# EDGAR Filing Document

**Accession Number:** 0002064871
**File Stem:** 0001193125-26-182053
**Filing Date:** 2026-4
**Character Count:** 250318
**Document Hash:** ccf725db6f31190c73ad09e154034505
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-182053.hdr.sgml**: 20260427

**ACCESSION NUMBER**: 0001193125-26-182053

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260427

**DATE AS OF CHANGE**: 20260427

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** American Funds Core Plus Bond Fund
- **CENTRAL INDEX KEY:** 0002064871

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-24077
- **FILM NUMBER:** 26900887

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

**MAIL ADDRESS:**
- **STREET 1:** 6455 IRVINE CENTER DRIVE
- **CITY:** IRVINE
- **STATE:** CA
- **ZIP:** 92618

## Series and Classes Contracts Data

### American Funds Core Plus Bond Fund (Series ID: S000093531)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000261842 | Class R-6     | AFPSX           |
| C000261843 | Class 529-A   | AFPBX           |
| C000261844 | Class R-5     | AFPRX           |
| C000261845 | Class R-4     | AFPPX           |
| C000261846 | Class R-3     | AFPOX           |
| C000261847 | Class R-2E    | AFPNX           |
| C000261848 | Class R-2     | AFPMX           |
| C000261849 | Class R-1     | AFPLX           |
| C000261850 | Class F-3     | CPAFX           |
| C000261851 | Class F-2     | AFCFX           |
| C000261852 | Class F-1     | AFAEX           |
| C000261853 | Class C       | AFACX           |
| C000261854 | Class A       | AFCPX           |
| C000261855 | Class 529-F-3 | AFPHX           |
| C000261856 | Class 529-F-2 | AFPGX           |
| C000261857 | Class 529-F-1 | AFPFX           |
| C000261858 | Class 529-E   | AFPEX           |
| C000261859 | Class 529-C   | AFPDX           |
| C000261860 | Class R-5E    | AFPQX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-24077

- **c. CIK number of Registrant:** 0002064871

- **d. LEI of Registrant:** 254900WA818MLVOGN124

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

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

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92618

  - **Telephone number:** 9499755000

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

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

- **b. EDGAR series identifier (if any):** S000093531

- **c. LEI of Series:** 254900WA818MLVOGN124

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $61463695.61

**Total Liabilities:** $2957276.46

**Net Assets:** $58506419.15

**Cash Not Reported:** $91113.99

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -43.551981400000 | **1-Year:** -1384.160000000000 | **5-Year:** -4316.710000000000 | **10-Year:** -5423.230000000000 | **30-Year:** -1399.790000000000

