                                        | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |    1161055 | NS      | $351161084.75  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLICIS GROUPE SA                                                               | PUBLICIS GROUPE SA                                                                           | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |    3471078 | NS      | $324791914.81  | 0.26%             |  |  |  | No            |                  2 | On Loan: —       |
| RESTAURANT BRANDS INTERNATIONAL INC                                              | RESTAURANT BRANDS INTERNATIONAL INC (USD)                                                    | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | US        |    2445509 | NS      | $197303666.12  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 5YR FUT FVM6 06-30-26                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      21437 | NC      | $-31279121.34  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                                                     | UNILEVER PLC                                                                                 | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |     502763 | NS      | $29386305.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC                                                                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    2388736 | NS      | $884978913.28  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                           | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 2.3% 11-01-30                      | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    1602000 | PA      | $1433484.02    | 0.00%             | 2030-11-01      | Fixed         | 2.30%                 | 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        |    6000000 | PA      | $5608914.00    | 0.00%             | 2030-09-17      | Fixed         | 4.81%                 | 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        |    3000000 | PA      | $2926716.00    | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | NAVIENT CORP SR UNSEC 5.5% 03-15-29                                                          | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     390000 | PA      | $375057.54     | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP                                                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |    2246876 | NS      | $605488144.48  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                                                          | VALE SA ON                                                                                   | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |   16684174 | NS      | $273520991.42  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VALTERRA PLATINUM LTD                                                            | VALTERRA PLATINUM LTD                                                                        | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |     152660 | NS      | $12211145.28   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VALMET OYJ                                                                       | VALMET OYJ                                                                                   | CUSIP: N/A<br>LEI: 213800D9O7FUQDH83V62       | Long             | EC               | CORP              | FI        |    2350000 | NS      | $61767832.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |    4285000 | PA      | $4458396.81    | 0.00%             | 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        |    1387000 | PA      | $1440249.70    | 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        |    1355000 | PA      | $1415582.05    | 0.00%             | 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      | $900073.11     | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | NASDAQ INC SR UNSEC 5.95% 08-15-53                                                           | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3017973.00    | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | 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        |   14173000 | PA      | $13254405.35   | 0.01%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC                                                              | VICI PROPERTIES INC (REIT)                                                                   | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |   12985554 | NS      | $379178176.80  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                          | VEOLIA ENVIRONNEMENT SA                                                                      | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |    4745235 | NS      | $200724916.85  | 0.16%             |  |  |  | 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        |    1325000 | PA      | $1410345.90    | 0.00%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  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        |     765000 | PA      | $803813.81     | 0.00%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| VOLVO AB                                                                         | VOLVO AB CL B                                                                                | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |   17211178 | NS      | $600244306.42  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| VONTOBEL HOLDING AG                                                              | VONTOBEL HOLDING AG                                                                          | CUSIP: N/A<br>LEI: 529900G69W5VR3DDPW23       | Long             | EC               | CORP              | CH        |     702709 | NS      | $59635901.17   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 7.5% 05-15-31                                                  | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    3215000 | PA      | $3298136.69    | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | 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        |    1655000 | PA      | $1679260.65    | 0.00%             | 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        |   10000000 | PA      | $10184850.00   | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 5.5% 08-03-35                                                           | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4289940.00    | 0.00%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 6.0% 08-03-55                                                           | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4195465.00    | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | ONEMAIN FINANCE CORP SR UNSEC 7.125% 09-15-32                                                | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     755000 | PA      | $766556.79     | 0.00%             | 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        |    4875000 | PA      | $4954018.88    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  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        |     950000 | PA      | $969371.45     | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 4.839% 02-01-34/33                                                       | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     150000 | PA      | $148398.00     | 0.00%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 5.836% 06-12-34/06-10-33                                                 | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26118.15      | 0.00%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 5.678% 01-23-35/34                                                       | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1654001.60    | 0.00%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  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        |     352000 | PA      | $352062.30     | 0.00%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP SR UNSEC 5.625% 04-01-35                                                  | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    1414000 | PA      | $1419132.82    | 0.00%             | 2035-04-01      | Fixed         | 5.62%                 | 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        |    1250000 | PA      | $1386747.50    | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 7.75% 05-01-35                  | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    3095000 | PA      | $3482398.06    | 0.00%             | 