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

- **3-Month:** -26.149572400000 | **1-Year:** -642.846458300000 | **5-Year:** 71.289379300000 | **10-Year:** -682.544615200000 | **30-Year:** -163.149578000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000261842 | -0.06%               | 0.30%                | 1.23%                |
| Class ID C000261843 | -0.10%               | 0.29%                | 1.22%                |
| Class ID C000261844 | -0.06%               | 0.30%                | 1.23%                |
| Class ID C000261845 | -0.06%               | 0.30%                | 1.23%                |
| Class ID C000261846 | -0.15%               | 0.22%                | 1.11%                |
| Class ID C000261847 | -0.08%               | 0.29%                | 1.23%                |
| Class ID C000261848 | -0.09%               | 0.29%                | 1.23%                |
| Class ID C000261849 | -0.07%               | 0.29%                | 1.23%                |
| Class ID C000261850 | -0.06%               | 0.30%                | 1.23%                |
| Class ID C000261851 | -0.07%               | 0.30%                | 1.22%                |
| Class ID C000261852 | -0.09%               | 0.26%                | 1.19%                |
| Class ID C000261853 | -0.14%               | 0.22%                | 1.15%                |
| Class ID C000261854 | -0.09%               | 0.28%                | 1.20%                |
| Class ID C000261855 | -0.07%               | 0.30%                | 1.23%                |
| Class ID C000261856 | -0.07%               | 0.29%                | 1.22%                |
| Class ID C000261857 | -0.09%               | 0.26%                | 1.20%                |
| Class ID C000261858 | -0.08%               | 0.25%                | 1.18%                |
| Class ID C000261859 | -0.07%               | 0.24%                | 1.16%                |
| Class ID C000261860 | -0.08%               | 0.27%                | 1.22%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3494.52                | $-154895.94                                |
| Month 2  | $12511.17                | $-29709.76                                 |
| Month 3  | $-16865.83               | $414149.06                                 |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PAID 2026-R1                                                                    | PAID 2026-R1 A 144A 4.714% 12-15-33                                             | CUSIP: 694971AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100240.00    | 0.17%             | 2033-12-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| PART 2024-2A                                                                    | PART 2024-2A E 144A 6.75% 11-17-31                                              | CUSIP: 74113SAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $146884.80    | 0.25%             | 2031-11-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT_26-A                              | SSTRT 2026-A B 144A 4.284% 03-25-33                                             | CUSIP: 81378WAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11330 | PA      | $11387.50     | 0.02%             | 2033-03-25      | Fixed         | 4.28%                 | 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        |    100000 | PA      | $100218.00    | 0.17%             | 2034-03-15      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2026-1A                                                                   | WLAKE 2026-1A B 144A 4.2% 05-15-31                                              | CUSIP: 96043BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45160.97     | 0.08%             | 2031-05-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2026-1A                                                                   | WLAKE 2026-1A D 144A 4.75% 07-15-31                                             | CUSIP: 96043BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28000 | PA      | $28180.60     | 0.05%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                 | CAPITAL GROUP CENTRAL CASH FUND                                                 | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |     75121 | NS      | $7512066.00   | 12.84%            |  |  |  | No            |                  1 | On Loan: No      |
| CDX EMERGING MARKET ISSUER                                                      | CDX EM S44 1.0% 09-22-25/12-20-30 ICE                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $11017.20     | 0.02%             |  |  |  | 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        |     26353 | PA      | $26402.83     | 0.05%             | 2029-05-14      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| AMCAR 2025-1                                                                    | AMCAR 2025-1 A2A 144A 4.22% 03-19-29                                            | CUSIP: 03067FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94000 | PA      | $94210.18     | 0.16%             | 2029-03-19      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| APARK 2025-A                                                                    | APARK 2025-A A2 144A 4.43% 04-20-35                                             | CUSIP: 03637AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197928 | PA      | $198989.25    | 0.34%             | 2035-04-20      | Fixed         | 4.43%                 | 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        |     73652 | PA      | $73814.65     | 0.13%             | 2034-01-09      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2025-2                                                    | CCG 2025-2 B 144A 4.58% 08-15-34                                                | CUSIP: 12516XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101341.80    | 0.17%             | 2034-08-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| CPS 2025-D                                                                      | CPS 2025-D D 144A 5.45% 02-17-32                                                | CUSIP: 223936AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102077.20    | 0.17%             | 2032-02-17      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| CPS 2025-D                                                                      | CPS 2025-D B 144A 4.48% 04-15-30                                                | CUSIP: 223936AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100474.40    | 0.17%             | 2030-04-15      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| CEFI 2025-1A                                                                    | CEFI 2025-1A A 144A 4.83% 05-15-31                                              | CUSIP: 20166TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89369 | PA      | $89857.96     | 0.15%             | 2031-05-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| CAALT 2025-2A                                                                   | CAALT 2025-2A C 144A 5.38% 03-17-36                                             | CUSIP: 224940AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51019.20     | 0.09%             | 2036-03-17      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CAALT 2025-2A                                                                   | CAALT 2025-2A A 144A 4.5% 11-15-35                                              | CUSIP: 224940AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50528.25     | 0.09%             | 2035-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | 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        |     45346 | PA      | $43111.57     | 0.07%             | 2045-09-18      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                              | CLIF 2020-3A A 144A 2.07% 10-18-45                                              | CUSIP: 12563LAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42033 | PA      | $39997.28     | 0.07%             | 2045-10-18      | Fixed         | 2.07%                 | 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        |    100000 | PA      | $100025.10    | 0.17%             | 2028-04-17      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| EART 2025-2A                                                                    | EART 2025-2A D 5.89% 07-15-31                                                   | CUSIP: 30168JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51573.65     | 0.09%             | 2031-07-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| EART 2025-3A                                                                    | EART 2025-3A D 5.57% 10-15-31                                                   | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51412.55     | 0.09%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| ESART 2025-3                                                                    | ESART 2025-3 A2 4.24% 05-15-29                                                  | CUSIP: 30185FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100118.00    | 0.17%             | 2029-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A                                                                    | EART 2025-5A B 4.28% 07-15-30                                                   | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44000 | PA      | $44339.15     | 0.08%             | 2030-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A                                                                    | EART 2025-5A D 5.16% 03-15-32                                                   | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44000 | PA      | $44779.28     | 0.08%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| EQS 2025-2M                                                                     | EQS 2025-2M B 144A 6.49% 03-27-34                                               | CUSIP: 69122AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97647 | PA      | $99770.19     | 0.17%             | 2034-03-27      | Fixed         | 6.49%                 | Yes           |                  2 | On Loan: No      |
| FIAOT 2025-1A                                                                   | FIAOT 2025-1A A3 144A 4.25% 07-15-30                                            | CUSIP: 32059WAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16000 | PA      | $16090.94     | 0.03%             | 2030-07-15      | Fixed         | 4.25%                 | Yes           |                  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        |    138000 | PA      | $138290.21    | 0.24%             | 2031-02-18      | Fixed         | 4.17%                 | Yes           |                  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        |     39893 | PA      | $34224.86     | 0.06%             | 2028-02-01      | Variable      | 7.52%                 | 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        |     25000 | PA      | $24739.58     | 0.04%             | 2033-02-11      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                      | VIASAT INC TL 1ST LIEN (TSFR3M+461.448)(FLR 0.5) FRN 05-30-30                   | CUSIP: 92555WAF2<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |     27858 | PA      | $27889.42     | 0.05%             | 2030-05-30      | Variable      | 8.29%                 | 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        |     10000 | PA      | $10200.86     | 0.02%             | 2031-05-15      | Fixed         | 6.75%                 | Yes           |                  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        |     13000 | PA      | $13058.10     | 0.02%             | 2029-02-15      | Fixed         | 4.45%                 | 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        |     35000 | PA      | $35603.79     | 0.06%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC SR UNSEC 5.15% 05-15-35                                    | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12167.68     | 0.02%             | 2035-05-15      | Fixed         | 5.15%                 | 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        |     50000 | PA      | $48502.50     | 0.08%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 5.5% 03-01-34                        | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2016.53      | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  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        |     25000 | PA      | $25994.78     | 0.04%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | 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        |     13000 | PA      | $13147.72     | 0.02%             | 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        |      2000 | PA      | $2034.69      | 0.00%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  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        |    201000 | PA      | $204314.89    | 0.35%             | 2030-10-18      | Variable      | 4.65%                 | 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        |     20000 | PA      | $19180.52     | 0.03%             | 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        |     40000 | PA      | $40741.12     | 0.07%             | 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        |     35000 | PA      | $34456.84     | 0.06%             | 2033-01-15      | Fixed         | 6.25%                 | 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        |    200000 | PA      | $199618.00    | 0.34%             | 2055-11-19      | Variable      | 5.52%                 | 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        |     55000 | PA      | $58905.17     | 0.10%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 144A LIFE SR UNSEC 4.8% 03-01-30                                       | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77114.40     | 0.13%             | 2030-03-01      | Fixed         | 4.80%                 | 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        |    300000 | PA      | $310747.50    | 0.53%             | 2035-03-01      | Fixed         | 5.20%                 | 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        |     30000 | PA      | $30443.13     | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  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        |     39000 | PA      | $38204.28     | 0.07%             | 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        |     52000 | PA      | $52537.52     | 0.09%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC SR UNSEC 4.6% 11-15-32                                       | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30511.74     | 0.05%             | 2032-11-15      | Fixed         | 4.60%                 | 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        |     18000 | PA      | $17793.86     | 0.03%             | 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        |     18000 | PA      | $17548.88     | 0.03%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  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        |     40000 | PA      | $40874.92     | 0.07%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                              | RGA GLOBAL FUNDING GIC 144A LIFE SR UNSEC 4.6% 11-25-30                         | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50404.20     | 0.09%             | 2030-11-25      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 144A LIFE SR UNSEC 7.0% 05-01-29                                      | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15563.94     | 0.03%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                        | SERVICE PROPERTIES TRUST SR UNSEC 8.375% 06-15-29                               | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2100.50      | 0.00%             | 2029-06-15      | Fixed         | 8.38%                 | 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        |     30000 | PA      | $29899.20     | 0.05%             | 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        |     55000 | PA      | $56351.35     | 0.10%             | 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        |     50000 | PA      | $50006.40     | 0.09%             | 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        |     18000 | PA      | $18392.53     | 0.03%             | 2031-03-06      | Variable      | 5.45%                 | 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        |     30000 | PA      | $30134.82     | 0.05%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3                                    | WLAKE 2025-3A A3 144A 4.22% 06-15-29                                            | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107000 | PA      | $107473.05    | 0.18%             | 2029-06-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 5.05% 03-15-34                                              | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140200.88    | 0.24%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | AON NORTH AMERICA INC SR UNSEC 5.45% 03-01-34                                   | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36528.80     | 0.06%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                               | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 6.5% 10-01-31       | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25168.48     | 0.04%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                               | ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 7.375% 10-01-32            | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24750.65     | 0.04%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                         | ARTHUR J GALLAGHER & CO SR UNSEC 5.15% 02-15-35                                 | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30425.85     | 0.05%             | 2035-02-15      | Fixed         | 5.15%                 | 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        |     35000 | PA      | $36544.24     | 0.06%             | 2035-03-15      | Fixed         | 5.89%                 | 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        |      8000 | PA      | $8093.32      | 0.01%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                     | ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR SEC 1ST LIEN 6.875% 06-15-30           | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15621.86     | 0.03%             | 2030-06-15      | Fixed         | 6.88%                 | 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        |     60000 | PA      | $61530.00     | 0.11%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  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        |      8000 | PA      | $8135.89      | 0.01%             | 2034-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                                    | UNITED AIRLINES HOLDINGS INC SR UNSEC 5.375% 03-01-31                           | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10208.10     | 0.02%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO SR SEC 1ST LIEN 4.8% 03-15-36                                 | CUSIP: 906548DB5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50130.95     | 0.09%             | 2036-03-15      | Fixed         | 4.80%                 | No            |                  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        |     25000 | PA      | $25091.98     | 0.04%             | 2030-01-23      | Variable      | 4.18%                 | 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        |     30000 | PA      | $30239.40     | 0.05%             | 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        |     30000 | PA      | $29888.34     | 0.05%             | 2034-03-31      | Fixed         | 5.75%                 | 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        |     30000 | PA      | $30272.01     | 0.05%             | 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        |     32000 | PA      | $29226.66     | 0.05%             | 2027-09-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                   | AMPHENOL CORP SR UNSEC 3.9% 11-15-28                                            | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100451.80    | 0.17%             | 2028-11-15      | Fixed         | 3.90%                 | 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        |      6000 | PA      | $6083.63      | 0.01%             | 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        |     16000 | PA      | $16207.07     | 0.03%             | 2035-11-15      | Fixed         | 4.70%                 | 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        |     30000 | PA      | $30183.09     | 0.05%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                                                | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND SF 4.125% 07-09-35             | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     70000 | PA      | $52941.00     | 0.09%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                                        | EGYPT GOVERNMENT INTERNATIONAL BOND 144A LIFE 6.875% 04-30-40                   | CUSIP: 038461AF6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    125000 | PA      | $113927.25    | 0.19%             | 2040-04-30      | Fixed         | 6.88%                 | 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        |     10000 | PA      | $9777.79      | 0.02%             | 2028-04-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                                | ARETEC GROUP INC 144A LIFE SR UNSEC 7.5% 04-01-29                               | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14889.26     | 0.03%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           |                  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        |      2481 | PA      | $455976.83    | 0.78%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                 | PANAMA GOVERNMENT INTERNATIONAL BOND SF 6.7% 01-26-36                           | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     50000 | PA      | $54612.50     | 0.09%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                             | ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 5.875% 06-30-29          | CUSIP: 04364VAU7<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25088.95     | 0.04%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                | AMWINS GROUP INC 144A LIFE SR UNSEC 4.875% 06-30-29                             | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29230.53     | 0.05%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                           | ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A LIFE 6.375% 01-30-34                | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     50000 | PA      | $53082.60     | 0.09%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                                            | TURKIYE GOVERNMENT INTERNATIONAL BOND 6.875% 03-17-36                           | CUSIP: 900123AY6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     55000 | PA      | $55998.20     | 0.10%             | 2036-03-17      | Fixed         | 6.88%                 | 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        |    250000 | PA      | $216902.25    | 0.37%             | 2033-12-01      | Fixed         | 2.55%                 | 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        |    250000 | PA      | $247226.25    | 0.42%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.25% 02-28-29                                      | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1536328.20   | 2.63%             | 2029-02-28      | Fixed         | 4.25%                 | 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        |    807000 | PA      | $827238.03    | 1.41%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC SR UNSEC 5.15% 03-02-28                                               | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40974.48     | 0.07%             | 2028-03-02      | Fixed         | 5.15%                 | 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        |    135000 | PA      | $141395.22    | 0.24%             | 2033-03-02      | Fixed         | 5.25%                 | 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        |   1049800 | PA      | $1069310.22   | 1.83%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 4.875% 08-15-45                                     | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050600 | PA      | $1093015.45   | 1.87%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  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        |    250000 | PA      | $250722.65    | 0.43%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  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        |     60000 | PA      | $59915.63     | 0.10%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.62% 08-31-27                                      | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1002690.00   | 1.71%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.625% 08-31-30                                     | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2857300 | PA      | $2872479.41   | 4.91%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                     | MEXICO GOVERNMENT INTERNATIONAL BOND 5.55% 01-21-45                             | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     65000 | PA      | $60866.00     | 0.10%             | 2045-01-21      | Fixed         | 5.55%                 | 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        |    296000 | PA      | $299179.22    | 0.51%             | 2032-09-30      | Fixed         | 3.88%                 | 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        |   1203500 | PA      | $1209558.30   | 2.07%             | 2030-10-31      | Fixed         | 3.62%                 | 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        |    208000 | PA      | $208254.34    | 0.36%             | 2027-10-31      | Fixed         | 3.50%                 | 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        |     15000 | PA      | $14537.51     | 0.02%             | 2032-07-30      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                                             | OWENS & MINOR TL B-1 1ST LIEN (TSFR3M+385)(FLR 0.5) 7.52300% 03-29-29           | CUSIP: 69073LAD2<br>LEI: 549300LMT5KQQXCEZ733 | Long             | LON              | CORP              | US        |     30000 | PA      | $27210.93     | 0.05%             | 2029-03-29      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                            | ESA 2025-ESH D 144A FRN 10-15-42                                                | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $201984.20    | 0.35%             | 2042-10-15      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                            | ESA 2025-ESH B 144A FRN 10-15-42                                                | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100347.90    | 0.17%             | 2042-10-15      | Variable      | 5.26%                 | Yes           |                  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        |     69993 | PA      | $58079.76     | 0.10%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.5 FM8745 09-01-51                                                   | CUSIP: 3140XCWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    452834 | PA      | $392999.05    | 0.67%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QD6139 02-01-52                                                   | CUSIP: 3133B3ZC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    601296 | PA      | $498844.47    | 0.85%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1 MORTGAGE TRUST                                                     | F1VE 2023-V1 C FRN 02-10-56                                                     | CUSIP: 337964AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    223000 | PA      | $225812.70    | 0.39%             | 2056-02-10      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_20-DNA5                                     | STACR 2020-DNA5 B2 144A FRN 10-25-50                                            | CUSIP: 35566ABE8<br>LEI: 5493000ITF7RKPWPZQ19 | Long             | ABS-CBDO         | CORP              | US        |    110000 | PA      | $153397.86    | 0.26%             | 2050-10-25      | Variable      | 15.29%                | Yes           |                  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        |    273464 | PA      | $237339.71    | 0.41%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 2.0 CB0500 05-01-51                                                   | CUSIP: 3140QKRW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     21263 | PA      | $17640.84     | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | 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        |   1048068 | PA      | $1076039.68   | 1.84%             | 2055-02-01      | Fixed         | 6.00%                 | 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        |    311977 | PA      | $320236.93    | 0.55%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 5.5 QY0452 04-01-55                                                   | CUSIP: 31426JQE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     74795 | PA      | $76075.75     | 0.13%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.0 MA5672 04-01-55                                                   | CUSIP: 31418FJS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1470328 | PA      | $1478816.23   | 2.53%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  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        |     20000 | PA      | $20234.02     | 0.03%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 02-01-50                    | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    271000 | PA      | $194417.57    | 0.33%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 6.5 CB8018 02-01-54                                                   | CUSIP: 3140QT4C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20760 | PA      | $21716.31     | 0.04%             | 2054-02-01      | Fixed         | 6.50%                 | 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        |    560744 | PA      | $575540.59    | 0.98%             | 2055-07-01      | 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        |    628735 | PA      | $639499.90    | 1.09%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 3.0 BV8865 06-01-52                                                   | CUSIP: 3140MNZ74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    193254 | PA      | $175124.16    | 0.30%             | 2052-06-01      | Fixed         | 3.00%                 | 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        |    543080 | PA      | $552377.91    | 0.94%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                 | FNCL UMBS 2.0 QB9135 03-01-51                                                   | CUSIP: 3133AGEG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     78809 | PA      | $65383.63     | 0.11%             | 2051-03-01      | Fixed         | 2.00%                 | 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        |     48542 | PA      | $50430.73     | 0.09%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_24-4                                                      | COLT 2024-4 B2 144A FRN 07-25-69                                                | CUSIP: 19688WAF5<br>LEI: 213800KKXAZ8LJ3W5A65 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $102121.60    | 0.17%             | 2069-07-25      | Variable      | 7.80%                 | Yes           |                  2 | On Loan: No      |