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        |    1892000 | PA      | $2013084.22    | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| VISTA ENERGY ARGENTINA SAU                                                       | VISTA ENERGY ARGENTINA SAU 144A LIFE SR UNSEC SF 8.5% 06-10-33                               | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |    2135000 | PA      | $2270038.75    | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | 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        |    6880000 | PA      | $7216370.08    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | 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        |    2450000 | PA      | $2605611.75    | 0.00%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 5.0% 01-15-36                                            | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    8493000 | PA      | $8298714.13    | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 5.875% 11-30-55                                          | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5704000 | PA      | $5516315.58    | 0.00%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 5.75% 11-30-45                                           | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3758000 | PA      | $3653159.32    | 0.00%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 4.75% 01-15-33                                           | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     650000 | PA      | $641623.45     | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 6.0% 11-30-65                                            | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3087000 | PA      | $2979356.31    | 0.00%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                                | VALE OVERSEAS LTD 144A LIFE SUB (H) 6.0% 02-25-56/31                                         | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | BR        |    3150000 | PA      | $3165435.00    | 0.00%             | 2056-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.125% 12-15-30                 | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     885000 | PA      | $913092.56     | 0.00%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A LIFE SR SEC 1ST LIEN 6.5% 06-15-34                   | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2925968.11    | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | 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        |   16000000 | PA      | $15972880.00   | 0.01%             | 2027-04-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | PARAMOUNT GLOBAL SR UNSEC 4.95% 05-19-50                                                     | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $1886112.00    | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.55% 03-21-31                                           | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   10265000 | PA      | $9338727.46    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | 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        |    2971000 | PA      | $1732705.03    | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                | NEXSTAR MEDIA INC 144A LIFE SR UNSEC 7.25% 04-15-34                                          | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    7670000 | PA      | $7724503.02    | 0.01%             | 2034-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA CHEMICALS CORP 144A LIFE SR UNSEC 4.25% 05-15-29                                        | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    3280000 | PA      | $3197754.00    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ORANGE                                                                           | ORANGE SA 144A LIFE SR UNSEC 5.0% 01-13-36                                                   | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    4358000 | PA      | $4264991.56    | 0.00%             | 2036-01-13      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 6.85% 02-04-66                                                          | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4597830.00    | 0.00%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V7                                                                    | BMARK 2024-V7 A3 FRN 05-15-56                                                                | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     652000 | PA      | $679028.01     | 0.00%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BX 2024-AIRC                                                                     | BX 2024-AIRC A 144A FRN 08-15-41                                                             | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5097702 | PA      | $5118011.57    | 0.00%             | 2041-08-15      | Variable      | 5.35%                 | 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        |    3613000 | PA      | $3614069.45    | 0.00%             | 2041-08-13      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                 | BMARK 2024-V9 A3 5.6019% 08-15-57                                                            | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     291000 | PA      | $298676.58     | 0.00%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                  | BANK5 2024-5YR9 A3 5.6136% 08-15-57                                                          | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     637000 | PA      | $654746.18     | 0.00%             | 2057-08-15      | Fixed         | 5.61%                 | 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        |     680587 | PA      | $683813.25     | 0.00%             | 2063-12-01      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_24-C10                                                    | BMO 2024-C10 B FRN 11-15-57                                                                  | CUSIP: 096920AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     193000 | PA      | $194277.66     | 0.00%             | 2057-11-15      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_24-C10                                                    | BMO 2024-C10 C FRN 11-15-57                                                                  | CUSIP: 096920AK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     224000 | PA      | $219192.29     | 0.00%             | 2057-11-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| BX 2024-FNX                                                                      | BX 2024-FNX A 144A FRN 11-15-41                                                              | CUSIP: 05593TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1956023 | PA      | $1960304.73    | 0.00%             | 2041-11-15      | Variable      | 5.10%                 | 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        |     788369 | PA      | $792456.89     | 0.00%             | 2064-10-27      | Variable      | 5.55%                 | 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        |    2824494 | PA      | $2830575.22    | 0.00%             | 2041-11-15      | Variable      | 5.20%                 | Yes           |                  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        |    2262985 | PA      | $2268153.61    | 0.00%             | 2039-12-15      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-BIO3                                                                     | BX 2025-BIO3 A 144A 6.1382% 02-10-42                                                         | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2761000 | PA      | $2798626.91    | 0.00%             | 2042-02-10      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| BRAVO 2025-NQM1                                                                  | BRAVO 2025-NQM1 A1 144A 5.604% 12-25-64                                                      | CUSIP: 10569MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     731791 | PA      | $736569.92     | 0.00%             | 2064-12-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| IRV 2025-200P                                                                    | IRV 2025-200P B 144A FRN 03-14-47                                                            | CUSIP: 45006HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1996060.00    | 0.00%             | 2047-03-14      | Variable      | 5.44%                 | 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        |   45617258 | PA      | $46129038.02   | 0.04%             | 2047-03-14      