| CAS 2020-R01                                                                    | CAS 2020-R01 1B1 144A FRN 01-25-40                                              | CUSIP: 20754CAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101833.20    | 0.17%             | 2040-01-25      | Variable      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_19-R07                             | CAS 2019-R07 1B1 144A FRN 10-25-39                                              | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69252 | PA      | $70252.02     | 0.12%             | 2039-10-25      | Variable      | 7.18%                 | Yes           |                  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        |     25000 | PA      | $26252.30     | 0.04%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                 | PENNYMAC FINANCIAL SERVICES INC 144A LIFE SR UNSEC 7.875% 12-15-29              | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3152.25      | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 5.45% 02-15-34                                       | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15414.36     | 0.03%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  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        |     20000 | PA      | $21752.60     | 0.04%             | 2033-04-15      | Fixed         | 6.40%                 | 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        |     21000 | PA      | $20977.95     | 0.04%             | 2036-10-23      | Variable      | 4.96%                 | 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        |     75000 | PA      | $57694.88     | 0.10%             | 2046-10-01      | Fixed         | 4.10%                 | 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        |      7000 | PA      | $7328.03      | 0.01%             | 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        |     65000 | PA      | $68989.77     | 0.12%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                         | UKG INC 144A LIFE SR UNSEC 6.875% 02-01-31                                      | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26212.92     | 0.04%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  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        |     55000 | PA      | $57730.97     | 0.10%             | 2036-02-12      | Variable      | 5.42%                 | 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        |     55000 | PA      | $46476.38     | 0.08%             | 2031-01-15      | Fixed         | 10.62%                | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 5.95% 06-15-55                                  | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46634.63     | 0.08%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                   | WLAKE 2024-3A D 144A 5.21% 04-15-30                                             | CUSIP: 96043CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73729 | PA      | $75010.04     | 0.13%             | 2030-04-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2                                    | WLAKE 2025-2A D 144A 5.08% 05-15-31                                             | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101520.00    | 0.17%             | 2031-05-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3                                    | WLAKE 2025-3A B 144A 4.28% 07-15-31                                             | CUSIP: 96043QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45249.30     | 0.08%             | 2031-07-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP SR UNSEC 7.0% 01-15-27                                        | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51168.40     | 0.09%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                                | ARETEC GROUP INC 144A LIFE SR SEC 1ST LIEN 10.0% 08-15-30                       | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13847.26     | 0.02%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | ATHENE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.583% 01-09-29             | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76705.80     | 0.13%             | 2029-01-09      | Fixed         | 5.58%                 | 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        |     65000 | PA      | $68054.29     | 0.12%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.5% 02-22-44                                  | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    201000 | PA      | $205669.63    | 0.35%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP SR UNSEC 5.834% 02-20-31                                       | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106972.90    | 0.18%             | 2031-02-20      | Fixed         | 5.83%                 | 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        |     50000 | PA      | $50957.20     | 0.09%             | 2035-01-15      | Fixed         | 5.75%                 | 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        |     71000 | PA      | $70875.25     | 0.12%             | 2031-02-04      | Fixed         | 4.95%                 | 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        |     29000 | PA      | $28140.79     | 0.05%             | 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        |     23000 | PA      | $22424.63     | 0.04%             | 2046-02-04      | Fixed         | 6.55%                 | 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        |    297000 | PA      | $297277.70    | 0.51%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS SR UNSEC SF 8.75% 06-02-29                                  | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    120000 | PA      | $129198.36    | 0.22%             | 2029-06-02      | Fixed         | 8.75%                 | 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        |     20000 | PA      | $20440.00     | 0.03%             | 2056-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                         | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 4.2% 01-01-31                | CUSIP: 74456QCX2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50340.95     | 0.09%             | 2031-01-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                       | PG&E CORP SUB (H) 6.85% 09-15-56/31                                             | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49931.05     | 0.09%             | 2056-09-15      | Variable      | 6.85%                 | 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        |     95000 | PA      | $97322.75     | 0.17%             | 2030-01-23      | Fixed         | 6.84%                 | 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        |    265000 | PA      | $265530.27    | 0.45%             | 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        |     12000 | PA      | $12086.59     | 0.02%             | 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        |      5000 | PA      | $5040.46      | 0.01%             | 2034-03-15      | Fixed         | 5.75%                 | Yes           |                  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        |     50000 | PA      | $50244.20     | 0.09%             | 2033-03-15      | Fixed         | 4.80%                 | No            |                  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        |     21000 | PA      | $21192.72     | 0.04%             | 2031-01-13      | Fixed         | 4.25%                 | 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        |     20000 | PA      | $20542.48     | 0.04%             | 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        |      4000 | PA      | $4070.92      | 0.01%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  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        |  30000000 | PA      | $191890.31    | 0.33%             | 2035-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.5% 01-15-29                                       | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $250781.25    | 0.43%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                          | UNITED STATES TREASURY NOTE 3.75% 01-31-31                                      | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    369000 | PA      | $372819.74    | 0.64%             | 2031-01-31      | Fixed         | 3.75%                 | 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        |      2100 | PA      | $2128.05      | 0.00%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  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        |     23000 | PA      | $23072.77     | 0.04%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS LP                                                        | ENDO FINANCE HOLDING INC TL-B 1ST LIEN (TSFR3M+375)(FLR 0.5) FRN 04-23-31       | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19899 | PA      | $19944.85     | 0.03%             | 2031-04-23      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                | FINASTRA USA INC TL 1ST LIEN (TSFR3M+400) (FLR 0.0) FRN 09-15-32                | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |     15000 | PA      | $13762.50     | 0.02%             | 2032-07-30      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                | FINASTRA USA INC TL 2ND LIEN (TSFR3M+700) (FLR 0.0) FRN 09-15-33                | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |     15000 | PA      | $12950.00     | 0.02%             | 2033-09-15      | Variable      | 10.72%                | 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        |     85000 | PA      | $85026.52     | 0.15%             | 2028-12-01      | Variable      | 6.79%                 | 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        |     60000 | PA      | $62633.04     | 0.11%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                    | UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 9.375% 08-01-32          | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84720.08     | 0.14%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC SR UNSEC 5.35% 02-15-33                                  | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105019.70    | 0.18%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 144A LIFE SR UNSEC 5.428% 02-08-30/29                              | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $207337.00    | 0.35%             | 2030-02-08      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| VISTA ENERGY ARGENTINA SAU                                                      | VISTA ENERGY ARGENTINA SAU 144A LIFE SR UNSEC SF 7.625% 12-10-35                | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |     30000 | PA      | $30441.00     | 0.05%             | 2035-12-10      | Fixed         | 7.62%                 | Yes           |                  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        |     50000 | PA      | $55490.45     | 0.09%             | 2033-05-01      | Fixed         | 7.50%                 | 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        |     11000 | PA      | $11563.75     | 0.02%             | 2033-06-10      | Fixed         | 8.50%                 | Yes           |                  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        |     45000 | PA      | $45650.03     | 0.08%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  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        |     10000 | PA      | $10392.93     | 0.02%             | 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        |     10000 | PA      | $10504.66     | 0.02%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | FNCL UMBS 5.5 MA5822 09-01-55                                                   | CUSIP: 31418FPG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    589263 | PA      | $599213.63    | 1.02%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MSBAM 2025-5C2                                                                  | MSBAM 2025-5C2 C FRN 11-15-58                                                   | CUSIP: 61779RCV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11000 | PA      | $11063.24     | 0.02%             | 2058-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| NYC 2025-28L                                                                    | NYC 2025-28L D 144A FRN 11-05-38                                                | CUSIP: 67123JAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $121784.28    | 0.21%             | 2038-11-05      | Variable      | 6.21%                 | 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        |    100000 | PA      | $100822.00    | 0.17%             | 2038-11-05      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM19                                                                  | OBX 2025-NQM19 A1 144A FRN 10-25-65                                             | CUSIP: 67449LAA9<br>LEI: 2549003HKVOL66FLG606 | Long             | ABS-CBDO         | CORP              | US        |    161755 | PA      | $162374.04    | 0.28%             | 2065-10-25      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                           | CDX NA IG S45 1.0% 09-22-25/12-20-30 ICE                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-9280.91     | -0.02%            |  |  |  | No            |                  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        |     70000 | PA      | $72333.24     | 0.12%             | 2035-09-15      | Fixed         | 5.45%                 | 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        |     16000 | PA      | $16412.88     | 0.03%             | 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        |     27000 | PA      | $27184.92     | 0.05%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  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        |     50000 | PA      | $50159.90     | 0.09%             | 2031-10-22      | Variable      | 4.25%                 | 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        |    320000 | PA      | $319516.48    | 0.55%             | 2036-10-22      | Variable      | 4.81%                 | 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        |    125000 | PA      | $112216.88    | 0.19%             | 2032-02-04      | Variable      | 1.95%                 | 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        |     65000 | PA      | $41266.88     | 0.07%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP SR UNSEC 3.875% 09-15-28                                   | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29046.57     | 0.05%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                              | FORESEA HOLDING SA 144A LIFE SR SEC 1ST LIEN 7.5% 06-15-30                      | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |     15000 | PA      | $14649.74     | 0.03%             | 2030-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                                 | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 4.625% 07-17-29/28                       | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |    100000 | PA      | $123039.89    | 0.21%             | 2029-07-17      | Variable      | 4.62%                 | 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        |     40000 | PA      | $40746.88     | 0.07%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.9% 11-01-34                          | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56243.00     | 0.10%             | 2034-11-01      | Fixed         | 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        |    320000 | PA      | $333784.32    | 0.57%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 04-30-35                        | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    251000 | PA      | $254997.43    | 0.44%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 4.899% 05-13-31/30                    | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56506.73     | 0.10%             | 2031-05-13      | Variable      | 4.90%                 | 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        |    110000 | PA      | $114087.71    | 0.20%             | 2036-07-21      | Variable      | 5.37%                 | 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        |     80000 | PA      | $79334.16     | 0.14%             | 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        |    105000 | PA      | $105565.74    | 0.18%             | 2033-01-15      | Fixed         | 5.62%                 | 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        |     15000 | PA      | $14969.28     | 0.03%             | 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        |     25000 | PA      | $25035.33     | 0.04%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.95% 07-01-50                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34653.04     | 0.06%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.0% 06-15-28                       | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48877.70     | 0.08%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP SR SEC 1ST LIEN 2.9% 06-15-52                                        | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $18022.65     | 0.03%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-15-30                        | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62355.06     | 0.11%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.75% 05-19-33                   | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     70000 | PA      | $71476.51     | 0.12%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                     | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.4% 06-15-33                       | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     91000 | PA      | $99175.99     | 0.17%             | 2033-06-15      | Fixed         | 6.40%                 | 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        |    125000 | PA      | $125963.25    | 0.22%             | 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        |     27000 | PA      | $27666.95     | 0.05%             | 2031-02-15      | Fixed         | 6.12%                 | Yes           |                  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        |     61000 | PA      | $62415.26     | 0.11%             | 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        |     26000 | PA      | $26406.67     | 0.05%             | 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        |    200000 | PA      | $199700.00    | 0.34%             | 2029-01-21      | Fixed         | 5.38%                 | 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        |     35000 | PA      | $35331.07     | 0.06%             | 2037-01-30      | Variable      | 5.40%                 | 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        |      5000 | PA      | $5011.69      | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC SR SEC 1ST LIEN 4.85% 04-01-36          | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25087.03     | 0.04%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  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        |    150000 | PA      | $151317.75    | 0.26%             | 2032-02-06      | Variable      | 4.72%                 | 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        |    200000 | PA      | $203872.60    | 0.35%             | 2033-04-06      | Fixed         | 5.75%                 | 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        |    250000 | PA      | $254439.75    | 0.43%             | 2036-01-08      | Fixed         | 5.45%                 | 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        |     50000 | PA      | $50319.70     | 0.09%             | 2032-01-21      | Variable      | 4.52%                 | 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        |     12000 | PA      | $11694.61     | 0.02%             | 2031-04-15      | Fixed         | 5.60%                 | 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        |     15000 | PA      | $15181.35     | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | 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        |     15000 | PA      | $15001.41     | 0.03%             | 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        |     25000 | PA      | $24969.35     | 0.04%             | 2034-03-01      | Fixed         | 6.12%                 | Yes           |                  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        |     75000 | PA      | $73792.80     | 0.13%             | 2036-02-15      | Fixed         | 5.50%                 | 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        |     40000 | PA      | $40423.04     | 0.07%             | 2037-02-05      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR UNSEC 4.35% 01-12-31        | CUSIP: 59217GFU8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151234.05    | 0.26%             | 2031-01-12      | Fixed         | 4.35%                 | 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        |    185000 | PA      | $186649.09    | 0.32%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                             | SIRIUS XM RADIO LLC 144A SR UNSEC 3.875% 09-01-31                               | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59656.68     | 0.10%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                                    | NAVIENT CORP SR UNSEC 5.625% 08-01-33                                           | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32901.72     | 0.06%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  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        |      8000 | PA      | $7256.93      | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | SYNCHRONY FINANCIAL SUB 7.25% 02-02-33                                          | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17936.39     | 0.03%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.2% 06-01-34                     | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    113000 | PA      | $114911.96    | 0.20%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.625% 03-01-32                         | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31117.26     | 0.05%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                    | TRANSOCEAN INTERNATIONAL LTD 144A LIFE SR UNSEC 8.25% 05-15-29                  | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $5209.60      | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                          | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 9.875% 02-01-32                | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16962.78     | 0.03%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 5.211% 12-03-35/34                                    | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256791.00    | 0.44%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                | WELLS FARGO & CO SR UNSEC 5.605% 04-23-36/35                                    | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26302.65     | 0.04%             | 2036-04-23      | Variable      | 5.61%                 | 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        |     38000 | PA      | $26790.00     | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | 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        |     20000 | PA      | $19802.40     | 0.03%             | 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        |     20000 | PA      | $21195.48     | 0.04%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | WESTLAKE CORP SR UNSEC 5.55% 11-15-35                                           | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19302.20     | 0.03%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  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        |    146000 | PA      | $137140.28    | 0.23%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| XAI CORP                                                                        | X.AI LLC 144A LIFE SR SEC 1ST LIEN 12.5% 06-30-30                               | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $85512.15     | 0.15%             | 2030-06-30      | Fixed         | 12.50%                | Yes           |                  2 | On Loan: No      |
| YPF ENERGIA ELECTRICA SA                                                        | YPF ENERGIA ELECTRICA SA 144A LIFE SR UNSEC SF 7.875% 10-16-32                  | CUSIP: 98424MAB9<br>LEI: 5493002XN8FRTYQLR778 | Long             | DBT              | CORP              | AR        |     15000 | PA      | $15406.62     | 0.03%             | 2032-10-16      | Fixed         | 7.88%                 | Yes           |                  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        |     23000 | PA      | $22562.33     | 0.04%             | 2031-04-12      | Fixed         | 5.25%                 | 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        |     15000 | PA      | $15024.68     | 0.03%             | 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        |     16000 | PA      | $15878.93     | 0.03%             | 2031-01-23      | Fixed         | 5.70%                 | Yes           |                  2 | 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        |     53000 | PA      | $52060.10     | 0.09%             | 2031-04-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO SR UNSEC 4.456% 02-10-32/31                                 | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75751.65     | 0.13%             | 2032-02-10      | Variable      | 4.46%                 | 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        |      7000 | PA      | $7063.76      | 0.01%             | 2033-02-15      | Fixed         | 4.40%                 | 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        |     80000 | PA      | $81345.36     | 0.14%             | 2036-02-15      | Fixed         | 4.80%                 | 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        |     59000 | PA      | $59341.91     | 0.10%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES SR UNSEC 4.0% 03-15-31                                      | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49972.05     | 0.09%             | 2031-03-15      | Fixed         | 4.00%                 | 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        |      6000 | PA      | $6042.12      | 0.01%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ACAR 2026-1                                                                     | ACAR 2026-1 B 144A 4.24% 04-12-30                                               | CUSIP: 02531FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22000 | PA      | $22077.31     | 0.04%             | 2030-04-12      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2026-1                                                                     | ACAR 2026-1 A 144A 4.16% 07-12-29                                               | CUSIP: 02531FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35000 | PA      | $35006.76     | 0.06%             | 2029-07-12      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST AFRMT_26-1                                                  | AFRMT 2026-1A A 144A 4.37% 02-15-34                                             | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100806.00    | 0.17%             | 2034-02-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2026-1                                                                    | BLAST 2026-1 B 4.25% 11-17-31                                                   | CUSIP: 107927AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23000 | PA      | $23096.49     | 0.04%             | 2031-11-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EART 2026-1A                                                                    | EART 2026-1A B 4.22% 10-15-30                                                   | CUSIP: 30168HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23000 | PA      | $23147.73     | 0.04%             | 2030-10-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2026-1                                        | GCAR 2026-1A B 144A 4.22% 08-17-30                                              | CUSIP: 36274AAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $55244.75     | 0.09%             | 2030-08-17      | Fixed         | 4.22%                 | Yes           |                  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        |    100000 | PA      | $100377.00    | 0.17%             | 2041-02-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_26-A                                             | NSLT 2026-A D 144A 5.84% 02-21-61                                               | CUSIP: 64032UAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100751.00    | 0.17%             | 2061-02-21      | Fixed         | 5.84%                 | 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        |    100000 | PA      | $100083.00    | 0.17%             | 2034-02-15      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| OHS 2026-1                                                                      | OHS 2026-1 A2 144A 5.98% 02-25-61                                               | CUSIP: 67115SAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25113.25     | 0.04%             | 2061-02-25      | Fixed         | 5.98%                 | 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        |     21000 | PA      | $21085.09     | 0.04%             | 2028-10-20      | Fixed         | 4.27%                 | Yes           |                  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      | $100120.20    | 0.17%             | 2033-09-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.9% 06-01-52              | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     23000 | PA      | $15149.34     | 0.03%             | 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        |     60700 | PA      | $56874.38     | 0.10%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC SR UNSEC 4.5% 05-01-32                                         | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1831.69      | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                          | COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 5.875% 01-15-30                       | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27969.02     | 0.05%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 144A LIFE SR SEC 1ST LIEN 4.0% 08-01-28                           | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29810.07     | 0.05%             | 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        |     60000 | PA      | $52027.38     | 0.09%             | 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        |    126000 | PA      | $109842.52    | 0.19%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                       | CAESARS ENTERTAINMENT INC 144A LIFE SR UNSEC 4.625% 10-15-29                    | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14685.18     | 0.03%             | 2029-10-15      | Fixed         | 4.62%                 | 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        |     47000 | PA      | $41124.25     | 0.07%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                            | REWORLD HOLDING CORP 144A LIFE SR UNSEC 4.875% 12-01-29                         | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19290.96     | 0.03%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  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        |    306000 | PA      | $247043.29    | 0.42%             | 2053-04-01      | Fixed         | 5.25%                 | 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        |     10000 | PA      | $10275.29     | 0.02%             | 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        |     15000 | PA      | $15386.31     | 0.03%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                        | CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 2ND LIEN 9.0% 09-30-29                | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24508.60     | 0.04%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSEC 5.8% 03-08-29                                 | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206065.80    | 0.35%             | 2029-03-08      | Fixed         | 5.80%                 | 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        |     14000 | PA      | $13454.56     | 0.02%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                                   | FREEDOM MORTGAGE HOLDINGS LLC 144A LIFE SR UNSEC 8.375% 04-01-32                | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75625.50     | 0.13%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  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        |    100000 | PA      | $99502.10     | 0.17%             | 