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                                 | BANK5 2025-5YR14 C FRN 04-15-58                                                              | CUSIP: 06604MAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     312000 | PA      | $316280.64     | 0.00%             | 2058-04-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                                 | BANK5 2025-5YR14 B FRN 04-15-58                                                              | CUSIP: 06604MAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     699000 | PA      | $722462.63     | 0.00%             | 2058-04-15      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C36                                                   | BBCMS 2025-5C36 A3 5.517% 08-15-58                                                           | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8573000 | PA      | $8831741.71    | 0.01%             | 2058-08-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT                                                                     | BX 2025-VOLT B 144A FRN 12-15-44                                                             | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1599000 | PA      | $1600407.12    | 0.00%             | 2044-12-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 963796 06-01-38                                                                | CUSIP: 31414EGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     217367 | PA      | $221030.18     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 5.5 963454 150K MAX 06-01-38                                                       | CUSIP: 31414DZT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     674837 | PA      | $693668.33     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BM4187 05-01-47                                                                | CUSIP: 3140J8UM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11057176 | PA      | $10901557.03   | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS MA2907 02-01-47                                                                    | CUSIP: 31418CGR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      19976 | PA      | $19045.31      | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BD7165 04-01-47                                                                | CUSIP: 3140FE6B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      18743 | PA      | $17866.53      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERSUS SECURITIZATION TRUST VERSUS_24-R1                                         | VERUS 2024-R1 A1 144A FRN 09-25-69                                                           | CUSIP: 924926AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     600417 | PA      | $601274.05     | 0.00%             | 2069-09-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-7                                            | VERUS 2024-7 A1 144A FRN 09-25-69                                                            | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-CBDO         | CORP              | US        |    6063398 | PA      | $6079532.20    | 0.00%             | 2069-09-25      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BD5477 07-01-46                                                                | CUSIP: 3140FDCP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      31615 | PA      | $30198.43      | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 CA1299 03-01-33                                                                | CUSIP: 3140Q8NR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      47403 | PA      | $46571.00      | 0.00%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  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        |     171214 | PA      | $172043.59     | 0.00%             | 2069-11-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                                            | SCHNEIDER ELECTRIC SE                                                                        | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |    1004946 | NS      | $317375941.07  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS MA3438 08-01-33                                                                    | CUSIP: 31418CZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     130685 | PA      | $128177.46     | 0.00%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGCI 3.5 G18723 02-01-34                                                                     | CUSIP: 3128MMYV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1872898 | PA      | $1837146.03    | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEMBCORP INDUSTRIES LTD                                                          | SEMBCORP INDUSTRIES LTD                                                                      | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |   20005900 | NS      | $104690422.02  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISSCOM AG                                                                      | SWISSCOM AG                                                                                  | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |      43033 | NS      | $36442439.46   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGCI 3.5 V62089 06-01-33                                                                     | CUSIP: 3132KGKA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     141171 | PA      | $138547.87     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AX9959 12-01-29                                                                | CUSIP: 3138YCB59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      78126 | PA      | $76562.82      | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANDOZ GROUP AG                                                                  | SANDOZ GROUP AG                                                                              | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               | CORP              | CH        |    1209564 | NS      | $97051272.43   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                                 | SKANDINAVISKA ENSKILDA BANKEN AB A                                                           | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |    9410000 | NS      | $185161654.48  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                                                        | SHELL PLC ADR                                                                                | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     706633 | NS      | $64070414.11   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 10YR FUT TYM6 06-18-26                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       1921 | NC      | $-892343.09    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 20YR FUT USM6 06-18-26                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       1237 | NC      | $-4352067.95   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 2YR FUT TUM6 06-30-26                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |      30803 | NC      | $-44941364.76  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 BA2999 11-01-30                                                                | CUSIP: 3140E7KM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      93799 | PA      | $92228.03      | 0.00%             | 2030-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 G60279 10-01-45                                                                    | CUSIP: 31335AJY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3083315 | PA      | $2958014.92    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-3                                          | SCRT 2018-3 MA FRN 08-25-57                                                                  | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    7875980 | PA      | $7668660.78    | 0.01%             | 2057-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCI UMBS 3.5 ZT1799 03-01-34                                                                | CUSIP: 3132AD7L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     267591 | PA      | $262098.62     | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QA5125 12-01-49                                                                | CUSIP: 31346YVS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1023702 | PA      | $950620.86     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SI2002 03-01-48                                                                | CUSIP: 