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        |     15000 | PA      | $12827.45     | 0.02%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  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        |    250000 | PA      | $225127.50    | 0.38%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO SR UNSEC 6.1% 08-19-32                                            | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41884.16     | 0.07%             | 2032-08-19      | Fixed         | 6.10%                 | 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        |    250000 | PA      | $263570.75    | 0.45%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  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        |     30000 | PA      | $30805.02     | 0.05%             | 2034-09-06      | Fixed         | 5.45%                 | 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        |     30000 | PA      | $29394.96     | 0.05%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  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        |     15000 | PA      | $15596.64     | 0.03%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                               | HERC HOLDINGS INC 144A LIFE SR UNSEC 6.625% 06-15-29                            | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20659.56     | 0.04%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC SR UNSEC 4.95% 06-25-34                                          | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258476.25    | 0.44%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.0% 01-07-28                        | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101762.00    | 0.17%             | 2028-01-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| STRATEGY INC                                                                    | MICROSTRATEGY INCORPORATED 0.0% 12-01-29                                        | CUSIP: 594972AS0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20482.50     | 0.04%             | 2029-12-01      | Fixed         | 0.00%                 | 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        |     25000 | PA      | $25111.13     | 0.04%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           |                  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        |     10000 | PA      | $10242.75     | 0.02%             | 2030-04-15      | Fixed         | 7.88%                 | 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        |     30000 | PA      | $29755.65     | 0.05%             | 2033-03-15      | Fixed         | 6.50%                 | 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        |     16000 | PA      | $15467.38     | 0.03%             | 2035-09-26      | Fixed         | 5.20%                 | 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        |     30000 | PA      | $33645.84     | 0.06%             | 2034-05-01      | Fixed         | 6.53%                 | 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        |     15000 | PA      | $17213.87     | 0.03%             | 2054-05-01      | Fixed         | 6.86%                 | 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        |     70000 | PA      | $73847.69     | 0.13%             | 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        |     15000 | PA      | $15667.97     | 0.03%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                               | BROWN & BROWN INC SR UNSEC 5.55% 06-23-35                                       | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40836.16     | 0.07%             | 2035-06-23      | Fixed         | 5.55%                 | 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        |    102000 | PA      | $105456.47    | 0.18%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 5.95% 09-26-55                                             | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17612.80     | 0.03%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                      | BAUSCH HEALTH AMERICAS INC 144A LIFE SR UNSEC 8.5% 01-31-27                     | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54554.67     | 0.09%             | 2027-01-31      | Fixed         | 8.50%                 | 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        |      5000 | PA      | $4466.19      | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                          | VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 8.375% 06-01-31                | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66606.61     | 0.11%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC SR UNSEC 4.75% 03-15-36                                              | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7039.40      | 0.01%             | 2036-03-15      | Fixed         | 4.75%                 | 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        |    250000 | PA      | $251861.25    | 0.43%             | 2037-01-13      | Variable      | 5.42%                 | Yes           |                  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        |    111000 | PA      | $112647.24    | 0.19%             | 2037-02-06      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| CDX HIGH YIELD ISSUER                                                           | CDX NA HY S45 5.0% 09-22-25/12-20-30 ICE                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-17923.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                           | CDX NA IG S45 1.0% 09-22-25/12-20-35 ICE                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |         1 | NC      | $-3283.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.4165% 09-26-25/09-26-27 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $-3527.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                 | OIS PAYFIX USD 3.2715% 10-17-25/10-17-27 LCH                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         1 | NC      | $35.96        | 0.00%             |  |  |  | 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        |       300 | NS      | $13797.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | SOFR 90DAY FUT OPT SFRH6C C @ 96.8125 03-13-26                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |        39 | NC      | $-243.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                 | SOFR 90DAY FUT OPT SFRH6C C @ 96.625 03-13-26                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              |  | US        |        39 | NC      | $487.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY CORP                                                               | TALEN ENERGY CORP                                                               | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        85 | NS      | $31532.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX LTD                                                                         | AUS GB 3YR FUT YMH6 03-16-26                                                    | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | N/A              | DIR              | CORP              | AU        |         8 | NC      | $253.86       | 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        |       109 | NC      | $-121834.01   | -0.21%            |  |  |  | No            |                  1 | 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        |        36 | NC      | $51000.31     | 0.09%             |  |  |  | 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        |        14 | NC      | $7709.90      | 0.01%             |  |  |  | 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        |        34 | NC      | $30891.89     | 0.05%             |  |  |  | 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        |       129 | NC      | $41703.75     | 0.07%             |  |  |  | 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        |        34 | NC      | $16710.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | BRL FWD SALE TO USD NDF 3/23/2026                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $-8589.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR FWD SALE TO USD 3/12/2026                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $-115.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY FWD SALE TO USD 3/12/2026                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |         1 | NC      | $2355.28      | 0.00%             |  |  |  | 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        |     30000 | PA      | $30896.01     | 0.05%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  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        |     55000 | PA      | $55930.66     | 0.10%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC SR UNSEC 4.972% 05-16-29/28                                        | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203582.60    | 0.35%             | 2029-05-16      | Variable      | 4.97%                 | 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        |     30000 | PA      | $31077.66     | 0.05%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | BOEING CO SR UNSEC 3.625% 02-01-31                                              | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194334.00    | 0.33%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  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        |     25000 | PA      | $22785.33     | 0.04%             | 2032-10-20      | Variable      | 2.57%                 | 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        |    250000 | PA      | $240828.75    | 0.41%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSEC 3.25% 03-15-27                          | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54030.52     | 0.09%             | 2027-03-15      | Fixed         | 3.25%                 | 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        |     30000 | PA      | $29139.93     | 0.05%             | 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        |    250000 | PA      | $265540.75    | 0.45%             | 2029-10-19      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP SR UNSEC 5.7% 02-01-30/29                            | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52078.65     | 0.09%             | 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        |     29000 | PA      | $30821.17     | 0.05%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  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        |     30000 | PA      | $31477.20     | 0.05%             | 2032-03-01      | Fixed         | 7.25%                 | 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        |     40000 | PA      | $40483.68     | 0.07%             | 2032-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP SR UNSEC 5.7% 06-01-34                                          | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52815.90     | 0.09%             | 2034-06-01      | Fixed         | 5.70%                 | 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        |     35000 | PA      | $35206.54     | 0.06%             | 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        |     20000 | PA      | $20033.86     | 0.03%             | 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        |     18000 | PA      | $19151.24     | 0.03%             | 2034-06-01      | Fixed         | 6.55%                 | 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        |     35000 | PA      | $36078.18     | 0.06%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 144A LIFE SR UNSEC 6.12% 02-15-33                                 | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82869.28     | 0.14%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  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        |     55000 | PA      | $56715.29     | 0.10%             | 2036-03-27      | Variable      | 5.33%                 | 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        |     35000 | PA      | $35486.05     | 0.06%             | 2035-08-15      | Fixed         | 4.90%                 | 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        |      5000 | PA      | $4880.57      | 0.01%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 4.58% 09-08-31/30                   | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $65986.12     | 0.11%             | 2031-09-08      | Variable      | 4.58%                 | 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        |     50000 | PA      | $51373.85     | 0.09%             | 2036-01-15      | Fixed         | 5.25%                 | 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        |     35000 | PA      | $35942.94     | 0.06%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  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        |     25000 | PA      | $25655.28     | 0.04%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                       | COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.45% 10-02-30          | CUSIP: 00138CBJ6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60204.36     | 0.10%             | 2030-10-02      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 144A LIFE SR UNSEC 5.12% 05-01-29                                 | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50741.05     | 0.09%             | 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        |    149000 | PA      | $149557.71    | 0.26%             | 2031-01-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC SR UNSEC 7.0% 02-15-31                                 | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5152.88      | 0.01%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  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        |     15000 | PA      | $15419.63     | 0.03%             | 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        |     30000 | PA      | $31353.09     | 0.05%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                            | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.8% 03-01-50              | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3050.85      | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC SR UNSEC 2.976% 11-05-30/29                                       | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    231000 | PA      | $221426.44    | 0.38%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                | CCO HOLDINGS LLC 144A SR UNSEC 4.25% 02-01-31                                   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93281.50     | 0.16%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 2.3% 02-01-32              | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $43638.95     | 0.07%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                  | GRAY MEDIA INC 144A LIFE SR SEC 1ST LIEN 7.25% 08-15-33                         | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51665.60     | 0.09%             | 2033-08-15      | Fixed         | 7.25%                 | 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        |    120000 | PA      | $119618.64    | 0.20%             | 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        |    118000 | PA      | $118100.77    | 0.20%             | 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        |     36000 | PA      | $35374.43     | 0.06%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                  | GRAY MEDIA INC 144A LIFE SR UNSEC 5.375% 11-15-31                               | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7882.19      | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | 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        |     20000 | PA      | $21154.34     | 0.04%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                             | HIGHWOODS REALTY LP SR UNSEC 5.35% 01-15-33                                     | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21134.27     | 0.04%             | 2033-01-15      | Fixed         | 5.35%                 | 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        |     30000 | PA      | $28630.50     | 0.05%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                        | SERVICE PROPERTIES TRUST SR UNSEC 4.375% 02-15-30                               | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     67000 | PA      | $59398.52     | 0.10%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                           | HUNGARY GOVERNMENT INTERNATIONAL BOND 7.625% 03-29-41                           | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     50000 | PA      | $59686.65     | 0.10%             | 2041-03-29      | Fixed         | 7.62%                 | 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        |    125000 | PA      | $104001.25    | 0.18%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                           | HILTON DOMESTIC OPERATING CO INC SR UNSEC 4.875% 01-15-30                       | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10013.08     | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                           | HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 4.0% 05-01-31               | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19221.72     | 0.03%             | 2031-05-01      | Fixed         | 4.00%                 | 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        |     25000 | PA      | $24224.40     | 0.04%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                          | HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.375% 02-01-31                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23795.93     | 0.04%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                           | HUB INTERNATIONAL LTD 144A LIFE SR SEC 1ST LIEN 7.25% 06-15-30                  | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15480.44     | 0.03%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                             | HILCORP ENERGY I LP 144A LIFE SR UNSEC 8.375% 11-01-33                          | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21117.10     | 0.04%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                           | HUB INTERNATIONAL LTD 144A LIFE SR UNSEC 7.375% 01-31-32                        | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15276.75     | 0.03%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP SR UNSEC 5.6% 02-21-54                                               | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37801.88     | 0.06%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                               | IRON MOUNTAIN INC 144A LIFE SR UNSEC 6.25% 01-15-33                             | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15337.10     | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  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        |    100000 | PA      | $92786.80     | 0.16%             | 2029-05-01      | Fixed         | 8.75%                 | 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        |    120000 | PA      | $96368.28     | 0.16%             | 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        |     50000 | PA      | $50247.13     | 0.09%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                                            | ICAHN ENTERPRISES LP SR SEC 1ST LIEN 5.25% 05-15-27                             | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54215.43     | 0.09%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                               | IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 07-15-30                             | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29872.17     | 0.05%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                    | MPT OPERATING PARTNERSHIP LP SR UNSEC 5.0% 10-15-27                             | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44121.29     | 0.08%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                             | MEDLINE BORROWER LP 144A LIFE SR SEC 1ST LIEN 3.875% 04-01-29                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29524.68     | 0.05%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                             | MEDLINE BORROWER LP 144A LIFE SR UNSEC 5.25% 10-01-29                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15008.57     | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                           | MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 05-15-32                        | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15028.26     | 0.03%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                             | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 5.55% 09-13-29                | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84873.95     | 0.15%             | 2029-09-13      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                               | NEWELL BRANDS INC SR UNSEC 6.625% 05-15-32                                      | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30016.89     | 0.05%             | 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        |    175000 | PA      | $63376.25     | 0.11%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP SR UNSEC 5.071% 05-20-31/30                               | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51615.20     | 0.09%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  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        |     28000 | PA      | $28643.47     | 0.05%             | 2033-10-15      | Fixed         | 7.88%                 | 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        |     19352 | PA      | $19351.87     | 0.03%             | 2029-08-30      | Fixed         | 15.00%                | Yes           |                  2 | 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        |     30000 | PA      | $30305.04     | 0.05%             | 2036-04-01      | Variable      | 7.38%                 | 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        |     35000 | PA      | $32717.48     | 0.06%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                            | NOBLE FINANCE II LLC 144A LIFE SR UNSEC 8.0% 04-15-30                           | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $27075.75     | 0.05%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                             | NISSAN MOTOR ACCEPTANCE CO LLC 144A LIFE SR UNSEC 7.05% 09-15-28                | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83182.88     | 0.14%             | 2028-09-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP SR UNSEC 5.55% 10-01-34                               | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20860.18     | 0.04%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 5.25% 02-03-32                                             | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50212.45     | 0.09%             | 2032-02-03      | Fixed         | 5.25%                 | 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        |     93000 | PA      | $91968.35     | 0.16%             | 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        |     40000 | PA      | $35258.88     | 0.06%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                              | OSAIC HOLDINGS INC 144A LIFE SR UNSEC 8.0% 08-01-33                             | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19945.60     | 0.03%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP SR UNSEC 6.125% 05-15-30                                   | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100363.80    | 0.17%             | 2030-05-15      | Fixed         | 6.12%                 | 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        |     25000 | PA      | $25776.33     | 0.04%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  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        |     55000 | PA      | $57050.90     | 0.10%             | 2031-02-04      | Variable      | 5.15%                 | 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        |     45000 | PA      | $44938.35     | 0.08%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  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        |     40000 | PA      | $41641.00     | 0.07%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FINANCING LTD                                                  | TRANSOCEAN TITAN FINANCING LTD 144A LIFE SR SEC 1ST LIEN SF 8.375% 02-01-28     | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     10214 | PA      | $10475.12     | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  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        |     30000 | PA      | $31159.08     | 0.05%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MCCORMICK & CO INC                                                              | MCCORMICK & CO INC SR UNSEC 4.15% 02-15-29                                      | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10068.34     | 0.02%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  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        |    400000 | PA      | $401910.80    | 0.69%             | 2036-01-13      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP SR UNSEC 5.35% 05-04-33                                             | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64235.07     | 0.11%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK 2026-DNA1                                         | STACR 2026-DNA1 M1 144A FRN 02-25-46                                            | CUSIP: 35564UCR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15000 | PA      | $15089.10     | 0.03%             | 2046-02-25      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-DNA6                                     | STACR 2020-DNA6 B2 144A FRN 12-25-50                                            | CUSIP: 35566CBE4<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-CBDO         | CORP              | US        |    265000 | PA      | $309546.77    | 0.53%             | 2050-12-25      | Variable      | 9.32%                 | Yes           |                  2 | On Loan: No      |
| STACR 2020-HQA2                                                                 | STACR 2020-HQA2 B2 144A FRN 03-25-50                                            | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $60401.40     | 0.10%             | 2050-03-25      | Variable      | 11.38%                | 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        |     96000 | PA      | $96495.74     | 0.16%             | 2034-04-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SMB 2025-B                                                                      | SMB 2025-B D 144A 6.63% 03-17-53                                                | CUSIP: 83208BAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103797.90    | 0.18%             | 2053-03-17      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| SDART 2025-4                                                                    | SDART 2025-4 D 4.95% 01-15-32                                                   | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18000 | PA      | $18238.25     | 0.03%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SDART 2025-4                                                                    | SDART 2025-4 A3 4.17% 04-15-30                                                  | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64000 | PA      | $64382.34     | 0.11%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  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        |     50000 | PA      | $50132.35     | 0.09%             | 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        |     88463 | PA      | $75730.20     | 0.13%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  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        |     50708 | PA      | $48829.94     | 0.08%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-2                                             | TPMT 2017-2 M2 144A FRN 04-25-57                                                | CUSIP: 89173HAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $98674.80     | 0.17%             | 2057-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-4                                             | TPMT 2017-4 A2 144A FRN 06-25-57                                                | CUSIP: 89173UAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $96586.10     | 0.17%             | 2057-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1                                   | TMCL 2020-1A A 144A 2.73% 08-21-45                                              | CUSIP: 88315LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37223 | PA      | $36264.43     | 0.06%             | 2045-08-21      | Fixed         | 2.73%                 | 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        |     46904 | PA      | $44778.97     | 0.08%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                                             | TMCL 2021-1A A 144A 1.68% 02-20-46                                              | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |     60000 | PA      | $56835.18     | 0.10%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2                                   | TMCL 2021-2A A 144A 2.23% 04-20-46                                              | CUSIP: 88315LAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61333 | PA      | $58377.92     | 0.10%             | 2046-04-20      | Fixed         | 2.23%                 | 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        |     78289 | PA      | $78726.52     | 0.13%             | 2030-06-24      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| VZMT 2025-9                                                                     | VZMT 2025-9 A1A 3.96% 10-21-30                                                  | CUSIP: 92348KEV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100449.90    | 0.17%             | 2030-10-21      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_25-10                                                 | VZMT 2025-10 A 144A 4.28% 10-20-33                                              | CUSIP: 92348KEZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224000 | PA      | $227749.98    | 0.39%             | 2033-10-20      | Variable      | 4.28%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR2                                                                  | AMSR 2025-SFR2 A 144A 4.275% 11-17-42                                           | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99733.00     | 0.17%             | 2042-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2026-5YR20                                                                | BANK5 2026-5YR20 C FRN 02-15-59                                                 | CUSIP: 06650JAZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $78163.43     | 0.13%             | 2059-02-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| BANK5 2026-5YR20                                                                | BANK5 2026-5YR20 B 5.535% 02-15-59                                              | CUSIP: 06650JAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25893.88     | 0.04%             | 2059-02-15      | Fixed         | 5.54%                 | No            |                  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        |     20000 | PA      | $20044.18     | 0.03%             | 2045-03-15      | Variable      | 5.82%                 | 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        |     21000 | PA      | $21013.90     | 0.04%             | 2045-03-15      | Variable      | 5.37%                 | 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        |    103000 | PA      | $103298.60    | 0.18%             | 2045-03-15      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| BLP COMMERICAL MORTGAGE TRUST BLP_24-IND2                                       | BLP 2024-IND2 D 144A FRN 03-15-41                                               | CUSIP: 05625AAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    214164 | PA      | $214540.25    | 0.37%             | 2041-03-15      