3133USGK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     638326 | PA      | $608070.40     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP                                                                  | MITSUBISHI CORP                                                                              | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |   17970300 | NS      | $580516271.90  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                               | MITSUBISHI UFJ FINANCIAL GROUP INC                                                           | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |    4824700 | NS      | $87454778.24   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| RESONA HOLDINGS INC                                                              | RESONA HOLDINGS INC                                                                          | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |   14392600 | NS      | $179689150.50  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCI UMBS 3.5 ZS8716 09-01-33                                                                | CUSIP: 3132A9VH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     112280 | PA      | $110109.07     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 MA3658 05-01-34                                                                | CUSIP: 31418DB43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     190823 | PA      | $186843.99     | 0.00%             | 2034-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINANCIAL GROUP INC                                                          | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |    6421100 | NS      | $226114804.20  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| AMCOR PLC                                                                        | AMCOR PLC (USD)                                                                              | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | CH        |    2473769 | NS      | $94102172.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCI UMBS 3.5 ZK3460 08-01-26                                                                | CUSIP: 3131X6ZZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        457 | PA      | $455.35        | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCI UMBS 3.5 ZS7148 04-01-30                                                                | CUSIP: 3132A75H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       2979 | PA      | $2945.63       | 0.00%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC                                                                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |    2397636 | NS      | $830181465.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP (REIT)                                                                   | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |    1453464 | NS      | $265562407.44  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 CA4490 08-01-34                                                                | CUSIP: 3140QB7C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     268889 | PA      | $263288.96     | 0.00%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCN UMBS 3.5 RD5008 09-01-29                                                                | CUSIP: 3133LPR58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      51683 | PA      | $51102.24      | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                  | ANTOFAGASTA PLC                                                                              | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | CL        |    4116060 | NS      | $202409494.52  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                     | AIR PRODUCTS & CHEMICALS INC                                                                 | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |    2916110 | NS      | $874978805.50  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX3726 12-01-52                                                                | CUSIP: 3140N8D88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     320388 | PA      | $323117.49     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX4108 02-01-53                                                                | CUSIP: 3140N8R67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     210467 | PA      | $212238.55     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                                     | APOLLO GLOBAL MANAGEMENT INC                                                                 | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |    1674871 | NS      | $215589395.12  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | ATMOS ENERGY CORP                                                                            | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |    1653667 | NS      | $314163656.66  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC                                                                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |   13597471 | NS      | $5675992319.53 | 4.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | ASTRAZENECA PLC (GBP)                                                                        | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |    7706277 | NS      | $1465119347.52 | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX2464 12-01-52                                                                | CUSIP: 3140N6W24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     179246 | PA      | $181133.42     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS0369 01-01-52                                                                | CUSIP: 3140XFMT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   13665838 | PA      | $11464872.67   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARRICK MINING CORP                                                              | BARRICK MINING CORP (USD)                                                                    | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |    4851397 | NS      | $190853957.98  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JUMBO SA                                                                         | JUMBO SA                                                                                     | CUSIP: N/A<br>LEI: 549300TGIVUUMY40MZ05       | Long             | EC               | CORP              | GR        |     638817 | NS      | $17508396.73   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP                                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    4241713 | NS      | $226761976.98  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC                                                                              | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |   29097910 | NS      | $809233748.86  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3353 04-01-52                                                                | CUSIP: 3140QNWP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     211783 | PA      | $177996.47     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QI6075 05-01-54                                                                | CUSIP: 3133WCXC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     267183 | PA      | $273695.72     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                                                    | BANCO BPM SPA                                                                                | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |   18556285 | NS      | $270389404.60  | 0.21%             |  |  |  | No            |                  2 | On Loan: —       |
| BASF SE                                                                          | BASF SE                                                                                      | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |    5122309 | NS      | $329148676.59  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ7729 03-01-51                                                                | CUSIP: 3140KTST3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     975134 | PA      | $818121.14     | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 2.5 FM2499 02-01-35                                                                | CUSIP: 3140X5X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   48548921 | PA      | $45805761.30   | 0.04%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                     | BRITISH AMERICAN TOBACCO PLC                                                                 | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |   36865884 | NS      | $2164859539.77 | 1.71%             |  |  |  | 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        |   19254328 | NS      | $425834353.69  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LTD                                                                    | BHP GROUP LTD (AUD)                                                                          | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |    2280838 | NS      | $90288514.28   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE PARTNERS LP                                            | BROOKFIELD INFRASTRUCTURE PARTNERS LP                                                        | CUSIP: N/A<br>LEI: 549300WEH5R2OODI7Y90       | Long             | EC               | CORP              | BM        |     389439 | NS      | $13961388.15   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                     | BRITISH AMERICAN TOBACCO PLC ADR                                                             | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |    3041264 | NS      | $178826323.20  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE INC                                                                   | BLACKSTONE INC                                                                               | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     530215 | NS      | $66584399.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB7626 12-01-53                                                                | CUSIP: 3140QTPL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2256960 | PA      | $2372640.41    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB7426 11-01-53                                                                | CUSIP: 3140QTHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2742207 | PA      | $2857859.30    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRAMBLES LTD                                                                     | BRAMBLES LIMITED                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    2880350 | NS      | $46960204.13   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLSBERG A/S                                                                    | CARLSBERG A/S CL B                                                                           | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |     501497 | NS      | $67878038.32   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2625 10-01-54                                                                | CUSIP: 3142GS4K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     196493 | PA      | $198626.35     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 BU5049 10-01-54                                                                | CUSIP: 3140M6TF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1086888 | PA      | $1139264.55    | 0.00%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS3056 10-01-52                                                                | CUSIP: 3140XJME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2101378 | PA      | $1692364.06    | 0.00%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD3415 03-01-52                                                                | CUSIP: 3132DQYL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     340203 | PA      | $287018.77     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | CHUBB INA HOLDINGS LLC SR UNSEC 4.9% 08-15-35                                                | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2963160.00    | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 1ST LIEN 6.625% 08-15-33                           | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    4515000 | PA      | $4047778.77    | 0.00%             | 2033-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.45% 09-15-35                                                      | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5886000 | PA      | $5944300.83    | 0.00%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.0% 09-15-32                                                       | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3909000 | PA      | $3927579.48    | 0.00%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM6965 04-01-51                                                                | CUSIP: 3140XAW32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     381479 | PA      | $320756.28     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 6.2% 09-15-55                                                       | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   15408000 | PA      | $15344888.83   | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.85% 12-01-35                          | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    2402000 | PA      | $2345031.77    | 0.00%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.7% 12-01-55                           | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    3836000 | PA      | $3618690.60    | 0.00%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | CIGNA GROUP SR UNSEC 5.25% 01-15-36                                                          | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    5562000 | PA      | $5581622.74    | 0.00%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | CIGNA GROUP SR UNSEC 6.0% 01-15-56                                                           | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1939000 | PA      | $1939950.11    | 0.00%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | CIGNA GROUP SR UNSEC 4.875% 09-15-32                                                         | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2004100.00    | 0.00%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 7.62% 01-15-34                                       | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    5716000 | PA      | $5778184.36    | 0.00%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 5.174% 09-11-36/35                                                    | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2279601.30    | 0.00%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 4.503% 09-11-31/30                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1508304.30    | 0.00%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 5.197% 09-11-36/35                                       | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     290000 | PA      | $281386.13     | 0.00%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 4.493% 09-11-31/30                                       | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     435000 | PA      | $428110.47     | 0.00%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                                                            | CARLYLE GROUP INC SR UNSEC 5.05% 09-19-35                                                    | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3868456.00    | 0.00%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                | CLEAN HARBORS INC 144A LIFE SR UNSEC 5.75% 10-15-33                                          | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    4865000 | PA      | $4914160.83    | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP LTD                                                                | CARNIVAL CORP LTD 144A LIFE SR UNSEC 5.125% 05-01-29                                         | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    3460000 | PA      | $3451429.58    | 0.00%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| COTY INC                                                                         | COTY INC 144A LIFE SR UNSEC 5.6% 01-15-31                                                    | CUSIP: 22207AAC6<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   14120000 | PA      | $13746045.92   | 0.01%             | 2031-01-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                                        | CARPENTER TECHNOLOGY CORP 144A LIFE SR UNSEC 5.625% 03-01-34                                 | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    5885000 | PA      | $5895899.02    | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  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        |    7000000 | PA      | $6909098.00    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                       | FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 