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2025-V15                                                                  | BMARK 2025-V15 C 6.26769% 06-15-58                                              | CUSIP: 08164CAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    124000 | PA      | $128420.48    | 0.22%             | 2058-06-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR17                                                                | BANK5 2025-5YR17 C FRN 11-15-58                                                 | CUSIP: 06211GAZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $309528.00    | 0.53%             | 2058-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR17                                                                | BANK5 2025-5YR17 B FRN 11-15-58                                                 | CUSIP: 06211GAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     48000 | PA      | $50436.14     | 0.09%             | 2058-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C13                                                                    | BMO 2025-C13 B FRN 10-15-58                                                     | CUSIP: 05592YAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $315360.00    | 0.54%             | 2058-10-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C13                                                                    | BMO 2025-C13 C FRN 10-15-58                                                     | CUSIP: 05592YAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $301500.60    | 0.52%             | 2058-10-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V18                                                                  | BMARK 2025-V18 C 6.1389% 10-15-58                                               | CUSIP: 08164EAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42000 | PA      | $42983.22     | 0.07%             | 2058-10-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT                                                                    | BX 2025-VOLT C 144A FRN 12-15-44                                                | CUSIP: 05619PAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100423.30    | 0.17%             | 2044-12-15      | Variable      | 6.01%                 | Yes           |                  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        |     15000 | PA      | $15060.02     | 0.03%             | 2044-12-15      | Variable      | 5.76%                 | Yes           |                  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        |    344000 | PA      | $344927.77    | 0.59%             | 2044-12-15      | Variable      | 5.36%                 | Yes           |                  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        |     14000 | PA      | $14064.19     | 0.02%             | 2044-12-15      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2025-5YR18                                                                | BANK5 2025-5YR18 AS FRN 12-15-58                                                | CUSIP: 06604CAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14000 | PA      | $14544.19     | 0.02%             | 2058-12-15      | Variable      | 5.47%                 | No            |                  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        |    100000 | PA      | $100547.50    | 0.17%             | 2042-12-15      | Variable      | 5.91%                 | Yes           |                  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        |    100000 | PA      | $102760.10    | 0.18%             | 2042-12-13      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-4A                                                                    | GCAR 2025-4A B 144A 4.53% 04-15-30                                              | CUSIP: 36273HAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56000 | PA      | $56561.23     | 0.10%             | 2030-04-15      | Fixed         | 4.53%                 | Yes           |                  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        |    100000 | PA      | $98581.40     | 0.17%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                      | HERTZ 2022-2A A 144A 2.33% 06-26-28                                             | CUSIP: 42806MAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98142.40     | 0.17%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2025-2A                                                                   | HPEFS 2025-2A A3 144A 4.03% 11-22-32                                            | CUSIP: 442927AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100456.90    | 0.17%             | 2032-11-22      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| HFMOT 2025-1A                                                                   | HFMOT 2025-1A A 144A 4.01% 10-15-30                                             | CUSIP: 44921QAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $130947.57    | 0.22%             | 2030-10-15      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-6                                      | HERTZ 2025-6A A 144A 4.89% 05-25-32                                             | CUSIP: 42806MDQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166000 | PA      | $170227.19    | 0.29%             | 2032-05-25      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-5                                      | HERTZ 2025-5A A 144A 4.62% 05-25-30                                             | CUSIP: 42806MDL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101611.30    | 0.17%             | 2030-05-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-C                                     | MLANE 2025-C D 144A 5.71% 12-16-30                                              | CUSIP: 60510MCD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209000 | PA      | $208815.04    | 0.36%             | 2030-12-16      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_25-C                                     | MLANE 2025-C C 144A 5.23% 12-15-30                                              | CUSIP: 60510MCC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100272.30    | 0.17%             | 2030-12-16      | Fixed         | 5.37%                 | 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        |    250000 | PA      | $250570.25    | 0.43%             | 2029-02-13      | Fixed         | 4.02%                 | 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        |    220000 | PA      | $201253.14    | 0.34%             | 2062-04-20      | Fixed         | 4.44%                 | 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        |    100000 | PA      | $100224.80    | 0.17%             | 2029-09-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| STACR 2020-HQA4                                                                 | STACR 2020-HQA4 B2 144A FRN 09-25-50                                            | CUSIP: 35565RBE2<br>LEI: 5493000IT4TAVS1FNX06 | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $196368.75    | 0.34%             | 2050-09-25      | Variable      | 13.18%                | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - STACR 2020-DNA2                                                   | STACR 2021-DNA2 B1 144A FRN 08-25-33                                            | CUSIP: 35564KDX4<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $300232.44    | 0.51%             | 2033-08-25      | Variable      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_22-SFR1                                            | TCN 2022-SFR1 A 144A 3.856% 04-17-39                                            | CUSIP: 89616QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     99344 | PA      | $98864.15     | 0.17%             | 2039-04-17      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 6.5 UMBS TBA 03-01-56                                                      | CUSIP: 01F062630<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     48853 | PA      | $50746.79     | 0.09%             | 2056-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 3.5 UMBS TBA 03-01-56                                                      | CUSIP: 01F032633<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    126987 | PA      | $119687.15    | 0.20%             | 2056-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 5.0 UMBS TBA 03-01-56                                                      | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    325000 | PA      | $326534.00    | 0.56%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 2.5 UMBS TBA 03-01-56                                                      | CUSIP: 01F022634<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    115000 | PA      | $99659.58     | 0.17%             | 2056-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 5.5 UMBS TBA 03-01-56                                                      | CUSIP: 01F052631<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -100000 | PA      | $-101618.90   | -0.17%            | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 3.0 UMBS TBA 03-01-56                                                      | CUSIP: 01F030637<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    232000 | PA      | $209844.23    | 0.36%             | 2056-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 6.0 UMBS TBA 03-01-56                                                      | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    145000 | PA      | $148747.53    | 0.25%             | 2056-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCI 4.0 UMBS TBA 03-01-41                                                      | CUSIP: 01F040438<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     40000 | PA      | $39663.92     | 0.07%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCI 3.5 UMBS TBA 03-01-41                                                      | CUSIP: 01F032435<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42000 | PA      | $41082.34     | 0.07%             | 2041-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                     | FNCL 4.0 UMBS TBA 04-01-56                                                      | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     67506 | PA      | $65421.28     | 0.11%             | 2056-04-01      | Fixed         | 4.00%                 | 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        |     20494 | PA      | $19845.10     | 0.03%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-4                                                                    | VERUS 2024-4 A1 144A 6.218% 06-25-69                                            | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |     60514 | PA      | $61333.61     | 0.10%             | 2069-06-25      | Variable      | 6.22%                 | 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        |     82887 | PA      | $83948.51     | 0.14%             | 2070-05-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VERUS_24-1                                                                      | VERUS 2024-1 B1 144A FRN 01-25-69                                               | CUSIP: 92540EAE3<br>LEI: 984500A3F1D749452747 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101943.00    | 0.17%             | 2069-01-25      | Variable      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2025-5C5                                                                   | WFCM 2025-5C5 B FRN 07-15-58                                                    | CUSIP: 95004MAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $52574.15     | 0.09%             | 2058-07-15      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| WFCM 2025-5C5                                                                   | WFCM 2025-5C5 C FRN 07-15-58                                                    | CUSIP: 95004MAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $51314.30     | 0.09%             | 2058-07-15      | Variable      | 6.01%                 | 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        |      6000 | PA      | $6121.27      | 0.01%             | 2035-11-15      | Fixed         | 4.92%                 | 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        |     50000 | PA      | $52524.95     | 0.09%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC SR UNSEC 7.2% 11-15-33                                 | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37627.84     | 0.06%             | 2033-11-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CELANESE US HOLDINGS LLC SR UNSEC 6.85% 11-15-28                                | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36861.90     | 0.06%             | 2028-11-15      | Variable      | 6.85%                 | 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        |     25000 | PA      | $26430.50     | 0.05%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  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        |     26000 | PA      | $23562.81     | 0.04%             | 2055-03-15      | Fixed         | 5.95%                 | 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        |     25000 | PA      | $25974.83     | 0.04%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  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        |    118000 | PA      | $118312.35    | 0.20%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  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        |     50000 | PA      | $50396.90     | 0.09%             | 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        |      7000 | PA      | $5545.27      | 0.01%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                      | DOW CHEMICAL CO SR UNSEC 4.8% 05-15-49                                          | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     44000 | PA      | $34430.88     | 0.06%             | 2049-05-15      | Fixed         | 4.80%                 | 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        |     15000 | PA      | $14693.73     | 0.03%             | 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        |     29000 | PA      | $18877.00     | 0.03%             | 2050-11-15      | Fixed         | 3.60%                 | 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        |     80000 | PA      | $82866.48     | 0.14%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                              | DEUTSCHE BANK AG SR NON PREF 6.72% 01-18-29/28                                  | CUSIP: 251526CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $156909.60    | 0.27%             | 2029-01-18      | Variable      | 6.72%                 | 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        |     75000 | PA      | $80316.98     | 0.14%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL SR UNSEC 5.45% 06-15-29                                    | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     74000 | PA      | $76087.91     | 0.13%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  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        |     55000 | PA      | $58491.68     | 0.10%             | 2033-03-15      | Fixed         | 8.00%                 | Yes           |                  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        |     80000 | PA      | $87401.92     | 0.15%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  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        |     14000 | PA      | $14438.90     | 0.02%             | 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        |     11000 | PA      | $11248.91     | 0.02%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  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        |    250000 | PA      | $254660.00    | 0.44%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  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        |     45000 | PA      | $45268.16     | 0.08%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  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        |     28000 | PA      | $28334.68     | 0.05%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-27

**Name of Applicant:** American Funds Core Plus Bond Fund

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Compliance Specialist Senior