7.25% 02-15-34                                 | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3086598.00    | 0.00%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.73% 09-05-30                                             | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1247000 | PA      | $1256679.21    | 0.00%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.869% 10-31-35                                            | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6576000 | PA      | $6411534.24    | 0.01%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 4.7% 02-15-36                                       | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    7470000 | PA      | $7270715.34    | 0.01%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.6% 02-15-66                                       | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     525000 | PA      | $501123.00     | 0.00%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO SR UNSEC 5.291% 12-08-46                                                       | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   12810000 | PA      | $10313023.56   | 0.01%             | 2046-12-08      | Fixed         | 5.29%                 | 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        |   25785000 | PA      | $25613581.32   | 0.02%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                    | FORD MOTOR CO SR UNSEC 4.75% 01-15-43                                                        | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   17930000 | PA      | $13858921.78   | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | 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        |    1100000 | PA      | $1093512.20    | 0.00%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSEC 3.4% 03-01-50                                                      | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1336690.00    | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                               | FORESTAR GROUP INC 144A LIFE SR UNSEC 5.0% 03-01-28                                          | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5981922.00    | 0.00%             | 2028-03-01      | 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        |    1425000 | PA      | $1425000.00    | 0.00%             | 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        |    1000000 | PA      | $962843.00     | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  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        |    4854205 | PA      | $4881451.65    | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 3.625% 06-17-31                                            | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4559115.00    | 0.00%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIBRA SOMA TRUST F/6185                                                          | FIBRA SOMA TRUST F 144A LIFE SR UNSEC 4.375% 07-22-31                                        | CUSIP: 171653AA6<br>LEI: 549300PN33H8IMG2PD83 | Long             | DBT              | CORP              | MX        |    2753000 | PA      | $2535903.93    | 0.00%             | 2031-07-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 2.7% 08-10-26                                              | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3790000 | PA      | $3770644.47    | 0.00%             | 2026-08-10      | Fixed         | 2.70%                 | 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        |   20000000 | PA      | $20122160.00   | 0.02%             | 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        |    2000000 | PA      | $1755528.00    | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                     | HUDSON PACIFIC PROPERTIES LP SR UNSEC 4.65% 04-01-29                                         | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3135387.50    | 0.00%             | 2029-04-01      | Fixed         | 4.65%                 | 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        |    4775000 | PA      | $4597666.05    | 0.00%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 4.125% 06-15-29                                                             | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8450000 | PA      | $8337598.10    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COS INC SR UNSEC 5.4% 03-15-55                                              | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2435106.51    | 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        |    2610000 | PA      | $2595329.19    | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | 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        |    9680000 | PA      | $9675431.04    | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  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        |     285200 | PA      | $239614.55     | 0.00%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0588 03-01-52                                                                | CUSIP: 3133B9UM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      85216 | PA      | $71489.01      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM9067 10-01-51                                                                | CUSIP: 3140XDCD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      46688 | PA      | $39261.94      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 5.5 SC0297 10-01-38                                                                | CUSIP: 3132D9KJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       3276 | PA      | $3293.91       | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF2472 11-01-52                                                                | CUSIP: 3133BPW95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     914849 | PA      | $928045.13     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX1322 09-01-52                                                                | CUSIP: 3140N5PG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      30582 | PA      | $31103.66      | 0.00%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8251 08-01-52                                                                | CUSIP: 3132DWEY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      36542 | PA      | $36902.28      | 0.00%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BW7372 09-01-52                                                                | CUSIP: 3140N0FN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      71337 | PA      | $72015.69      | 0.00%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BW9929 10-01-52                                                                | CUSIP: 3140N3A74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      37590 | PA      | $38219.15      | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 5.5 FS2490 10-01-38                                                                | CUSIP: 3140XHXU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       8057 | PA      | $8112.92       | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8225 07-01-52                                                                | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   11050812 | PA      | $9688821.09    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BW5402 07-01-52                                                                | CUSIP: 3140MXAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      31329 | PA      | $31673.62      | 0.00%             | 2052-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF1113 10-01-52                                                                | CUSIP: 3133BNGW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1307884 | PA      | $1334783.15    | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB4145 07-01-52                                                                | CUSIP: 3140QPTB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      30567 | PA      | $31145.26      | 0.00%             | 2052-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 5.5 FM3708 10-01-38                                                                | CUSIP: 3140X7DN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       2566 | PA      | $2580.10       | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 5.5 FS2101 10-01-38                                                                | CUSIP: 3140XHKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       1042 | PA      | $1048.36       | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF1433 10-01-52                                                                | CUSIP: 3133BNSW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      26896 | PA      | $27404.72      | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB5020 10-01-52                                                                | CUSIP: 3140QQSJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     333252 | PA      | $338695.26     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX1488 10-01-52                                                                | CUSIP: 3140N5UN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     155074 | PA      | $158965.66     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD1831 10-01-52                                                                | CUSIP: 3132DPA81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1700775 | PA      | $1727723.76    | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF2409 11-01-52                                                                | CUSIP: 3133BPVA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    1411264 | PA      | $1433628.70    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF3150 10-01-52                                                                | CUSIP: 3133BQQB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     983538 | PA      | $1006104.10    | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | 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        |   11654877 | PA      | $11783547.19   | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | 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        |    1728308 | PA      | $1797766.97    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB6486 06-01-53                                                                | CUSIP: 3140QSF48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   17011974 | PA      | $17494280.38   | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB6465 06-01-53                                                                | CUSIP: 3140QSFF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   12665550 | PA      | $13052773.85   | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB6485 06-01-53                                                                | CUSIP: 3140QSF30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   26164329 | PA      | $26853602.47   | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | 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        |    2139984 | PA      | $2264338.54    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RA9279 06-01-53                                                                | CUSIP: 3133KRJY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5926086 | PA      | $6142726.32    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | 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        |    3020083 | PA      | $3193758.52    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9289 06-01-53                                                                | CUSIP: 3133KRKA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3152422 | PA      | $3328024.61    | 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        |    1764605 | PA      | $1861841.84    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RA9281 06-01-53                                                                | CUSIP: 3133KRJ21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3463775 | PA      | $3569676.92    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | 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        |    1161414 | PA      | $1207771.72    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9292 06-01-53                                                                | CUSIP: 3133KRKD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    3359533 | PA      | $3513329.13    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RA9283 06-01-53                                                                | CUSIP: 3133KRJ47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    5118494 | PA      | $5261622.91    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | 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        |    3658724 | PA      | $3822916.07    | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5166 10-01-53                                                                | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     631053 | PA      | $646701.00     | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD4053 10-01-53                                                                | CUSIP: 3132E0QE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     267007 | PA      | $274469.48     | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BV4169 03-01-52                                                                | CUSIP: 3140MHT33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     727884 | PA      | $583902.27     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD5500 01-01-54                                                                | CUSIP: 3132DTDD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      64112 | PA      | $51458.62      | 0.00%             | 2054-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0765 09-01-63                                                                   | CUSIP: 3140FXZ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   31408490 | PA      | $28292767.62   | 0.02%             | 2063-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD2602 12-01-52                                                                | CUSIP: 3132DP3K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2219440 | PA      | $1946917.30    | 0.00%             | 2052-12-01      | Fixed         | 3.00%                 | 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        |     795498 | PA      | $809928.67     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ1855 06-01-54                                                                | CUSIP: 3142GSBZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6559265 | PA      | $6505492.35    | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | 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        |    3013925 | PA      | $3124068.92    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS7503 02-01-54                                                                | CUSIP: 3140XPKR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1258158 | PA      | $1287284.55    | 0.00%             | 2054-02-01      | 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        |    5431608 | PA      | $5548311.28    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5303 04-01-54                                                                | CUSIP: 3132DS3L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2885166 | PA      | $2968137.37    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | 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        |     977459 | PA      | $989793.80     | 0.00%             | 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        |    3762842 | PA      | $3869059.89    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QI8872 07-01-54                                                                | CUSIP: 3133WF2D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     500877 | PA      | $507172.47     | 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        |    1675673 | PA      | $1722677.65    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1964 07-01-54                                                                | CUSIP: 3142GSFE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    6413729 | PA      | $6676839.73    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | 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        |    2088244 | PA      | $2162218.25    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCI UMBS 2.5 RC2555 03-01-37                                                                | CUSIP: 3133L8ZU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      75505 | PA      | $71121.83      | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | 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        |     592825 | PA      | $557937.43     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB3379 04-01-52                                                                | CUSIP: 3140QNXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     285637 | PA      | $269519.26     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8792 08-01-54                                                                | CUSIP: 3140XQXW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    2204054 | PA      | $2265186.06    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5701 05-01-55                                                                | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    8234392 | PA      | $8411332.28    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FASST 2025-PC1                                                                   | FASST 2025-PC1 A1 144A 4.5% 05-25-75                                                         | CUSIP: 316929AA6<br>LEI: 254900FJW75GV74X3O58 | Long             | ABS-CBDO         | CORP              | US        |     341589 | PA      | $327007.37     | 0.00%             | 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        |     123343 | PA      | $121672.53     | 0.00%             | 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        |     699573 | PA      | $690189.17     | 0.00%             | 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        |     109101 | PA      | $107639.27     | 0.00%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL0797 02-01-55                                                                | CUSIP: 31427M3F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    4996348 | PA      | $5139433.88    | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8515 03-01-55                                                                | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      26991 | PA      | $27154.44      | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | 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        |     398201 | PA      | $406872.96     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | 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        |    1367743 | PA      | $1317162.11    | 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        |     228596 | PA      | $220142.55     | 0.00%             | 2055-03-01      | Fixed         | 4.50%                 | 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        |   60855253 | PA      | $62162910.84   | 0.05%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB1186 07-01-51                                                                | CUSIP: 3140QLJ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    4689927 | PA      | $3783185.80    | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | 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        |    9438577 | PA      | $9641392.88    | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ4529 05-01-55                                                                | CUSIP: 3142GVA76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      20776 | PA      | $21230.40      | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QX6724 02-01-55                                                                | CUSIP: 31426CPJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     223749 | PA      | $228595.90     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QY8196 06-01-55                                                                | CUSIP: 31426TDA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     203424 | PA      | $185451.43     | 0.00%             | 2055-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-2                                          | SCRT 2019-2 MT 3.5% 08-25-58                                                                 | CUSIP: 35563PKF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3016051 | PA      | $2716318.47    | 0.00%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-1                                          | SCRT 2019-1 MT 3.5% 07-25-58                                                                 | CUSIP: 35563PJE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    3592791 | PA      | $3241221.80    | 0.00%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA5                                      | STACR 2022-DNA5 M1A 144A FRN 06-25-42                                                        | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |     836598 | PA      | $846895.45     | 0.00%             | 2042-06-25      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                      | STACR 2022-DNA6 M1B 144A FRN 09-25-42                                                        | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | CORP              | US        |    5838000 | PA      | $6036894.82    | 0.00%             | 2042-09-25      | Variable      | 7.35%                 | 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        |     377934 | PA      | $378788.15     | 0.00%             | 2042-09-25      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| SFO COMMERICAL MORTGAGE TRUST SFO_21-555                                         | SFO 2021-555 A 144A 5.14148% 05-15-38                                                        | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7000000 | PA      | $7001204.00    | 0.01%             | 2038-05-15      | Variable      | 4.92%                 | 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        |    1416000 | PA      | $1418242.94    | 0.00%             | 2039-05-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| SHR 2024-LXRY                                                                    | SHR 2024-LXRY A 144A FRN 10-15-41                                                            | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3014802.00    | 0.00%             | 2041-10-15      | Variable      | 5.60%                 | 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        |     384035 | PA      | $384915.21     | 0.00%             | 2044-10-25      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| SEMT 2025-HYB1                                                                   | SEMT 2025-HYB1 A1A 144A FRN 10-25-55                                                         | CUSIP: 816938AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1144598 | PA      | $1147226.42    | 0.00%             | 2055-10-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-6                                              | TPMT 2017-6 A1 144A FRN 10-25-57                                                             | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     240471 | PA      | $237947.38     | 0.00%             | 2057-10-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMP_20-4                                              | TPMT 2020-4 A1 144A 1.75% 10-25-60                                                           | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   42630221 | PA      | $38972633.34   | 0.03%             | 2060-10-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TCN_21-SFR1                                                   | TCN 2021-SFR1 A 144A 1.943% 07-17-38                                                         | CUSIP: 89614YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19449536 | PA      | $19330971.60   | 0.02%             | 2038-07-17      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                  | CAPITAL GROUP CENTRAL CASH FUND                                                              | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |   28724033 | PA      | $28724033.27   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK FEDFUND                                                                | BLACKROCK FEDFUND                                                                            | CUSIP: 09248U700<br>LEI: N/A                  | Long             | EC               | RF                | US        |   13600000 | PA      | $13600000.00   | 0.01%             |  |  |  | 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        |    6400000 | PA      | $6400000.00    | 0.01%             |  |  |  | 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        |    4800000 | PA      | $4800000.00    | 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        |    4800000 | PA      | $4800000.00    | 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        |   13600000 | PA      | $13600000.00   | 0.01%             |  |  |  | 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        |    1600000 | PA      | $1600000.00    | 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        |    1971106 | PA      | $1971106.03    | 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        |    4800000 | PA      | $4800000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-22

**Name of Applicant:** Capital Income Builder

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Compliance Specialist Senior